Composer · investment strategy
by Composer Technologies · via Composer
A daily, high‑octane plan that mainly rides SOXL (3x semiconductors). It checks the market trend, then uses an overbought/oversold gauge (RSI) to buy washed‑out 3x funds or, in panics, shift to fear (UVXY) or long bonds (TMF).
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 if stocks are in an uptrend (SPY above its 200‑day avg). Default: ride SOXL, a fund aiming for 3x the daily move of chip stocks. Then it uses RSI—a short‑term “hot/cold” meter (low = washed‑out, high = overheated)—to rotate into oversold 3x funds (tech, Nasdaq, S&P 500, small caps, banks, biotech, China/Korea). In panics it briefly hides in UVXY (fear) or TMF (long bonds). Occasionally uses bitcoin long/short. Rebalanced daily.
A daily, high‑octane plan that mainly rides SOXL (3x semiconductors). It checks the market trend, then uses an overbought/oversold gauge (RSI) to buy washed‑out 3x funds or, in panics, shift to fear (UVXY) or long bonds (TMF).
Out-of-sample this strategy targets ~20% annualized return vs SPY ~18%, using tactical rotation into beaten-down tech and hedges during volatility. Potential for stronger upside across cycles, but with higher drawdown risk in bear markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean‑reversion, semiconductors bias, tactical rotation, trend filter, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.47% | ||
| Return, trailing 1 month (out-of-sample) | 14.07% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -7.20% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.38 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.07% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 86.94% |
Composer Technologies · Composer
Composer Technologies · Composer
