Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical portfolio that dials stock risk up or down using simple overbought/oversold and trend gauges, hedges with VIX, Treasuries, and cash, and buys tech/semiconductor dips when trends are healthy; rotates into gold and the dollar when needed.
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.
Every day it checks simple signals to judge heat and trend: RSI (recent up‑vs‑down days) and moving averages (trend), plus market stress (VIX). If stocks look overheated, it adds shock absorbers like VIXY (volatility), BTAL (defensive), or BIL (T‑Bills). If sold off but trend is ok, it buys dips in tech/semis via TQQQ/TECL/SOXL; if not, it parks in Treasuries (TLT/TMF), gold (GLD), or the dollar (UUP). Core gauges use SPY/QQQ; sector and EM checks fine‑tune risk. Rebalances daily.
A daily, tactical portfolio that dials stock risk up or down using simple overbought/oversold and trend gauges, hedges with VIX, Treasuries, and cash, and buys tech/semiconductor dips when trends are healthy; rotates into gold and the dollar when needed.
Out-of-sample results show capital protection with upside: 12.31% annualized return and 12.08% max drawdown vs SPY's 18.76%; Calmar ~1.02. Daily rebalancing plus volatility hedges target steadier, risk-adjusted growth vs the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean-reversion, tactical multi-asset, trend-following, volatility-hedged | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 12.31% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.07% | ||
| Return, trailing 1 month (out-of-sample) | -0.62% | ||
| Return, trailing 1 year (out-of-sample) | 6.49% | ||
| Return, trailing 3 months (out-of-sample) | 0.96% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.08% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.41% |
Composer Technologies · Composer
Composer Technologies · Composer
