Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane, tech‑heavy timing strategy. It rides uptrends with 3x ETFs (TQQQ/TECL/SOXL), flips to inverse/volatility (SQQQ/UVXY) when overheated, and parks in T‑Bills/Treasuries when weak. Uses RSI, trend, and bond checks. Very high risk.
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 switches among four modes using simple signals.<br>1) Trend up: own high‑beta tech/semis (TQQQ, TECL, SOXL, UPRO).<br>2) Overheated: short/hedge with SQQQ or buy volatility (UVXY/VIXY).<br>3) Oversold: buy the dip in tech/semis if trend confirms.<br>4) Risk‑off: hold T‑Bills or Treasuries. Bond signals help confirm risk‑on/off.
A high‑octane, tech‑heavy timing strategy. It rides uptrends with 3x ETFs (TQQQ/TECL/SOXL), flips to inverse/volatility (SQQQ/UVXY) when overheated, and parks in T‑Bills/Treasuries when weak. Uses RSI, trend, and bond checks. Very high risk.
Out-of-sample: ~20.8% annualized return, Calmar ~1.08 across 326 days. A regime-driven tech/semis strategy using leverage, hedges, and bonds aims for strong upside while providing systematic risk controls to complement the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | inverse etfs, leveraged tech/semis, market timing, tactical allocation, trend + mean‑reversion, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.84% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.24% | ||
| Return, trailing 1 month (out-of-sample) | -8.31% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 10.30% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.23% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.43% |
Composer Technologies · Composer
Composer Technologies · Composer
