Composer · investment strategy
by Composer Technologies · via Composer
Weekly, bull‑leaning rotation in leveraged tech/semis and S&P 500, with Treasury, USD, volatility and inflation sleeves. Uses a volatility panic switch and a managed‑futures‑vs‑tech check to cut risk while chasing strength and selective dips.
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.
Trades weekly with 3 sleeves and a safety switch.<br>Safety: if VIXM’s RSI (a 0–100 heat gauge of recent buying vs selling) is high, hold UUP+SHY.<br>Tech/Semis: if KMLM (managed‑futures) is stronger than XLK (big tech), go to TBF (short long‑Treasuries). Else split: one recent leader and one “washed‑out” pick from SOXL/TECL/TMF/STIP.<br>Bull sleeve: when bonds look OK, hold UPRO + last‑week’s winner (TECL/UPRO/TBX/SVXY); else pick two beaten‑down hedges.<br>Inflation: hold one oversold of PFIX/INFL/RINF/TDTT.
Weekly, bull‑leaning rotation in leveraged tech/semis and S&P 500, with Treasury, USD, volatility and inflation sleeves. Uses a volatility panic switch and a managed‑futures‑vs‑tech check to cut risk while chasing strength and selective dips.
Diversified, risk-managed rotation to complement the S&P 500. Uses volatility guards, regime-aware hedges, and inflation/fixed-income sleeves to protect capital during volatility and rate shocks, while offering macro-driven diversification beyond pure equities.
V1.1: Swapped in TECL for TQQQ in Love SOXL. Removed DIG from bullish side of Weekly SVXY Jedi
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | inflation hedging, leveraged etfs, momentum and mean‑reversion, multi‑asset rotation, tactical allocation, volatility filter, weekly rebalancing | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | -12.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -4.40% | ||
| Return, trailing 1 month (out-of-sample) | 0.70% | ||
| Return, trailing 1 year (out-of-sample) | 160.58% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -1.09 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.70% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | -0.26 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 32.76% |
Composer Technologies · Composer
Composer Technologies · Composer
