Composer Strategy 1 (Haggis Levered)

2024년 12월 27일

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.

그저께

릴리즈 노트

Updated lookahead logic and optimized

어제

릴리즈 노트

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