Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule‑based rotation that flips among leveraged tech (TQQQ), a volatility hedge (VIXM), a defensive factor fund (BTAL), gold (GLD), or T‑Bills (BIL) using simple “heat” readings of recent price moves to toggle risk on or off.
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.
- If TQQQ (3x Nasdaq‑100; big tech) is extremely hot, rotate into VIXM (a volatility fund that often rises when stocks fall).<br>- Else if BTAL (long safer stocks, short aggressive ones) looks washed out, buy BTAL.<br>- Else build two 50/50 slots:<br> A) If KMLM (managed‑futures gauge) is weak, hold TQQQ; else T‑Bills (BIL).<br> B) If KMLM long‑term is weaker than BTAL short‑term, hold gold (GLD); else BIL.
A daily, rule‑based rotation that flips among leveraged tech (TQQQ), a volatility hedge (VIXM), a defensive factor fund (BTAL), gold (GLD), or T‑Bills (BIL) using simple “heat” readings of recent price moves to toggle risk on or off.
Out-of-sample: ~20.4%/yr with ~6.7% max drawdown and Calmar ≈3.06, plus negative beta. A daily, rule-based rotation across tech, volatility hedges, defensive assets, gold, and cash offers steadier growth vs. the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash/t-bills, factor (anti-beta), gold, multi-asset, risk-on/risk-off, rsi signals, tactical rotation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.17% | ||
| Return, trailing 1 month (out-of-sample) | 0.74% | ||
| Return, trailing 1 year (out-of-sample) | 21.20% | ||
| Return, trailing 3 months (out-of-sample) | 2.15% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.06 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.66% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.70 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.30% |
Composer Technologies · Composer
Composer Technologies · Composer
