Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based swing/regime strategy: hedge with VIXY when markets look overheated, buy SPY/tech on deep dips, own QQQ (plus some TQQQ) in healthy uptrends, and favor cash or PSQ (short Nasdaq) in weak tapes. Roughly 60% active, 40% cash.
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 Capital preservation 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.
Daily it reads a short‑term “heat meter” (RSI, 0–100: >80 very hot, <30 very cold) on the market and key sectors.<br>- If things look extremely hot (e.g., SPY>80; QQQ/VTV/XLK/XLF>~80; VOX/XLP>99), it hedges with VIXY (volatility) instead of stocks, or parks in T‑Bills (BIL).<br>- If nothing is hot and markets get very cold (<30), it buys the dip (SPY or Tech via XLK; avoids dips if semis, SOXX, are too weak).<br>- If the trend is healthy (SPY above its long‑term average) and a bond‑vs‑short‑stocks check is favorable, it owns QQQ plus some TQQQ (a 3× version) for extra boost.<br>- In weak trends after bigger drops, it prefers cash (BIL) or may short Nasdaq via PSQ.<br>- About 60% of the portfolio runs this playbook; the rest typically sits in cash/T‑Bills.
A daily, rules‑based swing/regime strategy: hedge with VIXY when markets look overheated, buy SPY/tech on deep dips, own QQQ (plus some TQQQ) in healthy uptrends, and favor cash or PSQ (short Nasdaq) in weak tapes. Roughly 60% active, 40% cash.
Defensive, rules-based strategy: hedge overheating markets, buy dips, and hold cash when warranted. Provides capital preservation and diversification beyond the S&P 500 with built-in volatility hedges, even if OOS returns are modest.
Unleveraged original HG
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, mean reversion, partial leverage, sector rotation, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 2.99% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.19% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -12.08% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.18 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.00% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.25 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 33.02% |
Composer Technologies · Composer
Composer Technologies · Composer
