Composer · investment strategy
by Composer Technologies · via Composer
Daily, ride SOXL when its long‑term gain since start is modest, scale down after big run‑ups, and move fully to SGOV only after an extreme crash. Exposure toggles between leveraged semiconductors and T‑bills.
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.
Each day it looks at SOXL (a 3x leveraged fund tied to chip makers) and SGOV (T‑bills). If SOXL just crashed hard (>25% today AND over the last month), move 100% to SGOV. Otherwise, use long‑term gains to size SOXL: >100% gain → 25% SOXL/75% SGOV; >50% → 50/50; ≤50% → 100% SOXL. Rebalanced daily.
Daily, ride SOXL when its long‑term gain since start is modest, scale down after big run‑ups, and move fully to SGOV only after an extreme crash. Exposure toggles between leveraged semiconductors and T‑bills.
An adaptive mix of 3x SOXL and SGOV with a crash gate and tiered exposure. It aims to cut big drawdowns in extreme sells, while capturing upside when long-run gains are modest, all rebalanced daily versus the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crash protection, daily rebalance, leveraged etf, semiconductors, tactical allocation, treasuries, trend thresholds | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 0.00% | ||
| Return, trailing 1 month (out-of-sample) | 0.00% | ||
| 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) | 0 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 0.00% |
Composer Technologies · Composer
Composer Technologies · Composer
