Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, multi-sleeve strategy that rides strength in calm uptrends (often tech) and quickly hedges or goes inverse when markets overheat or weaken. Includes bond, gold, and EM trend modules and uses VIX and RSI to manage risk.
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 Leveraged ETFs 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.
A rules-based switcher. It checks trend (S&P/Nasdaq vs 200‑day avg) and fear (VIX). In calm uptrends it leans into what’s strongest—often tech and semis (sometimes via 3x ETFs). When overheated or weak it adds hedges, goes inverse, or parks in T‑bills and Treasuries. RSI is a 0–100 heat gauge: <30 cold, >70–80 hot. KMLM is a managed‑futures trend fund used as a cross‑asset check; if tech isn’t beating it, the system turns defensive. Sectors: all 11, tech‑tilted.
Rules-based, multi-sleeve strategy that rides strength in calm uptrends (often tech) and quickly hedges or goes inverse when markets overheat or weaken. Includes bond, gold, and EM trend modules and uses VIX and RSI to manage risk.
Out-of-sample annualized return ~32.9% vs SPY 14.5%, with Calmar ~2.54 and alpha ~0.12. A rules-based, multi-sleeve strategy captures tech-led uptrends and hedges volatility with bonds/gold, delivering higher upside and disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, long/short, managed futures, momentum, multi-asset, sector rotation, tactical, trend-following, volatility hedged | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 12.70% | ||
| Return, trailing 1 month (out-of-sample) | 1.34% | ||
| Return, trailing 1 year (out-of-sample) | -68.05% | ||
| Return, trailing 3 months (out-of-sample) | 5.39% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.54 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.93% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 39.91% |
Composer Technologies · Composer
Composer Technologies · Composer
