Composer · investment strategy
by Composer Technologies · via Composer
A daily, three‑sleeve tactical strategy. It hedges when markets look “too hot,” rotates among stocks/bonds/cash/gold when calm, hunts oversold bounces with leveraged ETFs, and holds diversifiers like KMLM (managed futures). Can use inverse ETFs when trends turn down.
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.
It’s three equal parts, rebalanced daily. 1) A “Four Corners” map: a 0–100 heat gauge (RSI) says when stocks/sectors are too hot—then it buys crash insurance (VIXY) plus cash/BTAL; if not, it rotates among stocks, Treasuries, T‑bills, utilities or gold, adding leverage only in healthy trends. 2) A “KMLM switcher”: if many markets overheat it briefly buys UVXY; otherwise it buys deep dips (TECL/SOXL/SPXL) or diversifiers like KMLM (managed futures), FTLS, UUP. 3) A short‑term SPY sleeve that buys strength or dips, or moves to cash/inverse when weak.
A daily, three‑sleeve tactical strategy. It hedges when markets look “too hot,” rotates among stocks/bonds/cash/gold when calm, hunts oversold bounces with leveraged ETFs, and holds diversifiers like KMLM (managed futures). Can use inverse ETFs when trends turn down.
Diversified, regime-aware strategy that complements the S&P 500. In out-of-sample testing it delivers positive risk-adjusted returns (Sharpe ~0.53), beta ~0.87, and hedges via managed futures to help during regime shifts and non-linear moves.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, managed futures, mean reversion, risk-on/off rotation, tactical multi-asset, trend/momentum, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 13.18% | ||
| Return, trailing 1 month (out-of-sample) | -2.89% | ||
| Return, trailing 1 year (out-of-sample) | 3.53% | ||
| Return, trailing 3 months (out-of-sample) | 6.92% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.06% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 26.54% |
Composer Technologies · Composer
Composer Technologies · Composer
