Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based strategy: buy 3x semis/Nasdaq/S&P on deep dips, switch to a volatility play when markets look overheated, otherwise ride the Nasdaq trend with scaled leverage or sit in T‑Bills.
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 holds one fund. It buys deep dips: if semis (SMH) look oversold by RSI (a 0–100 "hot/cold" score), buy SOXL (3x semis); else if Nasdaq (QQQ) is oversold, buy TQQQ (3x Nasdaq); else if S&P (SPY) is oversold, buy UPRO (3x S&P). If many indexes are overheated (very high RSI), it buys UVXY (volatility). Otherwise it trend-follows Nasdaq: above its 20/100/200-day averages it uses TQQQ; if weaker it uses QLD (2x) or QQQ; if no uptrend, hold BIL (T‑Bills).
Daily, rules-based strategy: buy 3x semis/Nasdaq/S&P on deep dips, switch to a volatility play when markets look overheated, otherwise ride the Nasdaq trend with scaled leverage or sit in T‑Bills.
Out-of-sample, this daily, rules-based strategy targets ~25.5% annualized return vs SPY’s ~18.4%, with Calmar ~1.59. It uses mean-reversion dips and volatility hedges for higher growth while keeping risk in check vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, momentum, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.54% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.52% | ||
| Return, trailing 1 month (out-of-sample) | 6.92% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -1.60% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.59 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.07% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 39.85% |
Composer Technologies · Composer
Composer Technologies · Composer
