Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based strategy that rides tech/semis with 3x ETFs in uptrends, buys sharp dips when oversold, and shifts to T‑Bills, Treasuries, or short/volatility funds when markets look overheated or trends weaken.
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.
Daily, it asks: Is the long‑term trend up (price above the 200‑day average)? If yes, it mostly rides 3x tech/semis (TQQQ/TECL/SOXL). If prices look overheated (RSI≈80), it hedges with volatility or shorts (UVXY/SH) or holds T‑Bills. If markets look washed‑out (RSI≈30), it buys the dip. If the trend weakens, it rotates to T‑Bills/short bonds, shorts (SQQQ/SPXU), or long Treasuries (TLT). RSI = 0–100 “heat” gauge.
A daily, rules‑based strategy that rides tech/semis with 3x ETFs in uptrends, buys sharp dips when oversold, and shifts to T‑Bills, Treasuries, or short/volatility funds when markets look overheated or trends weaken.
Out-of-sample edge: Sharpe 2.88 vs 1.57; annualized return 208% vs 15%; Calmar 28.3. Drawdown larger (7.37% vs 2.47%), but rules-based tech/semis hedges deliver far stronger risk-adjusted upside—great for growth-oriented, risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, inverse etfs, leveraged etfs, mean reversion, tactical allocation, tech/semis tilt, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 208.18% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 15.88% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| 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) | 28.26 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.37% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.88 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.48% |
Composer Technologies · Composer
Composer Technologies · Composer
