Composer · investment strategy
by Composer Technologies · via Composer
80% in T‑bills for stability, plus two 10% tactical sleeves. One trades 3x gold‑miner ETNs (long when washed‑out, short when overheated, else cash). The other toggles among VXX, 3x equity ETFs, TQQQ/SQQQ, or cash using RSI extremes and trend filters. Daily rebalance.
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.
80% sits in SGOV (T‑bills). 10% trades gold‑miners: buy GDXU (3x long) when miners look washed‑out, GDXD (−3x) when overheated; otherwise hold BIL (T‑bills). 10% “YOLO” sleeve: if stocks look overheated (RSI>~80 on SPY/QQQ/sectors) buy VXX (volatility); if washed‑out (RSI<30) buy SOXL/TECL/UPRO (3x semis/tech/S&P). Otherwise, trend rules flip TQQQ (3x Nasdaq), SQQQ (−3x), or BIL. RSI = 0–100 “heat”; >80 hot, <30 cold. Rebalanced daily.
80% in T‑bills for stability, plus two 10% tactical sleeves. One trades 3x gold‑miner ETNs (long when washed‑out, short when overheated, else cash). The other toggles among VXX, 3x equity ETFs, TQQQ/SQQQ, or cash using RSI extremes and trend filters. Daily rebalance.
Out-of-sample, this strategy targets ~33% annualized return vs ~17.7% for the S&P, with higher risk-adjusted Sharpe (~2.04) and smaller drawdowns (~6% vs ~8.9%). 80% in T-bills provides ballast; two 10% sleeves seek alpha with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, gold miners, leveraged etfs, mean reversion, tactical allocation, treasury bills, trend following, volatility | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.74% | ||
| Return, trailing 1 month (out-of-sample) | -4.77% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 1.62% |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.47 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.04% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.04 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.60% |
Composer Technologies · Composer
Composer Technologies · Composer
