Composer · investment strategy
by Composer Technologies · via Composer
A daily 5‑block rotator that buys leveraged tech on dips, holds QQQ/SPY in uptrends, and shifts to gold/treasuries/managed‑futures/cash when weak, with brief volatility hedges when markets look overheated.
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.
Five slices (30/30/20/10/10), rebalanced daily. It shifts risk using two cues: RSI (a short‑term “hot/cold” score from 0–100) and moving‑average trend lines.<br>- Cold (RSI ≲30): buy leveraged stock ETFs TQQQ/TECL/SPXL/SOXL (buy‑the‑dip).<br>- Hot (RSI ≳80): buy volatility UVIX/UVXY (hedge).<br>- Else: if trend is up, hold QQQ/SPY; if not, hold defensives GLD (gold), IEI/ZROZ (Treasuries), KMLM (managed‑futures), BIL (T‑bills). Leveraged/vol funds are high‑risk and used briefly.
A daily 5‑block rotator that buys leveraged tech on dips, holds QQQ/SPY in uptrends, and shifts to gold/treasuries/managed‑futures/cash when weak, with brief volatility hedges when markets look overheated.
Out-of-sample, this strategy targets ~16.4% annualized returns vs SPY ~14%, with a Calmar ~1.87. It combines tech upside, hedges, and diversified exposures to balance larger drawdowns, delivering stronger risk-adjusted growth.
Five weighted blocks (30/30/20/10/10) rotating leveraged equity (TQQQ/TECL/SPXL/SOXL), QQQ/SPY, volatility (UVIX/UVXY) and defensives (GLD/IEI/ZROZ/KMLM/BIL) on RSI and SMA signals.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged equities, momentum/trend, multi-asset, risk-on/risk-off, tactical rotation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.00% | ||
| Return, trailing 1 month (out-of-sample) | 1.24% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 10.82% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.87 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.78% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.14% |
Composer Technologies · Composer
Composer Technologies · Composer
