Composer · investment strategy
by Composer Technologies · via Composer
Buys beaten‑down tech/growth when semiconductors are washed out; otherwise it holds growth in uptrends and hides in T‑Bills when the market looks overheated or weak. A tactical, rules‑based, risk‑on/risk‑off ETF rotation.
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 Capital preservation 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.
RSI is a 0–100 meter of how fast price has been moving; <30 = washed out, >70 = overheated.<br>1) If semiconductors (SMH, a fast‑moving tech group) are washed out (RSI<30), put about 2/3 into the single weakest recent performer among VTI, ONEQ, XLK, SMH, IVW; leave the rest in cash.<br>2) Else if the S&P 500 (VOO) looks overheated (RSI>70), hold T‑Bills (BIL).<br>3) Else if VOO is above its 200‑day average, buy VUG; otherwise hold BIL.
Buys beaten‑down tech/growth when semiconductors are washed out; otherwise it holds growth in uptrends and hides in T‑Bills when the market looks overheated or weak. A tactical, rules‑based, risk‑on/risk‑off ETF rotation.
Delivers tactical growth exposure with built-in risk controls: RSI-driven rotation to cash/T-bills when markets heat up or semis crash, adding diversification to the S&P. OOS SR lower; potential for steadier, regime-resilient performance.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | etf rotation, growth/tech tilt, mean reversion, risk-on/risk-off, tactical allocation, trend following, us equities | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.29% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.58% | ||
| Return, trailing 1 month (out-of-sample) | 5.00% | ||
| Return, trailing 1 year (out-of-sample) | 7.40% | ||
| Return, trailing 3 months (out-of-sample) | 11.21% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.68 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.67% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 21.47% |
Composer Technologies · Composer
Composer Technologies · Composer
