Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based swing: buy leveraged Nasdaq/tech on dips (RSI ~35), switch to volatility hedges when markets run hot, and use inverse or bonds in sharp selloffs. Otherwise sit in managed futures/defensive mixes. High tech tilt, 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.
Each day it checks a short‑term “speedometer” (RSI). If Nasdaq/tech fell fast (RSI ~35 or lower), it buys 3x tech/Nasdaq funds (e.g., TQQQ/TECL) to catch rebounds. If major indexes/sectors look too hot (RSI near 80), it flips to a volatility fund (UVXY) that jumps when stocks drop. In sharp stock/bond selloffs it may use inverse funds (SQQQ, TMV) or short‑term bonds (BSV). If no extremes, it parks in KMLM (managed futures) or a calm mix (FTLS, KMLM, UUP).
Daily, rules-based swing: buy leveraged Nasdaq/tech on dips (RSI ~35), switch to volatility hedges when markets run hot, and use inverse or bonds in sharp selloffs. Otherwise sit in managed futures/defensive mixes. High tech tilt, high risk.
Dynamic, rules-based tech tilt with volatility hedges and managed-futures overlays. Diversifies a core S&P 500, aims to capture tech dips and navigate regime shifts for a distinct risk/return profile in volatile markets.
This is a ChatGPT 01-preview 2024-10-13 edit of "Rising Rates with Vol Switch | Anansi Mods | + KMLM Switch single pops WM 74". Here's what changed: By increasing the RSI oversold threshold for "TQQQ" from 30 to 35, the strategy will identify buying opportunities slightly earlier. This adjustment allows the algorithm to enter positions before a potential price rebound, potentially capturing more upside movement. It aims to enhance annualized returns by being more responsive to market dips, while still maintaining a conservative approach to risk management to keep the maximum drawdown low.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed futures, mean reversion, rising rates hedge, tactical rotation, trend following, volatility timing | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.58% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.45% | ||
| Return, trailing 1 month (out-of-sample) | -0.57% | ||
| Return, trailing 1 year (out-of-sample) | 8.79% | ||
| Return, trailing 3 months (out-of-sample) | -15.96% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.32 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.02% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.48 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 56.07% |
Composer Technologies · Composer
Composer Technologies · Composer
