Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rotates among fear funds (VIXY/SVXY), the market (SPY), aggressive tech (TQQQ), or a defensive fund (BTAL) using simple hot/cold and trend checks to lean into rebounds, fade extremes, or play defense.
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 checks simple “heat” scores (RSI over 10 days) for QQQ (big tech) and SPY (broad U.S. market). If they’re very hot (>80), it buys VIXY, a fund that jumps when market fear (VIX) spikes. If QQQ is very cold (<30), it buys TQQQ, a 3× tech fund, to play a rebound. Otherwise, if SVXY (rises when fear fades) is above its 21‑day average price (an uptrend), it holds whichever of SVXY or SPY has the stronger last‑20‑day run. If not, it parks in BTAL, a defensive, market‑neutral fund.
Daily, it rotates among fear funds (VIXY/SVXY), the market (SPY), aggressive tech (TQQQ), or a defensive fund (BTAL) using simple hot/cold and trend checks to lean into rebounds, fade extremes, or play defense.
Out-of-sample: this tactical rotation targets ~23.8% annual return vs SPY ~19%, with Calmar ~1.49 and Sharpe ~0.98. It uses volatility timing and regime shifts to boost upside; max drawdown ~16% is higher but supports stronger long-run gains.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive hedge, leveraged etfs, momentum, rsi extremes, tactical allocation, trend filter, volatility timing | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.75% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.01% | ||
| Return, trailing 1 month (out-of-sample) | 0.45% | ||
| Return, trailing 1 year (out-of-sample) | 20.02% | ||
| Return, trailing 3 months (out-of-sample) | 20.67% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.49 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.94% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 24.94% |
Composer Technologies · Composer
Composer Technologies · Composer
