Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule‑based system that rides tech momentum in uptrends, and quickly flips to Treasuries, cash, volatility hedges, managed futures (KMLM), or short positions when markets look overheated or weak. Goal: capture upside while cutting big drawdowns.
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.
Daily “traffic‑light” rules. If stocks trend up (price above long‑term average) and aren’t “too hot,” it rides tech with turbo ETFs (e.g., TQQQ/TECL/SOXL). If prices get too hot (RSI: a 0–100 speed score; >70=hot, <30=cold) or trends break, it rotates to Treasuries (TMF/TLT), cash (BIL/SHV), volatility hedges (UVXY/VIXY or SVXY), or KMLM managed futures; shorts QQQ/SPY in downtrends.
A daily, rule‑based system that rides tech momentum in uptrends, and quickly flips to Treasuries, cash, volatility hedges, managed futures (KMLM), or short positions when markets look overheated or weak. Goal: capture upside while cutting big drawdowns.
Out-of-sample, this strategy delivers big upside with risk controls: ~30.35% annualized vs SPY ~16.87%, beta ~0.54, Calmar ~2.22. Dynamic hedges help weather drawdowns; max drawdown ~13.65% vs SPY ~8.89%.
updated SPY FTLT to Feaver's V5 (modified)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds momentum, leveraged etfs, managed futures, risk management, tactical asset allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 27.24% | ||
| Return, trailing 1 month (out-of-sample) | -0.25% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 23.91% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.22 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.65% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 28.75% |
Composer Technologies · Composer
Composer Technologies · Composer
