Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based 3x ETF strategy focused on Nasdaq/tech and semiconductors. It rides uptrends (TQQQ/SOXL), steps into bonds/cash, or flips short when fear spikes or momentum weakens. Very volatile; rebalances daily.
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 splits 50/50: - Semi sleeve: Chooses SOXL (3x semis), SOXS (3x inverse semis), or short‑term bonds (BSV) using fear gauges (UVXY/SVXY) and RSI—a 0–100 “speedometer” of recent moves (under 30 = weak, over 70 = hot). - Nasdaq sleeve: Owns TQQQ (3x Nasdaq‑100) in uptrends (SPY above its 200‑day average), but shifts to Treasuries (TLT), cash‑like bills/bonds (BIL/BSV/SHY), or shorts (SQQQ/SOXS/UVXY) after sharp drops, high vol, or fear spikes.
Aggressive, rules‑based 3x ETF strategy focused on Nasdaq/tech and semiconductors. It rides uptrends (TQQQ/SOXL), steps into bonds/cash, or flips short when fear spikes or momentum weakens. Very volatile; rebalances daily.
Out-of-sample edge: ~74% annualized return vs ~23% for the S&P, with strong risk-adjusted performance (Calmar ~2.1). Captures tech/semis upside, but be prepared for larger drawdowns (~35%) in downturns.
OG BEST TQQQ v1.1 + VIXn' + BrianE's 4TLT l 3+1 group + Sideways Market Deleverage (Invest Copy)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, tactical hedging, tech & semis, trend/momentum timing, volatility filters | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 73.84% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.42% | ||
| Return, trailing 1 month (out-of-sample) | 4.40% | ||
| Return, trailing 1 year (out-of-sample) | 227.59% | ||
| Return, trailing 3 months (out-of-sample) | -10.42% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.09 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.30% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 62.10% |
Composer Technologies · Composer
Composer Technologies · Composer
