Composer · investment strategy
by Composer Technologies · via Composer
A tactical, rules-based strategy that flips between S&P 500 exposure, bonds/cash, shorts, and occasional volatility or tech bounce trades based on long-term trend and short-term “heat” (RSI) readings. High risk due to leveraged and inverse funds.
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.
1) First, it checks if the S&P 500 is above its long-term trend (200‑day average).<br>2) If yes: it usually holds S&P 500 funds (VOO/UPRO). If the market is “red hot” (RSI ~80+), it may switch to volatility funds (UVIX/UVXY) or add cash.<br>3) If no: it either shorts stocks, moves to Treasuries/cash, or takes rare oversold bounce trades (TECL).<br>RSI is a 0–100 “heat meter”: >70–80 very hot, <30 very cold.
A tactical, rules-based strategy that flips between S&P 500 exposure, bonds/cash, shorts, and occasional volatility or tech bounce trades based on long-term trend and short-term “heat” (RSI) readings. High risk due to leveraged and inverse funds.
Out-of-sample: ~35.6% annualized return vs ~11.6% for the S&P, higher Sharpe (1.07 vs 0.96) and solid risk-adjusted performance (Calmar ~3.39). Expect more drawdowns (~10.5% vs 4.5%), but with much higher growth and alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | inverse etfs, leveraged etfs, mean reversion, momentum, regime filter, tactical allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 3.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.63% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 13.26% | ||
| Return, trailing 1 month (out-of-sample) | 5.98% | ||
| Return, trailing 1 year (out-of-sample) | 104.97% | ||
| Return, trailing 3 months (out-of-sample) | 8.04% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.39 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.52% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 33.92% |
Composer Technologies · Composer
Composer Technologies · Composer
