Composer · investment strategy
by Composer Technologies · via Composer
Rules‑based, daily portfolio that rides stock uptrends but “front‑runs” pullbacks: when stocks look overheated it rotates into VIX funds and hedges; otherwise it holds trending stocks plus bonds/commodities, buys sharp tech dips, and uses T‑bills when no edge.
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 Leveraged ETFs 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 the rules check how “hot” or “cold” prices are (RSI = a 0–100 heat meter). If SPY/QQQ look overheated (upper‑70s/80s), it rotates into volatility funds that jump when fear rises (UVXY/VIXY) plus hedges (BTAL, EUM). Otherwise it owns trending stocks (SPY/QQQ) and sometimes bonds (TLT/EDV), gold (GLD), oil (DBO), or the U.S. dollar (UUP), using trend filters. In big selloffs it buys tech dips (TQQQ/QLD) or parks in T‑bills (BIL/SHV).
Rules‑based, daily portfolio that rides stock uptrends but “front‑runs” pullbacks: when stocks look overheated it rotates into VIX funds and hedges; otherwise it holds trending stocks plus bonds/commodities, buys sharp tech dips, and uses T‑bills when no edge.
Out-of-sample edge: Sharpe ~1.09 vs SPY ~1.03; max drawdown ~8.4% vs ~18.8%; beta ~0.49; annualized return ~13.1% vs 16.9%; Calmar ~1.57. Higher risk-adjusted returns with strong downside protection and diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equities/bonds/commodities/currency, hedged, leveraged etfs, tactical multi-asset, trend + mean reversion, volatility timing | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 27.68% | ||
| Return, trailing 1 month (out-of-sample) | -0.20% | ||
| Return, trailing 1 year (out-of-sample) | 8.10% | ||
| Return, trailing 3 months (out-of-sample) | 3.33% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.57 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.35% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.04% |
Composer Technologies · Composer
Composer Technologies · Composer
