Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, two-sleeve strategy: rotate into the strongest stock sector (often Tech) while hedging spikes, and run a timing sleeve that buys leveraged Tech in uptrends but shifts to bonds, cash-like bills, inverse, or volatility hedges when conditions weaken or get too hot.
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 splits money between two rule sets. 1) Sector sleeve (~60%): buys one strong/calm stock sector (often Tech); if things look too hot short term, it temporarily buys “crash insurance” (UVXY/VIXY). 2) Timing sleeve (~40%): in uptrends it owns aggressive Tech (TQQQ/TECL/SOXL); in pullbacks it may buy dips; if weak or overheated, it shifts to cash‑like bills (SHV/BIL), Treasuries (TLT/TMF), inverse funds (PSQ/SQQQ/SH), or vol (UVXY). It also compares Tech vs KMLM (a trend‑following fund) to decide when to play offense vs defense. RSI here is a 0–100 “hot/cold” score; >80 = too hot, <30 = washed‑out. MAs are trend lines used to label uptrends/downtrends.
A rules-based, two-sleeve strategy: rotate into the strongest stock sector (often Tech) while hedging spikes, and run a timing sleeve that buys leveraged Tech in uptrends but shifts to bonds, cash-like bills, inverse, or volatility hedges when conditions weaken or get too hot.
Out-of-sample this two-sleeve, rules-based strategy delivers superior risk-adjusted returns vs the S&P 500: Sharpe 2.27 vs 1.44, Calmar 11.32, alpha ~0.59, and outsized upside (~138% annualized) with active hedging in heat.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/treasuries, leveraged/inverse etfs, managed futures, market timing, multi-asset tactical, sector rotation, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 138.26% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.24% | ||
| Return, trailing 1 month (out-of-sample) | 5.66% | ||
| Return, trailing 1 year (out-of-sample) | 65.45% | ||
| Return, trailing 3 months (out-of-sample) | 24.24% |
| Calmar ratio, out-of-sample period (out-of-sample) | 11.32 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.21% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.27 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 42.77% |
Composer Technologies · Composer
Composer Technologies · Composer
