Composer · investment strategy
by Composer Technologies · via Composer
A daily, multi-asset, short-term strategy that blends RSI mean-reversion, trend checks, and volatility regime tests to rotate between tech/cyclicals, defensives, Treasuries, gold, and VIX hedges—sized by recent volatility to smooth risk.
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 Commodities & gold label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Every day it asks three questions: (1) Are stocks or volatility stretched up/down? It uses an overbought/oversold gauge (RSI: 0–100 speedometer of recent price moves). (2) Is volatility rising or calming? It checks recent choppiness. (3) Which assets are stronger right now? It compares short returns of pairs.<br>Based on the answers it rotates among: risk-on (tech, cyclicals), protection (Treasuries, gold, USD), or hedges (long or short VIX). It sizes positions smaller in volatile picks and larger in calmer ones. It also has focused mini-systems for semiconductors and natural gas.
A daily, multi-asset, short-term strategy that blends RSI mean-reversion, trend checks, and volatility regime tests to rotate between tech/cyclicals, defensives, Treasuries, gold, and VIX hedges—sized by recent volatility to smooth risk.
Out-of-sample edge: Calmar 10.45 and Sharpe 2.36 from diversified, volatility-aware rotation across tech, defensives, bonds, gold and VIX hedges. A risk-controlled path to steadier, higher risk-adjusted growth vs the S&P 500.
This is a composite algorithm that holds multiple algorithms that all trade on shorter term timeframes. By diversifying across shorter term trading algos, this helps to maximize diversity and minimize market correlation. It also helps to minimize backtest bias so that it's not just leveraged beta overfitted towards whatever the best performing recent sectors (IE, this isn't just leveraged semiconductor beta many "top performing" algorithms on here seem to be). This trades across multiple asset classes, and uses various strategies / signals such as mean reversion (typically rsi overbough/oversold), relative trend strength between assets as a signal, and volatility signals.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged/inverse etfs, mean reversion, multi-asset, regime switching, relative strength, short-term, volatility trading | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 1.30% | ||
| Return, trailing 1 month (out-of-sample) | 1.30% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 10.45 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.53% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.36 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 6.67% |
Composer Technologies · Composer
Composer Technologies · Composer
