Composer · investment strategy
by Composer Technologies · via Composer
A daily, one‑ETF contrarian strategy. It jumps into 3x tech only when the Nasdaq‑100 is extremely oversold; otherwise it rotates among metals/steel, always buying the most beaten‑down choice by RSI.
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.
Each day: check QQQ’s 10‑day RSI (a gauge of recent losses vs gains; low = beaten down). If RSI < 30, buy the most oversold of TQQQ (3x Nasdaq‑100), TECL (3x tech), or SOXL (3x semis). Otherwise, buy the most oversold of CPER (copper), GLD (gold), SLV (silver), PALL (palladium), PPLT (platinum), or SLX (steel stocks). Invest 100%; reevaluate daily.
A daily, one‑ETF contrarian strategy. It jumps into 3x tech only when the Nasdaq‑100 is extremely oversold; otherwise it rotates among metals/steel, always buying the most beaten‑down choice by RSI.
Out-of-sample, this daily contrarian ETF strategy beats SPY on risk-adjusted terms: Sharpe 1.42 vs 0.66, Calmar 8.9, ~49% annualized return. RSI-driven regime switching—oversold Nasdaq tech to metals/steel—for durable upside.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | contrarian, daily rebalance, high risk, leveraged tech, metals & mining, rsi-based, sector rotation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.80% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.19% | ||
| Return, trailing 1 month (out-of-sample) | -2.10% | ||
| Return, trailing 1 year (out-of-sample) | 174.06% | ||
| Return, trailing 3 months (out-of-sample) | 23.45% |
| Calmar ratio, out-of-sample period (out-of-sample) | 8.91 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.48% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 32.13% |
Composer Technologies · Composer
Composer Technologies · Composer
