Composer · investment strategy
by Composer Technologies · via Composer
Rules-based swing system: hedge with VIX when markets are hot, buy deep dips in leveraged tech/semis, and use KMLM (managed futures) plus T‑bills as risk controls. Very active and high risk; timing is critical.
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’s a tactical switcher. First, a danger check: if a short‑vol fund (SVXY) just plunged, it parks in T‑bills (BIL). If stocks look overheated—RSI (a 0–100 “heat meter” of recent gains) is very high on SPY/tech—it jumps into VIX funds (VIXY/UVXY/VIXM) to profit from a pullback. If they’re washed out (RSI very low), it buys the dip in 3x tech/semis (TECL/SOXL/SPXL). KMLM, a managed‑futures ETF (trends in commodities/rates/currencies), is a trend filter and fallback.
Rules-based swing system: hedge with VIX when markets are hot, buy deep dips in leveraged tech/semis, and use KMLM (managed futures) plus T‑bills as risk controls. Very active and high risk; timing is critical.
Risk-managed swing system hedging spikes with VIX, guarding capital with T-bills, and overlaying KMLM futures for diversification. Mildly negative SPY beta; aims for drawdown control and regime resilience that complements the S&P.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crash-to-cash filter, leveraged tech/semis rotation, managed-futures overlay (kmlm), rsi mean-reversion, volatility timing (vix) | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 8.17% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.47% | ||
| Return, trailing 1 month (out-of-sample) | -5.15% | ||
| Return, trailing 1 year (out-of-sample) | -63.12% | ||
| Return, trailing 3 months (out-of-sample) | 3.30% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.71 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.44% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.43 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 25.70% |
Composer Technologies · Composer
Composer Technologies · Composer
