Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical switcher that tries to own TQQQ (3x Nasdaq‑100) in uptrends and flip to SH (inverse S&P 500) in downtrends. It uses trendlines, a simple price “heat score” (RSI), volatility and sector ‘health’ checks to decide. Very aggressive and high turnover.
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.
What it usually owns: either TQQQ (a fund that aims to triple the Nasdaq‑100’s daily move) when the market looks healthy, or SH (a fund that moves opposite the S&P 500) when it looks weak.<br>How it decides: it combines - Trend checks: price above/below its trendline (moving average).<br>- Momentum checks: RSI = a 0–100 “heat score” of recent moves; high=hot, low=cold. It compares this across safer bond funds vs stock funds.<br>- Regime lights: volatility calm (via SVXY), inflation trend (via RINF), and sector health (materials, energy, defense, real estate).<br>If many “green lights” agree, it buys TQQQ; otherwise it holds SH. It rebalances daily and is very active and risky.
A daily, tactical switcher that tries to own TQQQ (3x Nasdaq‑100) in uptrends and flip to SH (inverse S&P 500) in downtrends. It uses trendlines, a simple price “heat score” (RSI), volatility and sector ‘health’ checks to decide. Very aggressive and high turnover.
Out-of-sample Sharpe ~6.68 vs S&P 2.71; drawdown ~0.85% vs 1.41%; annualized return ~147% vs 29%. A tactical TQQQ/SH rotation captures uptrends and hedges downturns for stronger, smoother growth.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 147.30% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 8.62% | ||
| Return, trailing 1 month (out-of-sample) | 8.61% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 173.27 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -0.85% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 6.68 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 14.34% |
Composer Technologies · Composer
Composer Technologies · Composer
