Composer · investment strategy
by Composer Technologies · via Composer
A daily 50/50 portfolio: a tech‑stocks engine (mainly TQQQ) and a long‑Treasury engine (mainly TMF). It follows long‑term trends, avoids overheated surges, buys deep dips, and can switch to cash or inverse ETFs when conditions worsen.
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.
- 50/50, rebalanced daily. Uses trends (200‑ and 20‑day avgs) and a 10‑day RSI (0–100: >~80 hot, <~30 washed‑out).<br>- Stocks: hold TQQQ in uptrends; go to BIL if too hot; in downtrends, buy oversold bounces or switch to SQQQ or TLT by short‑term strength.<br>- Bonds: hold TMF in uptrends; BIL if hot; in downtrends, buy dips or switch to TMV or SPY.<br>- Tickers: TQQQ 3x Nasdaq‑100; SQQQ −3x QQQ; SPY S&P 500; TLT long Treas.; TMF 3x; TMV −3x; BIL T‑Bills.
A daily 50/50 portfolio: a tech‑stocks engine (mainly TQQQ) and a long‑Treasury engine (mainly TMF). It follows long‑term trends, avoids overheated surges, buys deep dips, and can switch to cash or inverse ETFs when conditions worsen.
A disciplined 50/50 trend strategy across tech stocks and long bonds with cash hedges. Diversifies beyond SPY, aiming for steadier risk-adjusted returns. OOS: Sharpe ~0.53; 13.3% annualized; max drawdown 32.8%.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, moving averages, rsi, stocks and long treasuries, tactical trend + mean reversion | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.30% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.44% | ||
| Return, trailing 1 month (out-of-sample) | 0.67% | ||
| Return, trailing 1 year (out-of-sample) | 3.65% | ||
| Return, trailing 3 months (out-of-sample) | -3.10% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.82% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 35.85% |
Composer Technologies · Composer
Composer Technologies · Composer
