Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “popcorn” trader: when markets run too hot it sits in T‑bills; on sharp dips it briefly buys leveraged tech/semis. Adds KMLM/BTAL as crisis diversifiers. Very active and high risk, with heavy tech/semis exposure when risk‑on.
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.
Each day it checks a “speedometer” of recent price moves (RSI). If that speed is very high (markets ran too fast) or volatility is jumpy, it parks in T‑bills (BIL/SHV) or defensive funds (BTAL/KMLM). If prices look washed out, it buys short bursts of high‑octane tech/semis (TQQQ, TECL, SOXL, UPRO). It rechecks and rebalances daily.
A daily, rules‑based “popcorn” trader: when markets run too hot it sits in T‑bills; on sharp dips it briefly buys leveraged tech/semis. Adds KMLM/BTAL as crisis diversifiers. Very active and high risk, with heavy tech/semis exposure when risk‑on.
Dynamic, rule-based sleeve with crisis diversifiers and risk-off cash. In out-of-sample, it trails SPY on return (≈17.3% vs 23.1%) and shows larger drawdowns (≈33% vs 9%), but it stays low beta (≈0.54) and adds diversification in turbulence.
High Win Rate Test 2.1 + Scale-in Frontrunners (BWC and Anansi), + BrianE's 100% WinRate UVXY. All VIX allocations swapped for BIL in FR. Long sort modded
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, managed futures (kmlm), risk-off t-bills, rsi filters, rule-based, tactical rotation, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.29% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.77% | ||
| Return, trailing 1 month (out-of-sample) | -6.67% | ||
| Return, trailing 1 year (out-of-sample) | 5.50% | ||
| Return, trailing 3 months (out-of-sample) | 15.28% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.77% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.61 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 37.69% |
Composer Technologies · Composer
Composer Technologies · Composer
