Composer · investment strategy
by Composer Technologies · via Composer
Daily “buy the dip” plan: if semis, Nasdaq, or S&P look oversold by a 10‑day RSI, it jumps into the matching 3× bull ETF (SOXL, TQQQ, UPRO); otherwise it parks in BOXX, a cash‑like ETF. Priority: semis, then Nasdaq, then S&P.
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 momentum score; under ~30 = oversold) on SMH (semiconductors), QQQ (Nasdaq‑100), and SPY (S&P 500).<br>If SMH RSI<23 buy SOXL (3× semis). Else if QQQ RSI<28 buy TQQQ (3× Nasdaq). Else if SPY RSI<28 buy UPRO (3× S&P). Otherwise hold BOXX (cash‑like box‑spread ETF).<br>Uses RSI on the unlevered funds for cleaner signals. Order: semis→Nasdaq→S&P. 3× ETFs can drop fast; they reset daily.
Daily “buy the dip” plan: if semis, Nasdaq, or S&P look oversold by a 10‑day RSI, it jumps into the matching 3× bull ETF (SOXL, TQQQ, UPRO); otherwise it parks in BOXX, a cash‑like ETF. Priority: semis, then Nasdaq, then S&P.
Out-of-sample edge: Calmar 8.31, max drawdown 2.3%, annualized return 19.06%, Sharpe 1.51, delivering strong risk-adjusted gains with far less downside than the S&P 500, and a low market beta (~0.22).
zip zap zoop
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash substitute, leveraged etfs, nasdaq‑100, risk‑on/risk‑off, rsi/mean‑reversion, s&p 500, semiconductors, tactical, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.06% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.40% | ||
| Return, trailing 1 month (out-of-sample) | 0.36% | ||
| Return, trailing 1 year (out-of-sample) | 26.19% | ||
| Return, trailing 3 months (out-of-sample) | 10.69% |
| Calmar ratio, out-of-sample period (out-of-sample) | 8.31 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.29% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.00% |
Composer Technologies · Composer
Composer Technologies · Composer
