Composer · investment strategy
by Composer Technologies · via Composer
A 50/50 tactical portfolio: half is a fast, hedged rotation and half is a “buy‑the‑dip” Nasdaq plan. It chases strength in tech/S&P with 3x ETFs, then adds bond, short, or volatility hedges when markets get overheated or shaky.
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’s a 50/50 blend: a fast tactical mix + a simpler “buy‑the‑dip” Nasdaq sleeve (TQQQ). Daily it checks three dials: stock heat (RSI: 0–100, high=overheated, low=washed‑out), interest rates (via TLT), and fear (volatility). If overheated, it hedges (VXX, SQQQ). If washed‑out and bonds are calm, it buys tech/semis/S&P (TECL, SOXL, UPRO/SPXL). If rates fall it may hold TMF; if rates rise, TMV. If commodities look jumpy, it plays defense. Cash parks in T‑bills (BIL/SHY). Key funds: TQQQ/TECL/SOXL=3x Nasdaq/Tech/Semis; UPRO/SPXL=3x S&P; SQQQ/TECS/SOXS=3x shorts; TMF/TMV=3x long/short Treasuries; VXX=volatility; BIL/SHY=T‑bills.
A 50/50 tactical portfolio: half is a fast, hedged rotation and half is a “buy‑the‑dip” Nasdaq plan. It chases strength in tech/S&P with 3x ETFs, then adds bond, short, or volatility hedges when markets get overheated or shaky.
Out-of-sample, this strategy delivers elite risk-adjusted results vs the S&P: Sharpe ~18 vs ~1.4, Calmar ~331, near-zero beta, and drawdown ~0.01% vs ~8.89%—strong downside protection with meaningful upside over 285 days.
Made by /Ken Luu /derecknielsen & V3 is modified by Garen Phillips. V4 by HinnomTX solves the TECL oversold RSI loop of death. V4.1 was .... V4.2 was an (Pareto) * (Pareto) mod by Belcampo69 * tweaked now to no k-1 forms by okhi2u
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, macro regime, mean-reversion, sector rotation, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 9.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.62% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.81% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 86.44% | ||
| Return, trailing 3 months (out-of-sample) | 0.95% |
| Calmar ratio, out-of-sample period (out-of-sample) | 331.36 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.01% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 18.06 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 0.20% |
Composer Technologies · Composer
Composer Technologies · Composer
