Composer · investment strategy
by Composer Technologies · via Composer
Daily rules buy 3x tech/Nasdaq on sharp dips, hedge or short when overbought, and sit in T‑bills when unclear; plus small gold/treasury trend modules. Uses RSI, recent returns, and volatility to pick positions. High risk, tech‑heavy.
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 if big‑cap tech indexes are very weak or too hot using a 0–100 “recent move” gauge (RSI). Deep dips: buy 3x tech/Nasdaq (e.g., TQQQ, TECL, SOXL, FNGG/BULZ). Too hot: use inverse/volatility hedges (SQQQ/TECS/SOXS, UVXY) or cash (BIL). Small add‑ons trend‑follow gold (GLD) and long Treasuries (TMF/TLT). Very risky.
Daily rules buy 3x tech/Nasdaq on sharp dips, hedge or short when overbought, and sit in T‑bills when unclear; plus small gold/treasury trend modules. Uses RSI, recent returns, and volatility to pick positions. High risk, tech‑heavy.
Out-of-sample: Sharpe 2.02, Calmar 4.12, max drawdown 3.49% vs 8.89% S&P. Low beta ~0.38 with dip-buying and hedges (inverse ETFs, gold, treasuries) for superior risk-adjusted returns vs the S&P 500.
BIL, TECL, TQQQ, FNGU, BULZ, SVIX. RSI, cumulative return, std. deviation. 60%-65% winning days, max 3% drawdown.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | dip buying, gold momentum, inverse etfs, leveraged etfs, mean reversion, tactical rotation, treasuries, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.37% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 20.69% | ||
| Return, trailing 1 month (out-of-sample) | 0.39% | ||
| Return, trailing 1 year (out-of-sample) | 12.57% | ||
| Return, trailing 3 months (out-of-sample) | 3.11% |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.12 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.49% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.02 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 6.77% |
Composer Technologies · Composer
Composer Technologies · Composer
