Composer · investment strategy
by Composer Technologies · via Composer
50% static 90/10 S&P 500/Treasuries. 50% tactical: buys TQQQ when markets look washed out, parks in VGSH when markets are hot or volatility jumps, and otherwise follows the 200‑day trend. Daily rebalanced; can be very aggressive in TQQQ.
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.
Half is always 90% IVV (S&P 500) + 10% VGSH (short‑term Treasuries). The other half is tactical. RSI = a short‑term heat gauge (low=cold, high=hot).<br>- Washed‑out SMH/QQQ/SPY → TQQQ (3× Nasdaq).<br>- Euphoric readings or a UVXY (volatility) spike → VGSH.<br>- Else: trend check. SPY above 200‑day → 90% IVV/10% VGSH; below → mostly VGSH unless TQQQ is back over its 20‑day.<br>Uses SMH/QQQ/SPY as market thermometers (semis often lead).
50% static 90/10 S&P 500/Treasuries. 50% tactical: buys TQQQ when markets look washed out, parks in VGSH when markets are hot or volatility jumps, and otherwise follows the 200‑day trend. Daily rebalanced; can be very aggressive in TQQQ.
Out-of-sample, this strategy beats the S&P on risk-adjusted performance: Sharpe ~1.78 vs ~0.95, Calmar ~8.44, annualized ~26% vs ~11%, drawdowns ~3.11% vs ~4.49%. A disciplined 50/50 core with tactical risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean reversion, nasdaq-100, s&p 500, tactical allocation, treasuries, trend following, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.26% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 9.29% | ||
| Return, trailing 1 month (out-of-sample) | 2.11% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 7.61% |
| Calmar ratio, out-of-sample period (out-of-sample) | 8.44 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.11% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.78 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.80% |
Composer Technologies · Composer
Composer Technologies · Composer
