Composer · investment strategy
by Composer Technologies · via Composer
Two‑layer, volatility‑aware system. First set risk‑on/off via ACWI vs SPLV. Then split small VIXM hedges across several trip‑wires. When they flash, add VIXM; when they don’t, hold a cautious oversold‑sector mix or an aggressive risk‑on basket. Aims to cut VIXM drag in rallies.
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 Macro signals 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.
Step 1: Judge market mood by comparing global stocks (ACWI) to low‑vol US stocks (SPLV).<br>Step 2: Several independent “trip‑wires” watch stock‑vs‑bond/commodity leadership. When any warns, add VIXM (an ETF that tends to rise when volatility jumps). If not, hold either a cautious, oversold‑sector mix (RSI = recent strength score; low = oversold) or a full risk‑on basket. Rebalanced daily.
Two‑layer, volatility‑aware system. First set risk‑on/off via ACWI vs SPLV. Then split small VIXM hedges across several trip‑wires. When they flash, add VIXM; when they don’t, hold a cautious oversold‑sector mix or an aggressive risk‑on basket. Aims to cut VIXM drag in rallies.
Volatility-aware, two-layer strategy hedging with VIXM and cross-asset signals. Out-of-sample drawdown is smaller than the S&P (0.76% vs 1.13%), offering capital preservation and diversification, even when net gains lag in rallies.
A simple 2 layer risk formula spread across multiple VIX hedging signals that helps reduce concentration and risk of being long VIXM when markets are rallying. First check a parity switch to give a broad market-based risk appetite signal, then check individual VIXM signals that tactically apply hedges during potential volatility spikes.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cross-asset signals, risk-on/off switch, sector rotation, tactical asset allocation, trend-following, volatility hedging (vixm) | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -1.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -0.07% | ||
| Return, trailing 1 month (out-of-sample) | 0.00% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -1.82 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.76% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.26 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 5.43% |
Composer Technologies · Composer
Composer Technologies · Composer
