Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily blend of sleeves that chase strong uptrends (tech/semis, EM) with leveraged ETFs, but flip quickly to volatility, bonds, inverse funds, or cash when markets look overheated or weak. KMLM helps decide risk‑on vs defensive stance.
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.
Splits into rule-based sleeves. Core: ride uptrends in tech/semis and EM with 3x ETFs; when “too hot” (RSI = 0–100 heat meter) or trend breaks (price < 200‑day avg), switch to hedges: volatility (UVXY/VIXY), inverse (SQQQ/EDZ), Treasuries (TLT/TMF), or cash (BIL/SHV). Uses KMLM (managed‑futures trend ETF) as a cross‑check: if tech > KMLM, stay risk‑on; else defensive. Also trades gold miners (GDXU/GDXD). Rebalanced daily.
Rules-based, daily blend of sleeves that chase strong uptrends (tech/semis, EM) with leveraged ETFs, but flip quickly to volatility, bonds, inverse funds, or cash when markets look overheated or weak. KMLM helps decide risk‑on vs defensive stance.
Out-of-sample edge: ~38% annual return, Calmar 3.65, Sharpe ~0.97 vs SPY 11.7% and 3.38% drawdown. A daily, rules-based blend of leveraged tech/EM sleeves with rapid hedges targets higher upside with disciplined risk vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash, emerging markets, gold miners, leveraged & inverse etfs, momentum/trend, tactical allocation, tech/semis tilt, treasuries, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.02% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.06% | ||
| Return, trailing 1 month (out-of-sample) | -1.56% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 18.01% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.65 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.42% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.19% |
Composer Technologies · Composer
Composer Technologies · Composer
