Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, tech‑centric strategy that rides strong uptrends with 3x ETFs, shifts to defensive or inverse funds when moves look stretched or weak, and adds a small volatility hedge during sharp drops to cushion “black swan” shocks.
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 holds: QQQ (Nasdaq‑100), TQQQ (3x QQQ), SQQQ (−3x QQQ), SMH (semis), SOXS (−3x semis), TECL (3x tech), XLV (health care), IWM/TNA (small caps/3x), XLF/FAS (financials/3x), IBB (biotech), VXX (volatility), USD (cash).<br>Rules: It rides uptrends with 3x bulls (often TQQQ), parks in XLV when rallies look too hot, and flips to SQQQ/SOXS on short‑term breakdowns. If QQQ falls >4% from a recent high, a small sleeve moves into VXX. Positions in jumpier ETFs are sized smaller.
A rules‑based, tech‑centric strategy that rides strong uptrends with 3x ETFs, shifts to defensive or inverse funds when moves look stretched or weak, and adds a small volatility hedge during sharp drops to cushion “black swan” shocks.
{"type":"object","properties":{"value_proposition":{"type":"string","description":"A compelling value proposition that sells this strategy to potential investors. Use beginner-friendly language and highlight key performance advantages compared to the S&P 500. Keep under 250 characters.","value_proposition":"Black Swan Catcher: adaptive momentum strategy using 3x bulls in uptrends, rotates to defensives, and hedges volatility. Out-of-sample Sharpe 1.53 vs S&P 0.99; OOS return 71.6% vs 8.8%; crash hedge with VXX. Higher upside, disciplined risk."}}}
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crash protection, leveraged etfs, mean reversion, momentum, sector rotation, tactical allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 71.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.36% | ||
| Return, trailing 1 month (out-of-sample) | 10.94% | ||
| 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) | 6.02 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.91% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 41.47% |
Composer Technologies · Composer
Composer Technologies · Composer
