Composer · investment strategy
by Composer Technologies · via Composer
Rules-based rotation across TQQQ, SOXL, TECL, SQQQ, UVIX, and BSV using 200/20‑day trends and a 10‑day RSI. Rides tech uptrends, buys oversold bounces, or shifts to inverse/volatility/bonds when weak. Uses 80% risk-on in strong uptrends.
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 rotates using trend plus a 10‑day “hot/cold” gauge (RSI, 0–100).<br>1) If TQQQ is above its 200‑day average, put 80% in TQQQ—unless it’s very hot (RSI>79), then switch that 80% to UVIX (volatility).<br>2) Else, if SOXL or TECL look washed‑out (RSI<31), buy that.<br>3) Else, if TQQQ is below its 20‑day average, pick the stronger of SQQQ (short tech) or BSV (bonds); otherwise hold TQQQ. Rebalance only when off by >5%.
Rules-based rotation across TQQQ, SOXL, TECL, SQQQ, UVIX, and BSV using 200/20‑day trends and a 10‑day RSI. Rides tech uptrends, buys oversold bounces, or shifts to inverse/volatility/bonds when weak. Uses 80% risk-on in strong uptrends.
Out-of-sample upside: ~65% annualized return vs ~23% for the S&P, with a Calmar ~1.85 signaling strong risk-adjusted gains. Note higher volatility and potential drawdowns (~35%); tech-driven outperformance in trending markets.
made by AA, good luck
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean-reversion, moving averages, rsi, tactical allocation, tech/nasdaq focus, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 65.19% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 27.25% | ||
| 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) | 21.32% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.85 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.32% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 71.78% |
Composer Technologies · Composer
Composer Technologies · Composer
