Composer · investment strategy
by Composer Technologies · via Composer
A daily market‑timing system: if many market/sector gauges look overheated, buy UVXY (volatility). Otherwise, use drawdown and 200‑day trend on QQQ to switch between leveraged long QQQ (TQQQ/QLD) and inverse QQQ (PSQ/SQQQ).
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.
Daily tactical plan. First it checks a “heat meter” (RSI, a 0–100 up‑vs‑down gauge) across big indexes/sectors (e.g., SPY, QQQE, VOOG/VOOV, VTV, VOX, XLP, XLY, TECL/TQQQ, FAS). If any look very hot (~80+), it buys UVXY, which tends to jump when stocks fall. If not hot, it evaluates the Nasdaq‑100 (QQQ): recent ~10% drop, 200‑day trend, and how fast it rose, then either rides with TQQQ/QLD (2–3x up) or goes defensive with PSQ/SQQQ (1–3x inverse).
A daily market‑timing system: if many market/sector gauges look overheated, buy UVXY (volatility). Otherwise, use drawdown and 200‑day trend on QQQ to switch between leveraged long QQQ (TQQQ/QLD) and inverse QQQ (PSQ/SQQQ).
Out-of-sample edge that beats the S&P: aims for ~65% annualized return with Calmar ~2.47 and Sharpe ~1.11, delivering far higher upside than SPY while managing risk—note drawdowns can be larger in volatile markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion + trend, nasdaq-100 focus, tactical market timing, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 65.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.80% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 48.09% | ||
| Return, trailing 3 months (out-of-sample) | 6.68% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.47 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.57% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 63.74% |
Composer Technologies · Composer
Composer Technologies · Composer
