Composer · investment strategy
by Composer Technologies · via Composer
A fast‑switching, tech‑heavy strategy that alternates between 3x long and 3x short Nasdaq‑100, with occasional buys of leveraged Tech or Semiconductor funds on sharp dips. Uses simple trend and “hot/cold” checks. Very high risk.
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.
“then it flips to 3x inverse (SQQQ)”
“TQQQ=3x long QQQ, SQQQ=3x short QQQ, TECL=3x Tech”
“if the S&P 500 (SPY) is above its 200‑day average, it usually holds 3x Nasdaq (TQQQ) unless things look very “hot,” then it flips to 3x inverse (SQQQ)”
“else it picks SQQQ if Nasdaq is weak short‑term, otherwise TQQQ”
“If below, it buys deep dips in Tech (TECL) or chips (SMH)”
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.
5 missing
The text the rules are quoted from, with where it came from.
First, check the broad market: if the S&P 500 (SPY) is above its 200‑day average, it usually holds 3x Nasdaq (TQQQ) unless things look very “hot,” then it flips to 3x inverse (SQQQ). If below, it buys deep dips in Tech (TECL) or chips (SMH); else it picks SQQQ if Nasdaq is weak short‑term, otherwise TQQQ. One holding at a time. TQQQ=3x long QQQ, SQQQ=3x short QQQ, TECL=3x Tech, SMH=Semis.
A fast‑switching, tech‑heavy strategy that alternates between 3x long and 3x short Nasdaq‑100, with occasional buys of leveraged Tech or Semiconductor funds on sharp dips. Uses simple trend and “hot/cold” checks. Very high risk.
Out-of-sample edge: Sharpe 1.46 vs SPY 0.72; Calmar 5.77; 69.1% annualized return vs SPY ~6.4%. Strong upside with risk controls; note higher drawdowns (~12% vs ~3% for SPY).
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged tech etfs, nasdaq‑100 focus, semiconductors, tactical long/short, trend + mean‑reversion | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 69.14% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 9.15% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 65.76% | ||
| Return, trailing 3 months (out-of-sample) | -6.48% |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.77 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.99% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.07% |
Composer Technologies · Composer
Composer Technologies · Composer
