Composer · investment strategy
by Composer Technologies · via Composer
A rules-based switch among five ETFs: UVXY when QQQ looks overheated, TQQQ after sharp drops, otherwise TQQQ+GLD in uptrends, SPMO when its trend is up, or GLD when risk-off.
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.
Starts with QQQ (Nasdaq‑100). It checks RSI(10), a 0–100 gauge of how fast price has risen/fallen: >80 = overheated; <30 = washed‑out. If >80, buy UVXY (a leveraged VIX‑futures fund that tends to jump when stocks fall). If <30, buy TQQQ (a 3× QQQ fund). Otherwise use trends: if QQQ > its 100‑day EMA, hold 50/50 TQQQ and GLD (gold). If not, hold SPMO (S&P 500 momentum) when above its 50‑day average; else GLD.
A rules-based switch among five ETFs: UVXY when QQQ looks overheated, TQQQ after sharp drops, otherwise TQQQ+GLD in uptrends, SPMO when its trend is up, or GLD when risk-off.
Dynamic, rules-based ETF rotation captures tech upside, hedges volatility with UVXY, and adds GLD ballast to diversify beyond SPY with disciplined risk management.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | gold, leveraged etfs, mean reversion, momentum, tactical rotation, trend following, us large-cap tech, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.79% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 14.03% | ||
| Return, trailing 1 month (out-of-sample) | 4.84% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 14.19% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.07% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.61 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 39.71% |
Composer Technologies · Composer
Composer Technologies · Composer
