Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical switcher. Uses SPY trend and RSI (0–100 heat gauge) to alternate between 3x S&P (UPRO), 3x inverse (SPXU), 3x tech (TECL), volatility (VXX), or cash/bonds (BIL/BSV/IEF) to press winners, hedge froth, or seek safety.
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.
Each day it checks: 1) Trend (is SPY above its 200‑day average?). 2) Short‑term “heat” via RSI (0–100; >70–80=overbought, <30=oversold).<br>Uptrend: if RSI>80 on SPY or QQQ, buy VXX (volatility). Else if 60‑day RSI>60, hold BIL (T‑bills). Else buy UPRO (3x S&P).<br>Downtrend: if QQQ RSI<30, buy TECL (3x tech). Else if SPY above 25‑day: use SPXU (3x inverse S&P) when RSI>70, else UPRO. Else hold the strongest of IEF (7‑10Y Treas), SPXU, or BSV (short‑term bonds).
A daily tactical switcher. Uses SPY trend and RSI (0–100 heat gauge) to alternate between 3x S&P (UPRO), 3x inverse (SPXU), 3x tech (TECL), volatility (VXX), or cash/bonds (BIL/BSV/IEF) to press winners, hedge froth, or seek safety.
Out-of-sample this strategy yields far higher upside than SPY, about 28% annualized vs 18.6%, with risk controls (Calmar ~1.19) and tactical hedges (volatility, Treasuries). Strong potential for gains, though drawdowns can be larger in stress.
1/18/2018
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/treasuries, leveraged etfs, tactical allocation, trend + rsi, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.14% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 21.87% | ||
| Return, trailing 1 month (out-of-sample) | 5.98% | ||
| Return, trailing 1 year (out-of-sample) | -4.62% | ||
| Return, trailing 3 months (out-of-sample) | 8.04% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.19 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.58% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 37.99% |
Composer Technologies · Composer
Composer Technologies · Composer
