Composer · investment strategy
by Composer Technologies · via Composer
A daily switcher: when markets look overextended, it buys crash insurance (UVXY). Otherwise, in risk‑on it concentrates in NVDA. If signals are mixed, it uses bond/credit “traffic lights” to place short‑term contrarian trades; else it parks in T‑bills.
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Each day it checks if big stock funds/sectors look “too hot” over ~2 weeks (an RSI score near 80). If yes, it buys UVXY, a fund that jumps when markets fall. If not, and tech/market look washed out (RSI < 30) or the S&P 500 is in an uptrend (above its 200‑day average), it buys NVDA.<br>If neither, it reads bond/credit moves (HYG, TLT, SHY, LQD, etc.) as risk signals, then makes a short‑term contrarian pick among volatility, semis, gold, or Treasuries. If no signal, it holds T‑bills (BIL).
A daily switcher: when markets look overextended, it buys crash insurance (UVXY). Otherwise, in risk‑on it concentrates in NVDA. If signals are mixed, it uses bond/credit “traffic lights” to place short‑term contrarian trades; else it parks in T‑bills.
Dynamic regime-switching strategy: when markets look overbought, it hedges with UVXY; in risk-on, tilts to NVDA; bonds/credit signals guide short-term contrarian plays. Out-of-sample: ~13.5% annualized return, Sharpe ~0.49, diversified vs S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond/credit signals, daily tactical, leveraged etfs, long‑vol hedging, momentum & mean‑reversion, regime switching | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.09% | ||
| Return, trailing 1 month (out-of-sample) | 2.62% | ||
| Return, trailing 1 year (out-of-sample) | -18.93% | ||
| Return, trailing 3 months (out-of-sample) | 13.19% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.36 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.58% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.49 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 50.27% |
Composer Technologies · Composer
Composer Technologies · Composer
