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.

1월 2일

릴리즈 노트

Updated lookahead logic and optimized

1월 3일

릴리즈 노트

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

1월 15일

릴리즈 노트

Added table location, changed allocation color, alert signal.

1월 16일

릴리즈 노트

Alternate ticker to BIL added

2월 7일

릴리즈 노트

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.

2월 7일

릴리즈 노트

small fix for alerts

2월 14일

릴리즈 노트

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