Composer · investment strategy
by Composer Technologies · via Composer
A safety switch that sits in T‑bills by default, but when markets get shaky it flips into bullish tech or bearish/volatility baskets, mixing 3× tech ETFs, VIX funds, and Treasury trades. Very active and high risk.
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.
Default: T‑bills (BIL). When stress hits (sharp 1‑week TQQQ drop or a vol spike), switch to a 3‑fund mix. After a big 1‑day bounce: lean bearish (inverse tech + VIX + a calmer hedge). Otherwise: lean bullish (tech + QQQ + a calmer hedge). Rotates among TQQQ/TECL/SOXL (3× tech up), SQQQ/TECS/SOXS (3× tech down), UVXY/VIXM/SVXY (VIX up/down), and TMF/TMV (3× long/short Treasuries). RSI = a simple “recent up‑vs‑down days” score.
A safety switch that sits in T‑bills by default, but when markets get shaky it flips into bullish tech or bearish/volatility baskets, mixing 3× tech ETFs, VIX funds, and Treasury trades. Very active and high risk.
Risk-adjusted growth with real downside protection. OOS Sharpe 2.78 vs SPX 1.74; max drawdown 2.48% vs 8.89%; Calmar 5.47+, over 474 days. Active risk-switching to tech/volatility protects capital in stress while seeking upside.
You can obviously put whatever code you want into the BSC areas
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash/t-bills, leveraged etfs, long/short, risk-on/risk-off, tactical, tech-heavy, volatility/vix | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.54% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.92% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 16.48% | ||
| Return, trailing 3 months (out-of-sample) | 4.06% |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.47 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.48% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.78 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 4.62% |
Composer Technologies · Composer
Composer Technologies · Composer
