Composer · investment strategy
by Composer Technologies · via Composer
Daily rules rotate between leveraged tech (TQQQ/SOXL/TECL), hedges/shorts (SQQQ/SOXS/UVXY), and short‑term bonds (SHY/BSV) using a market trend filter plus a short‑term “hot/cold” gauge (RSI). Goal: buy tech dips, hedge when overheated.
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.
First, it checks if the S&P 500 (SPY) is in a long‑term uptrend (price above its 200‑day average). If yes, it buys beaten‑down Nasdaq/tech (TQQQ=3x Nasdaq; SOXL=3x semis; TECL=3x tech) and, if things look too hot, hedges with UVXY (volatility) or shorts (SQQQ=3x inverse Nasdaq). After sharp 5‑day drops it may switch to SQQQ or SOXL. Otherwise it picks recent winners (e.g., NVDA/MSFT). If SPY isn’t in an uptrend, it favors safety (SHY/BSV=bonds), volatility (UVXY), or inverse ETFs (SQQQ/SOXS). Rebalances daily.<br>RSI = a 0–100 “hot/cold” gauge: >70 hot, <30 cold.
Daily rules rotate between leveraged tech (TQQQ/SOXL/TECL), hedges/shorts (SQQQ/SOXS/UVXY), and short‑term bonds (SHY/BSV) using a market trend filter plus a short‑term “hot/cold” gauge (RSI). Goal: buy tech dips, hedge when overheated.
Tech exposure overlay with tactical hedges (UVXY, SQQQ) and daily rebalancing to buy dips and hedge risk. Out-of-sample: -9.2% annualized, ~47% max drawdown—best as a diversification overlay, not core SPY substitute.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily-rebalance, leveraged/inverse etfs, mean-reversion, momentum, tech/semiconductors, trend-following, volatility-hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -9.23% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -3.99% | ||
| Return, trailing 1 month (out-of-sample) | 17.74% | ||
| Return, trailing 1 year (out-of-sample) | 195.06% | ||
| Return, trailing 3 months (out-of-sample) | 46.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.20 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.21% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.20 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 69.65% |
Composer Technologies · Composer
Composer Technologies · Composer
