Composer · investment strategy
by Composer Technologies · via Composer
A daily offense/defense system: ride tech/energy and commodities when trends are strong, but quickly shift to Treasuries, cash‑like T‑bills, volatility hedges, or shorts when markets overheat or fall. Uses RSI/trend rules and many leveraged, high‑risk ETFs.
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.
Daily, it picks offense or defense. If stocks trend up (price over long‑term average), it leans into growth (mainly tech via QQQ/TQQQ, TECL, SOXL) and strong commodities/energy. If the market looks “too hot” (RSI—speed‑of‑gains score—very high), it adds VIX hedges (UVXY/VIXY). If trend weakens, it rotates to Treasuries (TMF/TMV) or cash‑like T‑bills; in selloffs it may short (PSQ/SH) or buy the dip when RSI is very low.
A daily offense/defense system: ride tech/energy and commodities when trends are strong, but quickly shift to Treasuries, cash‑like T‑bills, volatility hedges, or shorts when markets overheat or fall. Uses RSI/trend rules and many leveraged, high‑risk ETFs.
Dynamic offense/defense strategy with regime switching and hedges to capture growth while managing risk. OOS: ~16.6% annualized return, Calmar 1.38, Sharpe 1.04, beta ~0.43. Diversified, lower-beta exposure vs SPY with risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds & rates, commodities & energy, leveraged etfs, mean reversion, momentum, shorting, tactical asset allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.91% | ||
| Return, trailing 1 month (out-of-sample) | 1.00% | ||
| Return, trailing 1 year (out-of-sample) | 14.03% | ||
| Return, trailing 3 months (out-of-sample) | 11.25% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.05% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.05% |
Composer Technologies · Composer
Composer Technologies · Composer
