Composer · investment strategy
by Composer Technologies · via Composer
A contrarian, daily strategy: when markets look overheated it loads UVXY plus defensive hedges to front‑run a pullback; when deeply oversold it buys VGT/SPY/QQQ. If conditions are unclear, it sits in T‑Bills or shorts QQQ.
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.
It watches a 0–100 “speedometer” (RSI): high = overheated, low = washed out.<br>• Hot: mostly UVXY (jumps when fear/volatility spikes) plus a defensive pair (EUM short EM, BTAL market‑neutral).<br>• Cold: buys big‑market funds (VGT tech, SPY S&P 500, QQQ Nasdaq) in risk‑balanced weights.<br>Otherwise it parks in T‑Bills (BIL) or briefly shorts QQQ (PSQ). Rebalanced daily.
A contrarian, daily strategy: when markets look overheated it loads UVXY plus defensive hedges to front‑run a pullback; when deeply oversold it buys VGT/SPY/QQQ. If conditions are unclear, it sits in T‑Bills or shorts QQQ.
Out-of-sample, this contrarian, daily strategy offers smoother risk-adjusted upside: ~14.7% annualized vs SPY's 17.1%, but with smaller drawdowns (16.7% vs 18.8%), lower beta (~0.56), and Calmar ~0.88. Greater resilience vs the S&P 500.
(Created with DeepSeek AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | contrarian, daily rebalance, long/short, risk-on/off, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.67% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.16% | ||
| Return, trailing 1 month (out-of-sample) | -4.34% | ||
| Return, trailing 1 year (out-of-sample) | 16.71% | ||
| Return, trailing 3 months (out-of-sample) | -7.74% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.70% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 22.75% |
Composer Technologies · Composer
Composer Technologies · Composer
