Composer · investment strategy
by Composer Technologies · via Composer
Three-sleeve, daily tactical plan: two sleeves toggle between bonds and a volatility hedge (VIXY) when markets look overheated; a small sleeve buys 3x Nasdaq (TQQQ) in uptrends or after selloffs, otherwise parks in staples/bonds.
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.
Your money is split into three parts. Two big parts mostly sit in a core bond fund and jump into a volatility hedge (VIXY) when stocks look “too hot” or after sharp rebound days. A small part buys 3x Nasdaq (TQQQ) when trends are up or after selloffs; otherwise it hides in staples or bonds. Rules use trends, “hot/cold” scores, and short-term return bursts. Rebalanced daily.
Three-sleeve, daily tactical plan: two sleeves toggle between bonds and a volatility hedge (VIXY) when markets look overheated; a small sleeve buys 3x Nasdaq (TQQQ) in uptrends or after selloffs, otherwise parks in staples/bonds.
Low-beta, hedged strategy uses BOND/VIXY and selective Nasdaq upside. Out-of-sample Sharpe ~1.12 and Calmar ~1.54 show solid risk-adjusted performance with beta ~0.54 vs the S&P; accept occasional larger drawdowns for potential upside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, tactical allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.84% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.21% | ||
| Return, trailing 1 month (out-of-sample) | 2.85% | ||
| Return, trailing 1 year (out-of-sample) | 10.00% | ||
| Return, trailing 3 months (out-of-sample) | -1.05% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.90% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.91% |
Composer Technologies · Composer
Composer Technologies · Composer
