Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, short‑term mix that rotates among T‑bills (BIL), short/long volatility (SVXY/UVXY), inverse S&P (SPXS/SH), and 3× tech (TQQQ/TECL/SOXL) using simple hot/cold and volatility checks to buy dips, fade spikes, and move to cash when risk jumps.
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.
It splits money across several rule sets that flip between: cash (BIL) when risk spikes; short‑vol (SVXY) in calm markets; long‑vol (UVXY) or inverse S&P (SPXS/SH) when markets look overheated; and 3× tech/semis (TQQQ, TECL, SOXL) on sharp dips. Signals use recent returns, a “hot/cold” meter (RSI: high=overbought, low=oversold), volatility, and bond‑vs‑stock strength.
A rules‑based, short‑term mix that rotates among T‑bills (BIL), short/long volatility (SVXY/UVXY), inverse S&P (SPXS/SH), and 3× tech (TQQQ/TECL/SOXL) using simple hot/cold and volatility checks to buy dips, fade spikes, and move to cash when risk jumps.
Multi‑regime, rules‑based strategy blending cash, inverse/levered bets and volatility plays. Out‑of‑sample (454 days): lower drawdown (8.29% vs 8.89%), Calmar 2.26, and stronger risk‑adjusted performance—more stability than the S&P 500 with only modestly lower raw return.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash/t‑bills, leveraged etfs, risk-on/off, rsi/mean reversion, tactical allocation, volatility etps | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.72% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.84% | ||
| Return, trailing 1 month (out-of-sample) | 1.23% | ||
| Return, trailing 1 year (out-of-sample) | 16.85% | ||
| Return, trailing 3 months (out-of-sample) | 7.62% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.26 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.29% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.90% |
Composer Technologies · Composer
Composer Technologies · Composer
