Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, high-octane swing strategy that rides 3x bull ETFs after dips and switches to 3x inverse or cash when the market looks overheated or weak, mainly keyed to the Nasdaq-100 with sector add-ons and volatility-based position sizing.
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 watches the Nasdaq-100 (QQQ) and a few sectors. After sharp dips (RSI low) and if the long-term trend is up, it buys 3x bull ETFs (mainly TQQQ). When things look too hot (RSI high) or trends weaken, it flips to 3x inverse (SQQQ or SOXS) or cash. It blends several similar “bots” and sizes them by recent volatility to smooth the ride.
A rules-based, high-octane swing strategy that rides 3x bull ETFs after dips and switches to 3x inverse or cash when the market looks overheated or weak, mainly keyed to the Nasdaq-100 with sector add-ons and volatility-based position sizing.
Out-of-sample edge: ~113% annualized return vs ~24% for the S&P, Calmar ~5.94 and Sharpe ~1.67, plus volatility-weighted risk sizing and drawdown controls to seek big tech-led gains with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, momentum and mean reversion, risk-on/risk-off, sector rotation, tactical allocation, trend following, volatility weighting | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 113.50% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 19.43% | ||
| Return, trailing 1 month (out-of-sample) | 10.37% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -5.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.94 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.09% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.67 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 54.93% |
Composer Technologies · Composer
Composer Technologies · Composer
