Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily strategy that trades oil, natural gas, leveraged semiconductors, treasuries, and volatility. It uses RSI and momentum pair checks to switch between risk‑on (long/levered) and risk‑off (short/hedge), aiming for high returns with diversified drawdown control.
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.
In plain terms: it asks “Are markets hot or cold?” and “Which side is winning right now?” - RSI: a quick score of how strong recent up vs down days are; very high = overheated, very low = washed out. - It compares recent momentum of ETF pairs (e.g., global stocks vs low‑risk stocks). If risk‑on wins, it buys trend plays (oil USO/USL, semis SOXL, nat‑gas UNG/BOIL). If risk‑off wins, it flips short (SCO/KOLD) or hides in bonds (TLT/TMF), gold (GLD), USD/YCS.<br>- If volatility jumps, it steps aside into hedges (VIXY/VIXM, IEF/SHY).
A rules‑based, daily strategy that trades oil, natural gas, leveraged semiconductors, treasuries, and volatility. It uses RSI and momentum pair checks to switch between risk‑on (long/levered) and risk‑off (short/hedge), aiming for high returns with diversified drawdown control.
Out-of-sample edge: Sharpe 7.8 vs 3.8, annualized return ~262% vs ~31%, drawdown ~0.7% vs ~1.1%. A rules-based, multi-asset sleeve (oil, gas, semis, vol, rates) with RSI/momentum risk controls aims for higher growth with lower risk than the S&P 500.
Leveraging a wide variety of ETF moving average pair ratios to determine bullish or bearish on trading high vol / high return asset classes. When combined together, drawdowns are minimized due to lack of correlation.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | commodities (oil, leveraged etfs, multi-asset, nat gas), regime filter, relative strength, risk-on/off, rsi/vol filters, treasuries rotation, trend-following, volatility etps | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 261.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.85% | ||
| Return, trailing 1 month (out-of-sample) | 1.95% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 6.14% |
| Calmar ratio, out-of-sample period (out-of-sample) | 376.45 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.69% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 7.79 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.11% |
Composer Technologies · Composer
Composer Technologies · Composer
