Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule‑driven “risk‑on/risk‑off” trader. It rides tech/Nasdaq in healthy trends, flips to hedges or managed‑futures when conditions worsen, and runs quick mean‑reversion trades in volatile sector funds. Uses RSI and trend filters to decide.
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.
“When markets get overheated, it temporarily parks in volatility hedges (e.g., UVXY) or defensive assets (Treasuries, gold).”
“If trends weaken, it rotates to hedges (SQQQ/TECS/PSQ), cash‑like T‑bills, or managed‑futures funds (e.g., KMLM).”
“flips between 3× bull/bear sector funds (China, biotech, real estate)”
“Daily, it checks two things”
“how stretched moves are short term (RSI: a 0–100 “heat gauge” of recent up vs down days)”
“In very fast moves it flips between 3× bull/bear sector funds (China, biotech, real estate) after sharp swings”
“the big trend (is price above/below its long‑term average?)”
“If trends are up and not overbought, it rides growth (mostly Nasdaq/tech via TQQQ/TECL/SOXL).”
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.
5 missing
The text the rules are quoted from, with where it came from.
Daily, it checks two things: the big trend (is price above/below its long‑term average?) and how stretched moves are short term (RSI: a 0–100 “heat gauge” of recent up vs down days).<br>• If trends are up and not overbought, it rides growth (mostly Nasdaq/tech via TQQQ/TECL/SOXL).<br>• If trends weaken, it rotates to hedges (SQQQ/TECS/PSQ), cash‑like T‑bills, or managed‑futures funds (e.g., KMLM).<br>• In very fast moves it flips between 3× bull/bear sector funds (China, biotech, real estate) after sharp swings, aiming for quick snap‑backs.<br>• When markets get overheated, it temporarily parks in volatility hedges (e.g., UVXY) or defensive assets (Treasuries, gold).
A daily, rule‑driven “risk‑on/risk‑off” trader. It rides tech/Nasdaq in healthy trends, flips to hedges or managed‑futures when conditions worsen, and runs quick mean‑reversion trades in volatile sector funds. Uses RSI and trend filters to decide.
Out-of-sample annualized return ~43% vs ~19% for the S&P, with Calmar ~2.23. It captures big upside in trends and uses hedges and managed-futures to control drawdowns, delivering higher growth with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, managed futures, mean reversion, multi-asset, tactical asset allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.20% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.50% | ||
| Return, trailing 1 month (out-of-sample) | 6.83% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 8.14% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.23 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.35% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 42.10% |
Composer Technologies · Composer
Composer Technologies · Composer
