Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based swing strategy: ride tech uptrends (TQQQ/SOXL), fade overheated spikes with hedges (SQQQ/UVXY), buy sharp dips, and shift to cash/bonds/managed futures (BIL/TLT/KMLM/GLD) when risk‑off. High risk; uses leveraged ETFs.
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 rebalances daily using two simple ideas: RSI and trend. RSI is a 0–100 gauge of how fast price has moved (over ~10 days): high (~80+) = overheated; low (~30−) = washed‑out. Trend uses the 200‑day average.<br>- In uptrends it owns TQQQ (3x Nasdaq‑100) or SOXL (3x semis).<br>- If a run looks stretched or after big 1‑day pops, it briefly hedges with SQQQ (−3x Nasdaq) or UVXY (VIX).<br>- On selloffs it buys dips (TQQQ/UPRO).<br>- If trends weaken, it parks in T‑bills (BIL/SHV), Treasuries (TLT/TMF), gold (GLD), or KMLM (a trend‑following futures fund that often zigs when stocks zag).
A daily, rules‑based swing strategy: ride tech uptrends (TQQQ/SOXL), fade overheated spikes with hedges (SQQQ/UVXY), buy sharp dips, and shift to cash/bonds/managed futures (BIL/TLT/KMLM/GLD) when risk‑off. High risk; uses leveraged ETFs.
Out-of-sample edge: ~29.8% annualized return vs SPY 16.8%, Sharpe ~1.06, Calmar ~2.40. Drawdowns ~12.4% but hedges/risk-off layers deliver strong risk-adjusted upside. Suitable for aggressive investors chasing tech/semis exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds/t‑bills, gold, leveraged tech momentum, managed futures, semis, trend+mean‑reversion, vol hedges | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.89% | ||
| Return, trailing 1 month (out-of-sample) | 1.70% | ||
| Return, trailing 1 year (out-of-sample) | 30.94% | ||
| Return, trailing 3 months (out-of-sample) | 9.43% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.40 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.41% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 28.33% |
Composer Technologies · Composer
Composer Technologies · Composer
