Composer · investment strategy
by Composer Technologies · via Composer
A daily momentum switcher that rotates among leveraged tech (TQQQ/QLD), a hedge (PSQ), or short‑term Treasuries (BIL) by comparing bond strength (BIL vs TLT) and bond vs high‑beta stock strength (SBND vs HIBL) using an RSI “heat gauge.”
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 Macro signals 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.
It uses an RSI “heat gauge” of recent price moves to flip between: tech funds (TQQQ 3x or QLD 2x), a hedge (PSQ, −1x tech), or safety (BIL, short‑term US Treasuries). Step 1: compare short‑ vs long‑term Treasuries (BIL vs TLT). Step 2: check if the S&P 500 (SPY) is red‑hot. If hot, park in BIL; if not, use TQQQ. Otherwise, compare a bond fund (SBND) vs a turbo stock fund (HIBL). If stocks look stronger, hedge with PSQ; else use QLD. Rebalanced daily.
A daily momentum switcher that rotates among leveraged tech (TQQQ/QLD), a hedge (PSQ), or short‑term Treasuries (BIL) by comparing bond strength (BIL vs TLT) and bond vs high‑beta stock strength (SBND vs HIBL) using an RSI “heat gauge.”
Dynamic momentum strategy rotates between levered tech and Treasuries to capture upside in favorable regimes while hedging in heat. OOS: 15.75%/yr, Sharpe 0.59, Calmar 0.28, max drawdown 56% vs SPY ~19%. Diversified risk vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, momentum, nasdaq-100 focus, risk-on/risk-off, rsi, tactical, treasuries | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.75% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.72% | ||
| Return, trailing 1 month (out-of-sample) | -4.34% | ||
| Return, trailing 1 year (out-of-sample) | 91.38% | ||
| Return, trailing 3 months (out-of-sample) | 4.78% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.28 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.08% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 36.56% |
Composer Technologies · Composer
Composer Technologies · Composer
