Composer · investment strategy
by Composer Technologies · via Composer
A daily, on/off switch for TQQQ: buy when bond/defensive indicators say “risk‑on,” otherwise sit in T‑Bills (BIL). It aims to catch tech surges with TQQQ’s 3× leverage but can be very volatile.
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.
Each day it checks simple signals built from three ETFs: XLP (consumer staples), TLT (long‑term Treasuries), and BTAL (a defensive, low‑volatility factor). It uses RSI (a 0–100 gauge of recent price strength) and past‑X‑day returns. If staples have lagged and TLT looks stronger than defensive BTAL, it buys TQQQ (a 3× Nasdaq‑100 fund). If no signal is on, it holds BIL (T‑Bills).
A daily, on/off switch for TQQQ: buy when bond/defensive indicators say “risk‑on,” otherwise sit in T‑Bills (BIL). It aims to catch tech surges with TQQQ’s 3× leverage but can be very volatile.
Out-of-sample Sharpe ~3.8 vs S&P ~1.8; OOS annualized return ~207% vs ~18%; Calmar ~43—delivers via a daily risk-on/off switch to 3× Nasdaq exposure (TQQQ) on signals, otherwise cash (BIL).
Composer Atlas Signal Miner built this strategy. Branches are ordered by the Calmar ratio each signal scored standalone, holding cash when a signal is off.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond signals, daily rebalance, defensive factor, leveraged etf, nasdaq-100, risk-on/off, tactical momentum, trend following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 207.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.40% | ||
| Return, trailing 1 month (out-of-sample) | 17.20% | ||
| 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) | 43.28 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.79% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.80 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 31.69% |
Composer Technologies · Composer
Composer Technologies · Composer
