Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, risk-on/risk-off system: ride leveraged tech in healthy uptrends; hedge or switch to shorts/bonds/gold/managed futures when markets overheat or break. Adds small sector mean‑reversion and strict safety tripwires to park 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 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.
It first checks trend (SPY vs long‑term average) and short‑term “heat” (RSI = a 0–100 speed gauge; high = overheated, low = washed‑out). If uptrend and calm, it rides high‑octane tech (TQQQ, TECL, SOXL). If too hot, it buys volatility hedges (UVXY/VIXY; SVXY/SVIX = short‑vol). If trend breaks, it flips to inverse funds (SQQQ/TECS/DRV), bonds (TMF/IEF/SHY), gold (GLD), anti‑beta (BTAL) or managed‑futures (KMLM). Fast tripwires park in T‑bills (BIL).
Rules-based, risk-on/risk-off system: ride leveraged tech in healthy uptrends; hedge or switch to shorts/bonds/gold/managed futures when markets overheat or break. Adds small sector mean‑reversion and strict safety tripwires to park in T‑bills.
Out-of-sample, this regime-switching strategy delivers 22.48% annualized returns with a Calmar ~1.85, beating SPY on upside while offering built-in hedges and cash safety in heat, though it carries higher drawdowns in choppy markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/gold diversifiers, leveraged etfs, managed futures, mean reversion, risk-on/risk-off, sector rotation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.48% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.56% | ||
| Return, trailing 1 month (out-of-sample) | -0.36% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -0.63% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.85 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.13% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 27.16% |
Composer Technologies · Composer
Composer Technologies · Composer
