Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based, multi‑asset strategy: buys leveraged tech and other leaders in calm uptrends, flips to Treasuries, T‑Bills, or VIX/short hedges when fear rises, and uses managed futures/market‑neutral sleeves when the market breaks trend.
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.
Rules read three dials: Trend (price vs moving average), Speed (RSI = a speedometer of recent moves), and Fear (VIX). Calm uptrends: hold growth/tech via 3x ETFs (TQQQ, TECL) and sometimes long Treasuries (TMF). Fear or broken trends: switch to crash hedges (UVXY/VIXY), shorts (SQQQ/SH), or T‑Bills (BIL/SHV); may use TMV (short Treasuries). Adds oil/nat‑gas/commodities (UCO/DBO/FCG/DBC), gold (GLD), USD (UUP) when trending. If SPY < 200‑day, favor DBMF/BTAL. Rebalanced daily.
A fast, rules‑based, multi‑asset strategy: buys leveraged tech and other leaders in calm uptrends, flips to Treasuries, T‑Bills, or VIX/short hedges when fear rises, and uses managed futures/market‑neutral sleeves when the market breaks trend.
Out-of-sample resilience with hedged growth: lower drawdown (6.61% vs 8.89%), Calmar 1.30, and risk-adjusted strength (OOS Sharpe ~0.64) plus diversified trend/hedge sleeves—steadier upside with less risk than the S&P 500.
GGs?
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, commodities, leveraged etfs, managed futures, multi-asset tactical, trend/momentum + mean-reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 8.56% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.70% | ||
| Return, trailing 1 month (out-of-sample) | 2.57% | ||
| Return, trailing 1 year (out-of-sample) | 17.08% | ||
| Return, trailing 3 months (out-of-sample) | 4.12% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.61% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.66% |
Composer Technologies · Composer
Composer Technologies · Composer
