Composer · investment strategy
by Composer Technologies · via Composer
Daily, tech‑heavy, rules‑based rotation using leveraged ETFs. It follows a long‑term trend and a short‑term “heat gauge” (RSI) to switch among aggressive tech, volatility (UVXY), inverse tech (SQQQ), or short‑term bonds (BSV).
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.
Rebalanced daily, it rotates among: TQQQ (3× big‑tech), TECL (3× tech), SOXL (3× semis), SQQQ (3× inverse big‑tech), UVXY (volatility “fear” fund), and BSV (short‑term bonds). It uses two cues: • Trend: is TQQQ above its 200‑day average? • RSI, a 0–100 heat gauge. In uptrends, most sits in TQQQ; if TQQQ is very hot (10‑day RSI>79) that sleeve flips to UVXY. Otherwise it holds a steadier‑weighted mix of TQQQ/TECL/SOXL. If washed‑out (RSI<31), it may buy SOXL for a bounce or—if the short‑term trend is down—switch to SQQQ or BSV (whichever is stronger).
Daily, tech‑heavy, rules‑based rotation using leveraged ETFs. It follows a long‑term trend and a short‑term “heat gauge” (RSI) to switch among aggressive tech, volatility (UVXY), inverse tech (SQQQ), or short‑term bonds (BSV).
Explosive upside: an out-of-sample annualized return near 79% with a Calmar of ~2.74, outperforming the S&P on growth while using regime and volatility timing to manage risk. Note: drawdowns can be larger in choppy markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged tech etfs, mean reversion, risk-on/risk-off, tactical allocation, trend following, volatility timing | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 78.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.59% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 11.59% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.74 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.71% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 61.45% |
Composer Technologies · Composer
Composer Technologies · Composer
