Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced strategy. It keeps a cash‑like core, adds leveraged tech in healthy uptrends, hedges with VIX when things look overheated, buys dips, and shifts to Treasuries, dollar, gold/commodities, or long/short funds when risk rises.
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.
Plain English: it starts with a cash‑like base (short‑term Treasuries). When the market is trending up, it layers on high‑octane tech/semis funds (like TQQQ/TECL/SOXL). If prices run too far too fast, it quickly adds a volatility hedge (VIX funds like UVXY/VXX) or cuts back to cash. If the market weakens, it rotates to Treasuries (TLT/TMF), the U.S. dollar (UUP), gold/commodities (GLD/DBC), or market‑neutral/alternatives (BTAL; KMLM managed futures). RSI here is a gauge of how far and fast something moved (0–100): high = overheated; low = washed‑out. It buys dips when washed‑out and eases off when overheated. Rebalanced daily.
A rules‑based, daily‑rebalanced strategy. It keeps a cash‑like core, adds leveraged tech in healthy uptrends, hedges with VIX when things look overheated, buys dips, and shifts to Treasuries, dollar, gold/commodities, or long/short funds when risk rises.
Out-of-sample Sharpe 2.56 vs 1.59; annualized return 19.43% vs 16.31%; drawdown 2.08% vs 2.47%; Calmar 9.32. Diversified, risk-managed, rules-based strategy blending cash preservation with growth, volatility hedging, and strength tilts—outperforming the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, momentum and mean reversion, regime switching, risk-managed, tactical multi-asset, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.43% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.06% | ||
| Return, trailing 1 month (out-of-sample) | 0.57% | ||
| 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) | 9.32 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.08% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.56 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 7.29% |
Composer Technologies · Composer
Composer Technologies · Composer
