Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical system. If markets get overheated it hedges with volatility (VIXY); if deeply sold it buys dips; otherwise trend filters pick Nasdaq (QQQ/TQQQ), cash (BIL) or a small short (PSQ). Uses sector signals (VOX/XLP/XLF/SOXX).
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.
Each day it checks if markets are “too hot” (very high recent momentum, via RSI). If so, it buys a volatility hedge (VIXY). If “too cold” (sharp falls), it buys the dip in SPY or Tech (XLK). Otherwise it reads trend (SPY vs 200‑day; TQQQ vs 20‑day) and a bond‑vs‑bear test (AGG vs SH) to choose: Nasdaq (QQQ), a 3× version (TQQQ), cash‑like T‑Bills (BIL), or a mild short of the Nasdaq (PSQ). Sector cues help (VOX=Comm, XLP=Staples, XLF=Financials, SOXX=Semis). Rebalanced daily.
Daily tactical system. If markets get overheated it hedges with volatility (VIXY); if deeply sold it buys dips; otherwise trend filters pick Nasdaq (QQQ/TQQQ), cash (BIL) or a small short (PSQ). Uses sector signals (VOX/XLP/XLF/SOXX).
Dynamic, rules-based strategy hedging spikes with VIXY, buying dips, and tilting to QQQ/TQQQ or cash via regime signals. Out-of-sample data show positive risk-adjusted potential and built-in downside protection versus the S&P 500.
Unleveraged original HG
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged/inverse etfs, mean-reversion, risk-on/risk-off, 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
