Composer · investment strategy
by Composer Technologies · via Composer
Allocates among CURE (3x healthcare), TQQQ (3x Nasdaq-100), and SHNY using a 30‑day “calmer-gets-more” rule (inverse volatility). Weights are set once a year. High risk due to leverage; SHNY’s exact exposure should be confirmed.
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.
It splits money among three ETFs: CURE (3x healthcare stocks), TQQQ (3x Nasdaq-100 tech/growth), and SHNY (please confirm its focus). It looks at the last 30 days of price “bounciness.” The calmer fund gets more, the jumpier gets less. Those weights are then held for a year and the process repeats.<br><br>Note: 3x funds amplify gains and losses.
Allocates among CURE (3x healthcare), TQQQ (3x Nasdaq-100), and SHNY using a 30‑day “calmer-gets-more” rule (inverse volatility). Weights are set once a year. High risk due to leverage; SHNY’s exact exposure should be confirmed.
Out-of-sample edge: ~51%/yr return with ~16% max drawdown, Sharpe ~1.21 vs SPY ~0.75, Calmar ~3.18. Diversified inverse-vol, 3x-levered tilt. Higher upside and better risk-adjusted performance than the S&P—accept leverage risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | annual rebalance, healthcare, inverse-volatility, leveraged etfs (3x), multi-asset, nasdaq-100, possible commodity | ||
| Asset classes / instruments | equities |
| Rebalance frequency | yearly |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.30% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 8.21% | ||
| Return, trailing 1 month (out-of-sample) | 0.16% | ||
| 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) | 3.18 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.12% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 42.20% |
Composer Technologies · Composer
Composer Technologies · Composer
