Composer · investment strategy
by Composer Technologies · via Composer
A fast‑moving S&P 500 strategy: use 3x leverage in uptrends, buy dips, and hedge or flip defensive on warning signs. Signals come from trend, short‑term “hot/cold” gauges, recent losses, and volatility. Includes Treasuries and VIX hedges. 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.
It rides the S&P 500 uptrend with a 3x fund (UPRO/SPXL), buys dips after sharp selloffs, and cools risk when things look overheated. It watches simple trend (price vs 200‑day average), short‑term “hot/cold” readings (RSI), recent drops, and volatility. When signals turn risky, it briefly uses inverses (SPXU/SH), Treasuries (TLT/IEF), cash‑like bonds, or volatility funds (UVXY/UVIX). Rebalanced daily. High risk.
A fast‑moving S&P 500 strategy: use 3x leverage in uptrends, buy dips, and hedge or flip defensive on warning signs. Signals come from trend, short‑term “hot/cold” gauges, recent losses, and volatility. Includes Treasuries and VIX hedges. High risk.
Out-of-sample: ~40% annualized return vs ~18% for the S&P, Calmar ≈4, with hedges (Treasuries, VIX). Higher upside and disciplined risk control for alpha-seekers; note drawdowns can be larger in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, momentum, tactical trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.11% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 12.35% | ||
| Return, trailing 1 month (out-of-sample) | 5.85% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 7.99% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.98 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.07% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 35.38% |
Composer Technologies · Composer
Composer Technologies · Composer
