Composer · investment strategy
by Composer Technologies · via Composer
Daily market‑timing rules: mostly sit in cash, bet on volatility (UVXY) when markets look overheated, and buy leveraged tech/S&P on sharp selloffs. Decisions use RSI “hot/cold” scores and 20/200‑day moving averages.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
No published holdings for this strategy.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
No holdings on file, so nothing to test.
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
6 missing
The text the rules are quoted from, with where it came from.
It checks trend and “hot/cold” readings, then picks from cash (SHV), Nasdaq (QQQ/TQQQ), S&P 500 (UPRO), tech (TECL), or volatility (UVXY). RSI(10) = 0–100 hot/cold score; moving average = average price over N days. In uptrends: if “too hot,” buy UVXY; else mostly cash with a small Nasdaq tilt. In downtrends: buy dips (TECL or 50% UPRO) when very oversold; otherwise cash or 50% TQQQ+cash. Rebalances daily. Very high risk.
Daily market‑timing rules: mostly sit in cash, bet on volatility (UVXY) when markets look overheated, and buy leveraged tech/S&P on sharp selloffs. Decisions use RSI “hot/cold” scores and 20/200‑day moving averages.
Regime-aware, rule-based strategy aimed at solid risk-adjusted growth: 12.38% OOS annualized return with Calmar ~1.67. Uses cash, volatility hedges, and tech tilts to navigate volatility—different from the SPY path.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, market timing, rsi/mean-reversion, tactical asset allocation, tech-heavy, trend filter, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.18% | ||
| Return, trailing 1 month (out-of-sample) | 3.35% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.88% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.67 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.42% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.91% |
Composer Technologies · Composer
Composer Technologies · Composer
