Composer · investment strategy
by Composer Technologies · via Composer
A fast‑switching, rules‑based strategy. In uptrends it buys dips in tech; in downtrends or panics it flips to hedges: inverse ETFs, volatility (UVXY), bonds, dollar, or commodities. Uses simple “hot/cold” signals (RSI) and trend filters. Very aggressive.
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 first asks: is the stock market (SPY) in a long‑term uptrend and are bonds (TLT) rising or falling?<br>- If uptrend: buy dips in high‑beta tech (e.g., TQQQ, SOXL, TECL; sometimes top‑momentum stocks). If a surge looks overheated, briefly hedge with UVXY or inverse ETFs (SQQQ/SOXS).<br>- If downtrend or panic: rotate to shorts (SQQQ/SOXS/SPXS), bonds (TMF/TMV), dollar (UUP), or commodities (DBC/GLD).<br>RSI = quick “hot/cold” meter: high=overheated, low=washed‑out.
A fast‑switching, rules‑based strategy. In uptrends it buys dips in tech; in downtrends or panics it flips to hedges: inverse ETFs, volatility (UVXY), bonds, dollar, or commodities. Uses simple “hot/cold” signals (RSI) and trend filters. Very aggressive.
Out-of-sample, this strategy targets far higher growth than the S&P: ~59% annualized vs ~17%, with a Calmar ~1.17 and a Sharpe ~0.96. It uses dynamic regime switching to ride tech strength and hedge pullbacks, though it can face deep drawdowns during stress.
AR 2808% | DD 33.1% | Calmar 84.85 | Sharpe 4.21 | CR 8990824962645.5% | (Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/commodities rotation, leveraged/inverse etfs, momentum, regime switching, tactical allocation, trend + mean reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 29.20% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.34% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 22.10% | ||
| Return, trailing 1 month (out-of-sample) | 6.73% | ||
| Return, trailing 1 year (out-of-sample) | 80.53% | ||
| Return, trailing 3 months (out-of-sample) | 69.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.86% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 94.49% |
Composer Technologies · Composer
Composer Technologies · Composer
