Composer · investment strategy
by Composer Technologies · via Composer
Daily rotates among oil (UCO), volatility up (VIXM) or down (SVXY), and cash (SHV) using oil’s RSI and short-term drawdown to switch between rebound plays, volatility bets, or safety.
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.
Uses UCO (a 2x oil fund) as the signal. RSI is a 0–100 speed-of-moves meter: low = fell fast; high = rose fast. Drawdown = biggest drop from a recent peak.<br>Rules: If UCO’s 10‑day RSI < 12 → buy UCO. Else if 9‑day UCO drop > 13%: if RSI < 25 → SHV; else → SVXY. Else if RSI > 78 → VIXM; else → SHV. Rebalanced daily. Leveraged/volatility ETFs are high risk.
Daily rotates among oil (UCO), volatility up (VIXM) or down (SVXY), and cash (SHV) using oil’s RSI and short-term drawdown to switch between rebound plays, volatility bets, or safety.
Lower downside risk with solid risk-adjusted returns: oos max drawdown 10.7% vs S&P 18.8%, Calmar ~1.20, and 12.8% oos annualized return. A regime-based diversification hedge against stock-market shocks.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | energy, etf rotation, market timing, risk-on/off, tactical allocation, volatility | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.77% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.20% | ||
| Return, trailing 1 month (out-of-sample) | -0.11% | ||
| Return, trailing 1 year (out-of-sample) | 22.43% | ||
| Return, trailing 3 months (out-of-sample) | 4.96% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.20 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.69% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.46% |
Composer Technologies · Composer
Composer Technologies · Composer
