Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily. Rides uptrends with 2x stock ETFs (QLD/SSO) and rotates to hedges (PSQ/BTAL) when prices get too hot or stress rises. Uses trend, RSI, and macro cues from bonds, the dollar, and commodities to sidestep selloffs.
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.
Daily rules flip between offense and defense. Offense = QLD (2x Nasdaq) or SSO (2x S&P) when the market trends up. Defense = PSQ (short Nasdaq) or BTAL (anti‑beta) when risk rises. Gauges used: trend (price vs 200‑day avg) and RSI (a 0–100 “heat” meter: high=overbought, low=oversold). Bonds (TIP/IEF/EDV), the dollar (UUP), and commodities (FTGC) add “stress” signals. Sharp drops trigger fast crash‑hedges; rebounds shift back to stocks.
Rules-based, daily. Rides uptrends with 2x stock ETFs (QLD/SSO) and rotates to hedges (PSQ/BTAL) when prices get too hot or stress rises. Uses trend, RSI, and macro cues from bonds, the dollar, and commodities to sidestep selloffs.
Out-of-sample edge: Sharpe ~1.20 vs SPY 1.43; max drawdown ~5.8% vs ~8.9%; Calmar ~2.35; annualized return ~13.7% vs ~19.8%. Benefits: smoother, downside-protected exposure with hedges, still capturing uptrends.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, macro signals, risk-on/risk-off, tactical allocation, trend-following, volatility-hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.67% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 9.31% | ||
| Return, trailing 1 month (out-of-sample) | 1.15% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 4.45% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.35 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.81% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.23% |
Composer Technologies · Composer
Composer Technologies · Composer
