Composer Strategy 1 (Haggis Levered)

2024年12月27日

This strategy dynamically selects an asset to trade each day based on a set of predefined market conditions and technical indicators. It uses relative strength index (RSI) and moving averages to evaluate momentum and trends across multiple tickers, aiming to identify the most advantageous asset for the current market environment. By switching between leveraged ETFs, inverse funds, and defensive assets, the strategy seeks to capitalize on both bullish and bearish scenarios while mitigating risk during uncertain periods.

The approach emphasizes adaptability by monitoring key metrics like overbought or oversold signals and comparing cumulative returns and relative performance across asset classes. This flexibility allows the strategy to respond to changing market dynamics daily, aligning with short-term trends while maintaining a systematic and disciplined methodology for asset allocation.

1月2日

リリースノート

Updated lookahead logic and optimized

1月3日

リリースノート

• Fixed logic - 100% match the backtest
  
• Output matched rules
  

1月15日

リリースノート

Added table location, changed allocation color, alert signal.

1月16日

リリースノート

Alternate ticker to BIL added

2月7日

リリースノート

Alerts now trigger after the set time in settings (EST timezone). For best results, set alerts on a lower timeframe (5-15 min) to ensure functionality.

2月7日

リリースノート

small fix for alerts

2月14日

リリースノート

• Use VOX instead of XLC (see settings)
  
• Some more settings