Composer · investment strategy
by Composer Technologies · via Composer
Daily dip‑buyer. When chips, the Nasdaq‑100, or the S&P 500 have fallen hard over ~2 weeks (low RSI), buy the 3x bull version (SOXL, TQQQ, or UPRO). If no dip, sit in short‑term T‑Bills (BIL). High risk/volatility when invested.
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 if markets look “washed out” over ~10 trading days using RSI‑10 (a 0–100 gauge of recent drops; low = fell hard). In order: if SMH (big chip stocks) <23, buy SOXL (3x chips). Else if QQQ <28, buy TQQQ (3x QQQ). Else if SPY <28, buy UPRO (3x S&P 500). Otherwise hold BIL (T‑Bills).
Daily dip‑buyer. When chips, the Nasdaq‑100, or the S&P 500 have fallen hard over ~2 weeks (low RSI), buy the 3x bull version (SOXL, TQQQ, or UPRO). If no dip, sit in short‑term T‑Bills (BIL). High risk/volatility when invested.
Out-of-sample upside with far lower downside: max drawdown 2.3% versus SPY 8.9%; annualized return 18.9% (SPY 26.8%), Calmar ~8.2. Cash hedge when no dip. Stronger risk-adjusted gains and resilience vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, mean-reversion, nasdaq-100, rsi signals, s&p 500, semiconductors, t-bills, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.91% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.16% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 25.89% | ||
| Return, trailing 3 months (out-of-sample) | 10.59% |
| Calmar ratio, out-of-sample period (out-of-sample) | 8.24 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.29% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.50 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.00% |
Composer Technologies · Composer
Composer Technologies · Composer
