Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily‑rebalanced mix that rides tech uptrends (TQQQ/big‑tech), hedges or flips when moves overheat or break (SQQQ/QID, TLT, UVXY), buys S&P dips in select stocks, and uses oil vs short‑term Treasuries as a diversifier.
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‑rebalanced, 3‑part plan: 1) S&P sleeve (20%): If trend up (price > 200‑day avg), buy 8 most oversold stocks from a vetted list; else hold 6 defensive names. Oversold uses RSI, a 0–100 speed/mood meter (low=cold). 2) Nasdaq sleeves (50%): In uptrends hold TQQQ or a mix with big tech; if overheated (high RSI or big spike) or turning down, switch to SQQQ/QID (inverse), Treasuries (TLT) or UVXY. 3) Hedge (30%): Own oil (DBO) when 1‑month return > 0; else SHY/BSV.
A rules‑based, daily‑rebalanced mix that rides tech uptrends (TQQQ/big‑tech), hedges or flips when moves overheat or break (SQQQ/QID, TLT, UVXY), buys S&P dips in select stocks, and uses oil vs short‑term Treasuries as a diversifier.
Targets higher out-of-sample returns (~23.5%/yr) with solid risk-adjusted metrics (Calmar ≈2.0, Sharpe ≈1.17) and modest market beta (~0.67) vs S&P. Diversified trend/mean-reversion hedges aim for tech upside with controlled downside.
Hybrid of Claude Constantini's "SPY Minimum Drawdown, DerekNieslen's "TQQQ for the Long Run" & Garen Phillips "A Better Buy the Dip Nasdaq"
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, hedged, leveraged etfs, multi-asset, nasdaq focus, tactical asset allocation, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.46% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 9.18% | ||
| Return, trailing 1 month (out-of-sample) | 2.62% | ||
| Return, trailing 1 year (out-of-sample) | 75.20% | ||
| Return, trailing 3 months (out-of-sample) | 16.93% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.98 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.87% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.78% |
Composer Technologies · Composer
Composer Technologies · Composer
