Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical, multi‑asset portfolio that rides stock uptrends (often tech/semis, sometimes with 3x ETFs) but quickly de‑risks into bills/Treasuries, low‑vol/market‑neutral, gold/commodities, volatility hedges, or managed futures (KMLM) when risk rises.
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.
Plain English: each day it asks “are stocks trending up or overheated?” using simple gauges (RSI = 0–100 ‘heat’; high=stretched, low=washed‑out) and long‑term averages.<br>• Uptrend: ride U.S./tech/semis (sometimes 3x funds like TQQQ/TECL/SOXL).<br>• Heat or fear: pivot to T‑bills (BIL/SHV), Treasuries, low‑vol/market‑neutral, gold/oil, or inverse QQQ/bonds.<br>• KMLM = a managed‑futures fund used when tech leadership fades.
A daily, tactical, multi‑asset portfolio that rides stock uptrends (often tech/semis, sometimes with 3x ETFs) but quickly de‑risks into bills/Treasuries, low‑vol/market‑neutral, gold/commodities, volatility hedges, or managed futures (KMLM) when risk rises.
Out-of-sample edge: Sharpe 1.24 vs 1.10, max drawdown 8.1% vs 18.8%, Calmar 2.04, beta ~0.52. Returns ~16.4% vs SPY ~18.7%, but with a smoother, diversified ride and stronger downside protection.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed futures, momentum + mean reversion, multi-asset, regime switching, tactical asset allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.35% | ||
| Return, trailing 1 month (out-of-sample) | -0.47% | ||
| Return, trailing 1 year (out-of-sample) | 9.87% | ||
| Return, trailing 3 months (out-of-sample) | 2.27% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.04 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.06% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.97% |
Composer Technologies · Composer
Composer Technologies · Composer
