Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based, high‑risk strategy: ride bull markets with 3× equity funds (UPRO/SOXL), hedge when markets run too hot, and buy deep dips using a −15/−20/−25% semiconductor ladder. In bears, keep a small cash/gold/bond cushion and rotate defensively.
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.
“Bear: keep 3% each in BIL/GLD/TLT”
“hedge with volatility (UVXY/VIXY)”
“or defensives (GLD/XLP)”
“Bull base: 90% UPRO (3× S&P 500) + 10% SOXL”
“Rebalance daily.”
“Crash ladder on SOXL 1‑day drops: −15%→TMF, −20%→UVXY, −25%→buy SOXL”
“Hot (≥80–95) → hedge with volatility (UVXY/VIXY) or defensives (GLD/XLP)”
“Cold (≤20–30) → buy tech/semis dips (SOXL/TQQQ/TECL)”
“if the S&P 500 (SPY) is above its 200‑day average, use the Bull playbook; otherwise use Bear”
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.
5 missing
The text the rules are quoted from, with where it came from.
1) Trend filter: if the S&P 500 (SPY) is above its 200‑day average, use the Bull playbook; otherwise use Bear.<br>2) RSI(10) = a 0–100 hot/cold gauge. Hot (≥80–95) → hedge with volatility (UVXY/VIXY) or defensives (GLD/XLP). Cold (≤20–30) → buy tech/semis dips (SOXL/TQQQ/TECL).<br>3) Bull base: 90% UPRO (3× S&P 500) + 10% SOXL.<br>4) Crash ladder on SOXL 1‑day drops: −15%→TMF, −20%→UVXY, −25%→buy SOXL.<br>5) Bear: keep 3% each in BIL/GLD/TLT; then choose UPRO/SOXL, SQQQ, or GLD/XLP via RSI and 200‑day tests vs TLT. Rebalance daily.
Daily, rules‑based, high‑risk strategy: ride bull markets with 3× equity funds (UPRO/SOXL), hedge when markets run too hot, and buy deep dips using a −15/−20/−25% semiconductor ladder. In bears, keep a small cash/gold/bond cushion and rotate defensively.
Out-of-sample edge: Sharpe 3.11, Calmar 41, max drawdown 8.1%, return ~333.7% vs SPY 16.3%. Dynamic regimes with hedges and dip-buy tech aim for stronger, more resilient growth 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.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cross-asset signals, dip buying, leveraged etfs, regime switching, rsi, tactical momentum, 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
