Composer · investment strategy
by Composer Technologies · via Composer
Daily switcher using a 10-day hot/cold score. Buys 3x Nasdaq or 3x S&P on sharp dips; buys VXX (volatility) when indexes look too hot; otherwise holds the weaker of consumer-staples (XLP) or investment-grade bonds (VBF).
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 reads a 10-day hot/cold score (RSI: 0-100; low=cold, high=hot) on QQQ (Nasdaq-100) and SPY (S&P 500). If QQQ <=32: buy TQQQ (3x Nasdaq). Else if QQQ >=80: buy VXX (VIX/volatility). Else if SPY <=30: buy UPRO (3x S&P). Else if SPY >=80: buy VXX. Otherwise buy the colder of XLP (consumer-staples stocks) or VBF (investment-grade bonds). One holding at a time; rebalanced daily.
Daily switcher using a 10-day hot/cold score. Buys 3x Nasdaq or 3x S&P on sharp dips; buys VXX (volatility) when indexes look too hot; otherwise holds the weaker of consumer-staples (XLP) or investment-grade bonds (VBF).
Out-of-sample: 15.8% annualized return vs SPY 22.9%; Calmar ~0.70; max drawdown ~22.7%. A rules-based daily rotation using volatility hedges and defensive bets to diversify and complement the S&P 500 with a distinct risk profile.
uvxy to vxx for comparison to El8K2BeQukrSQ3D6sUBE
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, defensive assets, leveraged etfs, long volatility, rsi/mean reversion, tactical rotation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.84% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.48% | ||
| Return, trailing 1 month (out-of-sample) | 0.92% | ||
| Return, trailing 1 year (out-of-sample) | 10.68% | ||
| Return, trailing 3 months (out-of-sample) | 1.89% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.66% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.56 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 37.27% |
Composer Technologies · Composer
Composer Technologies · Composer
