Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based, 50/50 split between a tech-heavy stock engine and a gold timer. It buys volatility when markets look overheated, buys 3x tech/semis on dips or in uptrends, shorts Nasdaq in downtrends, and toggles 2x long/short gold.
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 splits money between: 1) a stock/volatility engine and 2) a gold timer. First, it asks if big indexes/sectors look overheated (RSI = a 0–100 strength score). If yes, it buys volatility funds (UVXY/VIXY) which jump when stocks fall. If not, it uses volatility and trend to: buy 3x bulls (TQQQ, SOXL, TECL, UPRO), short the Nasdaq (PSQ/SQQQ), or hold defensive picks (UGE or a bond ETF). Separately it switches between 2x long gold (UGL) and 2x short gold (GLL). High risk.
A daily, rules-based, 50/50 split between a tech-heavy stock engine and a gold timer. It buys volatility when markets look overheated, buys 3x tech/semis on dips or in uptrends, shorts Nasdaq in downtrends, and toggles 2x long/short gold.
Similar long-run upside to the S&P (~23%/yr) but with a tech-driven, hedged blend (volatility and gold) that diversifies risk and can boost gains in uptrends. Caution: higher drawdowns (~29%) require strong risk tolerance.
Every. Day. We go up. Original: https://app.composer.trade/symphony/5wD4JMwKcTu5uLQiJedz/details
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, gold timing, leveraged etfs, mean reversion, tactical allocation, tech focused, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.99% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.34% | ||
| Return, trailing 1 month (out-of-sample) | -7.40% | ||
| Return, trailing 1 year (out-of-sample) | 0.93% | ||
| Return, trailing 3 months (out-of-sample) | -15.42% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.80 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.75% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 36.12% |
Composer Technologies · Composer
Composer Technologies · Composer
