Composer · investment strategy
by Composer Technologies · via Composer
Equal-weights two leveraged index funds. If the S&P 500 looks oversold (RSI<35), use 3× versions (UPRO, TQQQ); otherwise use 2× versions (SSO, QLD). Exposure to S&P 500 and tech‑heavy Nasdaq‑100. Very high risk/volatility.
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 14‑day “strength” score (RSI) on SPY, a fund tracking the S&P 500. RSI is a 0–100 reading; low = prices have fallen quickly. If RSI < 35, it splits money 50/50 into TQQQ (3× Nasdaq‑100) and UPRO (3× S&P 500). Otherwise it uses SSO (2× S&P 500) and QLD (2× Nasdaq‑100). It rebalances daily.
Equal-weights two leveraged index funds. If the S&P 500 looks oversold (RSI<35), use 3× versions (UPRO, TQQQ); otherwise use 2× versions (SSO, QLD). Exposure to S&P 500 and tech‑heavy Nasdaq‑100. Very high risk/volatility.
Out-of-sample return ≈21.7% vs S&P ≈13.8%; Calmar ≈1.79. Leveraged exposure to S&P and Nasdaq-100 offers higher upside, but larger drawdowns (~12%). Best for aggressive investors seeking strong growth with risk discipline.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | high risk, leveraged etfs, nasdaq-100, rsi-based timing, s&p 500, tactical allocation, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.20% | ||
| Return, trailing 1 month (out-of-sample) | 6.78% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.20% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.79 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.15% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 28.72% |
Composer Technologies · Composer
Composer Technologies · Composer
