Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based plan that mostly owns VGT (U.S. tech) when conditions are favorable, and flips to crash‑hedges (VIXY + EUM/BTAL), short tech (PSQ), or T‑bills (BIL) when markets look overheated or weak, using simple “hot/cold” signals.
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 whether markets look “hot” or “cold.” It uses RSI—a short‑term hot/cold score—to scan big, broad funds (S&P 500, large caps, semis, etc.).<br>If they’re very hot, it moves to crash‑hedges: mainly VIXY plus two diversifiers (EUM, BTAL), sized by recent choppiness.<br>If they’re not hot—and especially if they’re cold/oversold or the trend looks healthy—it buys VGT (U.S. tech). If risk rises but not enough to hedge, it may short tech (PSQ) or sit in T‑bills (BIL). Rebalanced daily.
A daily, rules‑based plan that mostly owns VGT (U.S. tech) when conditions are favorable, and flips to crash‑hedges (VIXY + EUM/BTAL), short tech (PSQ), or T‑bills (BIL) when markets look overheated or weak, using simple “hot/cold” signals.
Tech‑tilted, rules‑based strategy with built‑in crash hedges to guard in hot markets. Low market beta (~0.07) and risk control (Sharpe ~0.57, Calmar ~0.44) offer diversification and downside protection beyond the S&P.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, risk-on/risk-off, short exposure, tactical allocation, tech momentum, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.90% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 15.45% | ||
| Return, trailing 1 month (out-of-sample) | -4.34% | ||
| Return, trailing 1 year (out-of-sample) | 8.15% | ||
| Return, trailing 3 months (out-of-sample) | 0.26% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.44 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.01% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.57 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 25.15% |
Composer Technologies · Composer
Composer Technologies · Composer
