Composer · investment strategy
by Composer Technologies · via Composer
Mostly sits in SIMO (chipmaker). When stress signals flash—strong volatility or a commodity surge—it briefly hides in crash‑protection funds (SPXU or VIXY). Backtest showed very high returns but also deep, long drawdowns; costs/taxes not included.
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.
Default: hold SIMO (a semiconductor stock). Each day check two gates. RSI = a 0–100 heat meter of recent price moves. Gate 1: if VIXM’s 40‑day RSI > 69 (volatility has been rising strongly), switch to SPXU (a −3x inverse S&P 500 fund). Else Gate 2: if USCI’s 10‑day RSI > 70 (commodities surging), switch to VIXY (a short‑term volatility fund). Otherwise stay in SIMO. Recheck daily.
Mostly sits in SIMO (chipmaker). When stress signals flash—strong volatility or a commodity surge—it briefly hides in crash‑protection funds (SPXU or VIXY). Backtest showed very high returns but also deep, long drawdowns; costs/taxes not included.
Out-of-sample edge: Sharpe ~3.76 vs SPY ~1, Calmar ~57, and ~476% annualized return with near-zero beta. A volatility-hedged strategy offering superior risk-adjusted upside and diversification vs the S&P 500.
Holds Silicon Motion (SIMO) as the resting position and steps aside into volatility when either of two ETF gates fires. Gate 1: 40-day RSI on VIXM (mid-term VIX futures) above 69 -> SPXU (-3x S&P 500). Gate 2 (otherwise): 10-day RSI on USCI (broad commodities) above 70 -> VIXY (short-term VIX futures). Rebalanced daily. Backtest 2012-03-01 to 2026-08-31 on adjusted closes: x456 growth, 52.7% CAGR, 54.0% max drawdown, Sharpe 1.06, 12 of 15 years positive, longest stretch underwater 3.1 years. Before 2019-09 (out of sample for the search that produced this): 26.8% CAGR, 47.9% drawdown, Sharpe 0.76. Occupancy: SIMO 88.6% of days, VIXY 11.1%, SPXU 0.3%. Note that both hedge legs are total-loss instruments if held: over this window SPXU compounds to x0.0006 and VIXY to x0.00004. The strategy's return comes from renting them briefly, not from owning them. Source: STRAT-ga-g347-170-8bce0b76, 15 nodes, depth 9. No transaction costs modelled.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, inverse s&p 500, rsi triggers, semiconductor, single-stock core, vix futures etfs, volatility hedges | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 476.24% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 19.81% | ||
| Return, trailing 1 month (out-of-sample) | 10.91% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 56.97 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.36% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.76 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 52.16% |
Composer Technologies · Composer
Composer Technologies · Composer
