Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rotates between aggressive 3x growth (TQQQ/UPRO/TMF) and a defensive basket (dollar, gold, staples, T‑bills) using trend, volatility and dip‑buying rules, with selective commodity/energy sleeves.
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.
This is a daily “risk‑on/risk‑off” rules engine. When markets are calm and trending up, it leans into growth using 3x funds TQQQ/UPRO (triple Nasdaq/S&P) and TMF (triple long Treasuries) and buys sharp dips. When fear/volatility rises, it shifts to a safety mix—UUP (US dollar), GLD (gold), XLP (consumer staples), T‑bills—and sometimes hedges (SQQQ, UVXY, TMV). It adds oil/gas/gold/clean‑energy only when their trends are strong.
Daily, it rotates between aggressive 3x growth (TQQQ/UPRO/TMF) and a defensive basket (dollar, gold, staples, T‑bills) using trend, volatility and dip‑buying rules, with selective commodity/energy sleeves.
Out-of-sample: ~14% annualized return with significantly lower drawdowns (15.4% vs SPY ~18.8%), and Calmar ~0.91. A risk-managed, diversified path to growth that smooths volatility while still participating in upside.
Check us out at Investorcollab.com, or our Discord Community at https://discord.com/invite/8e7bHnJMwE https://docs.google.com/spreadsheets/d/1323-66lKlho8l7i8Me1XrFkxP5bf3adQBgURahidk1k/edit?usp=sharing Replace NRGU/NRGD on 8/27, original OOS date is 5/23/2024
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, commodities, hedging, leveraged etfs, risk-on/risk-off, tactical allocation, tech tilt, trend/momentum, volatility targeting | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.00% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.79% | ||
| Return, trailing 1 month (out-of-sample) | 1.37% | ||
| Return, trailing 1 year (out-of-sample) | 13.62% | ||
| Return, trailing 3 months (out-of-sample) | 3.93% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.40% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.79% |
Composer Technologies · Composer
Composer Technologies · Composer
