Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules rotate among leveraged tech, hedges, bonds, gold, and managed‑futures using a 200‑day trend test and an RSI heat gauge to buy dips and hedge rips; flips to safety in stress. Uses 2x/3x ETFs, so swings can be large.
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.
Core idea: buy strong trends on dips, hedge rips, and step aside in bad regimes.<br>- Trend test: S&P 500 vs 200‑day average (line that marks long‑term up/down).<br>- Heat test: RSI (0–100; under ~30 = washed‑out, over ~70 = overheated).<br>- Bull: buy TQQQ/TECL/SOXL/UPRO on deep dips; hedge with UVXY/VIXY or SQQQ/SOXS on spikes.<br>- Bear/high vol: shift to TMF/TLT, GLD/UGL, cash‑like BIL, or KMLM/DBMF (managed‑futures).
Daily, rules rotate among leveraged tech, hedges, bonds, gold, and managed‑futures using a 200‑day trend test and an RSI heat gauge to buy dips and hedge rips; flips to safety in stress. Uses 2x/3x ETFs, so swings can be large.
Out-of-sample edge: 39.95% annualized return vs 38.79% for the S&P, Calmar ~3.78—strong risk-adjusted gains despite higher drawdown (~10.6% vs 3.1%), thanks to regime-aware hedging and dynamic rotation.
i only plagiarize the best plagiarists, many of whom plagiarize me. slippage for me irl is more like 25bps, but it still rips. Sign up for a trading pass and use code E3eRP-v-TRADE for 25% off for life.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, gold/commodities, leveraged etfs, managed futures, momentum/mean-reversion, multi-asset, regime-switching, tactical rotation, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.95% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.18% | ||
| Return, trailing 1 month (out-of-sample) | 5.45% | ||
| Return, trailing 1 year (out-of-sample) | 275.63% | ||
| Return, trailing 3 months (out-of-sample) | 20.82% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.78 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.56% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 37.48% |
Composer Technologies · Composer
Composer Technologies · Composer
