Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, trend/momentum strategy that chases uptrends with leveraged U.S. stock/sector funds (like TQQQ, TNA, MIDU, ERX, DFEN, SVXY) and quickly pivots to Treasuries, cash-like, volatility, or inverse ETFs when conditions turn. Very active and high risk.
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 trends (price vs moving averages) and short‑term strength (RSI = a “speedometer” of recent gains/losses: high=hot, low=cold). If key indexes/sectors are trending up and stocks look stronger than bonds, it buys high‑octane funds (e.g., TQQQ=3x big‑tech, TNA=3x small‑caps, MIDU=3x mid‑caps, ERX=2x energy, DFEN=3x defense, SVXY=short‑vol). If trends weaken or bonds/defensives lead, it shifts to Treasuries/cash‑like, volatility spikes (UVXY/VIXY), or inverse funds. RINF/TIP help judge inflation regime.<br>Trades change when rules flip; it’s very active and high risk.
A rules-based, trend/momentum strategy that chases uptrends with leveraged U.S. stock/sector funds (like TQQQ, TNA, MIDU, ERX, DFEN, SVXY) and quickly pivots to Treasuries, cash-like, volatility, or inverse ETFs when conditions turn. Very active and high risk.
Out-of-sample, this rules-based trend strategy delivers far stronger risk-adjusted gains than the S&P: ~67% annualized return vs ~29%, Sharpe ~4.69 vs ~2.71, smaller drawdown (~1.27% vs 1.41%), and negative beta—more upside with downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crypto proxy, leveraged etfs, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 67.14% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 4.80% | ||
| Return, trailing 1 month (out-of-sample) | 4.80% | ||
| 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) | 53.07 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -1.27% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 4.69 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.60% |
Composer Technologies · Composer
Composer Technologies · Composer
