Composer · investment strategy
by Composer Technologies · via Composer
A daily, bear‑market strategy: sit in T‑Bills when markets are healthy; when weak, toggle between long and short Nasdaq (sometimes 2x leverage) using simple trend, momentum (RSI), and bond‑market signals, with a crash‑mode safety/rebound rule.
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 Capital preservation 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.
Legend: QQQ=Nasdaq‑100; QLD=2x long QQQ; PSQ/QID=short QQQ (1x/2x); SPY=S&P 500; BIL=T‑Bills; TLT/IEF/AGG/BND=bonds; SH=short S&P. RSI (0–100) = momentum; <30 = “oversold”.<br>Daily: If SPY > 200‑day avg → BIL. If not, use QQQ’s trend (vs 20‑day avg), RSI, and bond strength to flip between long QQQ/QLD, short PSQ/QID, or SPY. In ~−12% drops, hide in BIL or try a QLD rebound if bonds lead.
A daily, bear‑market strategy: sit in T‑Bills when markets are healthy; when weak, toggle between long and short Nasdaq (sometimes 2x leverage) using simple trend, momentum (RSI), and bond‑market signals, with a crash‑mode safety/rebound rule.
Bear-market strategy with durable risk controls: out-of-sample drawdown ~16.5% vs SPY ~18.8%, Calmar ~0.82, and ~13.6% annualized return vs SPY ~19.3%. Lower volatility and risk-managed gains aim to protect capital in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bear-market, bonds/cash overlay, daily rebalance, leveraged/inverse etfs, nasdaq-focused, tactical allocation, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.55% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.51% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 4.93% | ||
| Return, trailing 3 months (out-of-sample) | 0.95% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.51% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 21.31% |
Composer Technologies · Composer
Composer Technologies · Composer
