Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “overbought” hunter. In uptrends it fades hot markets with VIX and defensive hedges; otherwise holds SPY/QQQ. In downtrends it rotates into bonds, volatility, cash, gold/oil, and may short. Uses high‑risk leveraged/VIX ETFs.
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.
Daily: 1) If the S&P 500 (SPY) is above its 200‑day average, it looks for “overheated” readings using RSI (a short‑term heat gauge: high = stretched). When things look hot, it shifts from stocks into a hedge mix: VIX funds (jump when fear rises) plus defensive EUM/BTAL; if not, it holds SPY/QQQ.<br>2) If SPY is below its 200‑day, it moves to hedges/trends: long/short Treasuries (TLT via TMF/TMV), volatility (VIXY/UVXY/SVXY), cash‑like T‑bills (SHV/BIL/BSV), sometimes gold (IAU) or oil (USO), and can short (SH/PSQ).
A daily, rules-based “overbought” hunter. In uptrends it fades hot markets with VIX and defensive hedges; otherwise holds SPY/QQQ. In downtrends it rotates into bonds, volatility, cash, gold/oil, and may short. Uses high‑risk leveraged/VIX ETFs.
Out-of-sample, this strategy runs with a lower beta (~0.93) and diversified hedges (bonds, volatility, cash, gold) to dampen shocks, delivering steadier risk‑adjusted results versus SPY in volatile markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash-like t-bills, daily rebalance, gold, high risk, leveraged etfs, oil, overbought hedging, sector rotation, shorting, tactical allocation, treasuries, trend following, volatility etfs | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.14% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.97% | ||
| Return, trailing 1 month (out-of-sample) | 3.68% | ||
| Return, trailing 1 year (out-of-sample) | 3.12% | ||
| Return, trailing 3 months (out-of-sample) | 3.93% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.41% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 25.31% |
Composer Technologies · Composer
Composer Technologies · Composer
