Composer · investment strategy
by Composer Technologies · via Composer
A safety‑first, daily tactical mix. It rides tech/semiconductor uptrends with leveraged funds, but quickly shifts to cash‑like T‑bills, Treasuries, the US dollar, gold, market‑neutral, or short/volatility ETFs when stress appears, using RSI, trends, and volatility to decide.
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 Leveraged ETFs 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.
Daily checkup flips between offense and defense. If stocks trend up calmly, it owns growth funds (Nasdaq/semis), sometimes with leverage (TQQQ, SOXL). If drops are fast or prices look overheated, it hedges/shorts (SQQQ/SOXS) and can buy volatility (VIX funds). It rotates into Treasuries (TLT/TMF) or against them (TMV) as rates move, and uses gold (GLD), the US dollar (USDU), market‑neutral BTAL, and T‑bills (BIL/SHV/SHY) as shock absorbers. Signals: RSI (a quick “too hot/too cold” meter), moving averages, drawdowns, and volatility.
A safety‑first, daily tactical mix. It rides tech/semiconductor uptrends with leveraged funds, but quickly shifts to cash‑like T‑bills, Treasuries, the US dollar, gold, market‑neutral, or short/volatility ETFs when stress appears, using RSI, trends, and volatility to decide.
Out-of-sample, this strategy beats the S&P on risk-adjusted terms: Sharpe ~1.33 vs ~1.02; Calmar ~1.58; max drawdown ~9.4% vs ~18.8%. Growth tilt with hedges lowers losses while preserving upside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive hedges, leveraged etfs, mean reversion, multi-asset, risk-managed, tactical allocation, trend-following, volatility-hedged | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.37% | ||
| Return, trailing 1 month (out-of-sample) | 0.96% | ||
| Return, trailing 1 year (out-of-sample) | 19.39% | ||
| Return, trailing 3 months (out-of-sample) | 6.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.58 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.43% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.86% |
Composer Technologies · Composer
Composer Technologies · Composer
