Composer · investment strategy
by Composer Technologies · via Composer
Buys a leveraged Nasdaq fund on short-term dips during a long-term uptrend. Otherwise sits in diversifiers that mix stocks+gold and bonds+managed futures; in harsh downtrends, part moves to T‑bills for safety.
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 Leveraged ETFs 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 things: (1) Trend: if the S&P 500 (SPY) is above its 200‑day average, that’s an uptrend. A moving average is the average closing price over N days. (2) Dips: a short-term “oversold” meter (RSI, 0–100); <30 means a dip. - Uptrend + dip: buy QLD (2x Nasdaq‑100). - Otherwise: hold GDE (stocks+gold) and RSSB (bonds+managed‑futures) 50/50. - In a harsh downtrend, half may shift to BIL (T‑bills).
Buys a leveraged Nasdaq fund on short-term dips during a long-term uptrend. Otherwise sits in diversifiers that mix stocks+gold and bonds+managed futures; in harsh downtrends, part moves to T‑bills for safety.
Risk-managed, diversified strategy blending Nasdaq exposure with gold, bonds, managed futures, and cash. Out-of-sample Sharpe ~0.35, Calmar ~0.61—aims for steadier risk and crisis resilience versus a pure S&P 500 ride.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, cash, diversification, gold, leveraged equities, managed futures, risk-managed growth, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 5.55% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.19% | ||
| Return, trailing 1 month (out-of-sample) | -2.57% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 4.86% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.61 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.12% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.35 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 23.45% |
Composer Technologies · Composer
Composer Technologies · Composer
