Composer · investment strategy
by Composer Technologies · via Composer
A high-risk, tactical switcher among SPXL, SVXY, UVXY, BTAL, and sometimes SH. It buys UVXY when markets look overheated, buys beaten‑down 3x bulls on deep dips, favors SPXL/SVXY in calm uptrends, and shifts defensive when volatility rises.
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.
It switches 100% into one fund based on two ideas: heat and turbulence.<br>- Heat: A 0–100 momentum gauge (RSI) spots when markets look overheated (>~80) or washed out (<~30). Overheated -> buy UVXY (spikes when fear jumps). Washed‑out tech -> buy the most beaten‑down 3x bull (TQQQ, SOXL, TECL, UDOW, or SPXL).<br>- Turbulence: If daily swings are low and trends look up, hold SPXL (3x S&P 500) or SVXY (wins when fear fades). If swings are high or rising, move to BTAL (defensive) and sometimes SH (−1x S&P 500).
A high-risk, tactical switcher among SPXL, SVXY, UVXY, BTAL, and sometimes SH. It buys UVXY when markets look overheated, buys beaten‑down 3x bulls on deep dips, favors SPXL/SVXY in calm uptrends, and shifts defensive when volatility rises.
Out-of-sample edge: 23.27% annualized vs 21.02% for the S&P, with Calmar ~0.90. A regime-driven, all-in shift among UVXY, SPXL, SVXY, BTAL, SH aims for higher long-run growth with disciplined risk control.
MBM: 1. Cut FuNGU for LBT. 2. Added StD Checks 3. Added StD trend checks. 4. Added shorts. 5. Cut a few magic numbers. (Note: 3d/15d trend was first numbers used). 6. Added frontrunner | SVXY FTLT from Not so Cautious Surf |
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | inverse exposure, leveraged etfs, risk-on/off rotation, tactical volatility timing, trend following | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.27% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.80% | ||
| Return, trailing 1 month (out-of-sample) | 0.96% | ||
| Return, trailing 1 year (out-of-sample) | 20.71% | ||
| Return, trailing 3 months (out-of-sample) | 30.04% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.95% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 50.04% |
Composer Technologies · Composer
Composer Technologies · Composer
