Composer · investment strategy
by Composer Technologies · via Composer
A simple switch between DBMF (diversifying managed‑futures) and TQQQ (3x Nasdaq tech) based on which has stronger recent gains (RSI). Seeks tech upside in rallies and a non‑stock trend strategy when stocks struggle.
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 watches two funds: DBMF (managed‑futures trend follower) and TQQQ (3x Nasdaq-100). At each check-in, it gives each a 10‑day strength score that weighs recent up vs down days (RSI). It owns the one with the higher score, 100%, and switches when the other takes the lead.
A simple switch between DBMF (diversifying managed‑futures) and TQQQ (3x Nasdaq tech) based on which has stronger recent gains (RSI). Seeks tech upside in rallies and a non‑stock trend strategy when stocks struggle.
RSI-based rotation between TQQQ and DBMF aims to capture tech rallies and add trend diversification. OOS: ~14.3% annualized return, 0.54 Sharpe, 52% max drawdown vs SPY’s ~19% drawdown and 18.8% return.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged tech, managed futures, momentum rotation, rsi ranking, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.33% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.62% | ||
| Return, trailing 1 month (out-of-sample) | 0.12% | ||
| Return, trailing 1 year (out-of-sample) | 39.47% | ||
| Return, trailing 3 months (out-of-sample) | -0.84% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.27 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.37% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.54 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 40.30% |
Composer Technologies · Composer
Composer Technologies · Composer
