Composer · investment strategy
by Composer Technologies · via Composer
Daily, it decides Bull vs Bear with SPY’s 200‑day average, then uses a 10‑day RSI “speedometer” and a SOXL crash ladder to buy 3× stock ETFs on dips and hedge/rotate to volatility, Treasuries, gold, staples, or inverse Nasdaq. (re‑test needed)
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.
Each day it checks if SPY is above its 200‑day average to call Bull or Bear. In Bull, it mostly holds UPRO (3× S&P) with a SOXL (3× semis) tilt. It uses a 10‑day RSI (0–100 speedometer: high=hot, low=cold) on SPY/QQQ/XLP and UVXY (fear) to buy dips or hedge. Big SOXL drops use a ladder: −15%→TMF (bonds), −20%→UVXY (vol), −25%→buy SOXL. In Bear, it keeps 3% each in BIL, GLD, TLT and leans to bonds/gold/staples or SQQQ if tech stays weak.
Daily, it decides Bull vs Bear with SPY’s 200‑day average, then uses a 10‑day RSI “speedometer” and a SOXL crash ladder to buy 3× stock ETFs on dips and hedge/rotate to volatility, Treasuries, gold, staples, or inverse Nasdaq. (re‑test needed)
Out-of-sample edge: Sharpe ~3.1 vs ~1.6 for SPY, Calmar ~41+, and strong upside with controlled volatility. Dynamic regimes, dip buying, and hedges deliver higher risk-adjusted returns than the S&P 500.
Revised from original '000006 qqqRSI s12 50% maxDD composer version'. Changes: (1) Rebalance changed from corridor (0.05) to daily. (2) All RSI windows standardized to 10-day across every condition (previously mixed 6/10/14-day windows for the same type of signal). (3) RSI thresholds rounded/consolidated to consistent tiers: overbought 75/80/85/95, oversold 20/30/50, removing near-duplicate values (17/18/20/28/31 and 74/75/76/79/81/84/99) that showed signs of numerical over-fitting. (4) QQQ bull/bear regime gate (current-price vs moving-average-price) window corrected from 20-day to 200-day, matching the SPY and TLT regime gates elsewhere in the same strategy for consistency (previously the same regime concept was measured on three different timeframes). (5) Fixed a malformed condition: RSI(PSQ,10) > 'RSI(65)' had contradictory fixed-value/relative-strength-index fields; cleaned up to a genuine fixed threshold RSI(PSQ,10) > 65. (6) SOXL progressive drawdown ladder rounded to a clean -15/-20/-25 cumulative 1-day-return cascade (was -16/-20/-25); mechanism itself (hedge->escalate->capitulate-buy) preserved unchanged as it was the strategy's strongest feature. (7) Preserved: the permanent 9% BIL/GLD/TLT (3% each) defensive cushion in the Bear Market branch; the QQQ-vs-TLT and PSQ-vs-TLT cross-asset relative-strength regime comparators; UPRO/SOXL 90/10 specified-weight splits. Must be re-tested in Maestro/QuantStats after import -- no backtest has been run on this revised version yet. Robustness-first research variant: retains the current RSI architecture and 200-day QQQ regime gate; changes the UVXY overbought trigger from 85 to 75 and the second SPY overbought tier from 95 to 82. These changes are hypotheses for testing, not performance-validated improvements.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, regime switching, rsi momentum, stocks-bonds-gold, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 333.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.39% | ||
| Return, trailing 1 month (out-of-sample) | 14.01% | ||
| 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) | 41.26 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.09% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.11 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 53.32% |
Composer Technologies · Composer
Composer Technologies · Composer
