Composer · investment strategy
by Composer Technologies · via Composer
Buys 3× ETFs on sharp dips (semis→SOXL, then Nasdaq→TQQQ, then S&P→SPXL), flips to VXX when markets look overheated, otherwise holds SPY. Signals use a 10‑day RSI to spot “washed‑out” or “too‑hot” conditions. Rebalanced daily.
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 Aggressive risk 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.
Each day it checks a 10‑day RSI (0–100 gauge of recent move: low=washed‑out, high=stretched) on major market funds. If semiconductors (SMH) are very weak (<23) it buys SOXL (3× chips). Else if Nasdaq (QQQ) <28 it buys TQQQ (3× Nasdaq). Else if S&P 500 (SPY) <28 it buys SPXL (3× S&P). If any broad market gauge is very hot (>79), it buys VXX (rises when volatility jumps). Otherwise it holds SPY.
Buys 3× ETFs on sharp dips (semis→SOXL, then Nasdaq→TQQQ, then S&P→SPXL), flips to VXX when markets look overheated, otherwise holds SPY. Signals use a 10‑day RSI to spot “washed‑out” or “too‑hot” conditions. Rebalanced daily.
Value proposition: Tactical oversold-dip bets on semis, Nasdaq and S&P with 3x ETFs plus a volatility hedge. ~24% annualized return with tiny drawdowns and Calmar ~9.8—clear risk-adjusted edge over the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily signals, leveraged equity etfs, tactical mean-reversion, u.s. large-cap/tech tilt, volatility hedge (vxx) | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.31% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.45% | ||
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 9.83 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.47% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.29 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 10.09% |
Composer Technologies · Composer
Composer Technologies · Composer
