Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rides a long-term S&P 500 uptrend with a 3x fund (SPXL). If the trend is weak, it picks either a 3x bull (HIBL) or a 3x bear (HIBS) — whichever looks more “oversold” over the last 4 days — aiming to catch quick rebounds.
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:<br>1) If SPY trades above its 200‑day average price (a simple long‑term trend line), buy SPXL, a fund that moves about 3× the S&P 500’s daily change.<br>2) If below, compare a 4‑day “heat score” (RSI) for HIBL (3× bull on the jumpier S&P stocks) vs HIBS (3× bear). Buy the one with the lower score — it’s been hit harder — to try for a short bounce. Rebalance daily.
Daily, it rides a long-term S&P 500 uptrend with a 3x fund (SPXL). If the trend is weak, it picks either a 3x bull (HIBL) or a 3x bear (HIBS) — whichever looks more “oversold” over the last 4 days — aiming to catch quick rebounds.
A tactical, levered sleeve that follows SPY trends (SPXL) and targets short-term oversold rebounds via HIBL/HIBS. Adds diversification beyond SPY. OOS metrics are lower than SPY, so best as a satellite, not a core holding.
A very simple volatile market strategy
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, high beta, leveraged etfs (3x), long/short, mean reversion, s&p 500, tactical, trend following, us equities, volatility | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.85% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.72% | ||
| Return, trailing 1 month (out-of-sample) | 6.00% | ||
| Return, trailing 1 year (out-of-sample) | 14.87% | ||
| Return, trailing 3 months (out-of-sample) | 8.16% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.32% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.57 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 66.00% |
Composer Technologies · Composer
Composer Technologies · Composer
