Composer · investment strategy
by Composer Technologies · via Composer
A tactical swing strategy in 3x tech/Nasdaq/semis: buy deep dips, short sharp rips, and sit in T‑bills between. Uses an overbought/oversold gauge (RSI) and volatility filters (SPY/QQQ/VIX). Very high risk due to leverage and vol ETPs.
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.
It waits for extremes, then switches. When tech/Nasdaq/semis look washed out, it buys 3x bull funds (TECL, TQQQ, SOXL; sometimes SVXY, which benefits when fear drops). When they look too hot (very high RSI—a 0–100 “heat” gauge of how stretched a move is—or big 1‑day jumps), it buys 3x bear funds (TECS, SQQQ, SOXS, SPXU) or UVXY (benefits from fear spikes). If no clear edge, it holds T‑bills (BIL). Extra filters use SPY/QQQ vol and VIX to scale in/out. High risk.
A tactical swing strategy in 3x tech/Nasdaq/semis: buy deep dips, short sharp rips, and sit in T‑bills between. Uses an overbought/oversold gauge (RSI) and volatility filters (SPY/QQQ/VIX). Very high risk due to leverage and vol ETPs.
Tech-tilt swing strategy using 3x ETFs: buy dips, fade spikes, and sit in cash when uncertain. Out-of-sample Sharpe near SPY, Calmar ~2.22; similar risk but with tech upside potential and built-in risk controls vs. the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, long/short, mean reversion, tactical market timing, us tech/semiconductors, volatility timing | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.91% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.31% | ||
| Return, trailing 1 month (out-of-sample) | 0.68% | ||
| Return, trailing 1 year (out-of-sample) | 28.44% | ||
| Return, trailing 3 months (out-of-sample) | 11.52% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.22 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.85% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.73 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.89% |
Composer Technologies · Composer
Composer Technologies · Composer
