Composer · investment strategy
by Composer Technologies · via Composer
Daily momentum rotation that flips between bullish and bearish leveraged ETFs based on a volatility “heat gauge” (RSI). Picks the 4 recent winners; if the market runs too hot, it parks in a volatility hedge (UVXY). Very aggressive and high risk.
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.
First, it checks the market’s “fear gauge” using UVXY/UVIX/VIXY with RSI (a 0–100 heat gauge of recent moves). If vol is in a middle zone, it buys the 4 strongest uptrending funds (e.g., TQQQ, SOXL, FAS, JNUG, ETHU/BITX, SHY). If not, it buys the 4 strongest inverse funds (e.g., SQQQ, SOXS, FAZ, JDST). If a high‑beta fund (HIBL) looks overheated, it temporarily hides in UVXY. Equal‑weight, rebalance daily.
Daily momentum rotation that flips between bullish and bearish leveraged ETFs based on a volatility “heat gauge” (RSI). Picks the 4 recent winners; if the market runs too hot, it parks in a volatility hedge (UVXY). Very aggressive and high risk.
Volatility-gated daily momentum across levered and inverse ETFs with a built-in UVXY hedge. Aims to capture multi-asset trends while managing risk during spikes. OOS: ~14.6% annualized return, Calmar ~0.60, Sharpe ~0.53, diversified vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crypto exposure, daily rebalance, leveraged/inverse etfs, momentum rotation, risk-on/off timing, sector rotation, volatility regime filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.63% | ||
| Return, trailing 1 month (out-of-sample) | -19.41% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.63% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.60 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.44% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 69.98% |
Composer Technologies · Composer
Composer Technologies · Composer
