Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based switch between a Nasdaq offense and a bond/USD safety playbook. Uses trend and “hot/cold” signals to hold 3× Nasdaq (TQQQ), short it (SQQQ), or park in T‑Bills; also rides bond moves via TMF/TMV. High risk from leverage.
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 Macro signals 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 it asks: are mid‑term Treasuries IEI (3–7yr) beating T‑Bills BIL? If yes, tech playbook: when credit is strong (ANGL/HYG high‑yield) go TQQQ (3× Nasdaq); else use trend/“hot vs cold” checks to hold TQQQ, flip to SQQQ (–3×), or sit in BIL. If no, it “surfs” rates with TMF/TMV (±3× long Treas.), paired with USDU (USD up)/GLD (gold)/BTAL (anti‑beta). Sizes favor the calmer asset. RSI = hot/cold; moving average = trend.
Daily, rules‑based switch between a Nasdaq offense and a bond/USD safety playbook. Uses trend and “hot/cold” signals to hold 3× Nasdaq (TQQQ), short it (SQQQ), or park in T‑Bills; also rides bond moves via TMF/TMV. High risk from leverage.
Regime-aware, rules-based mix of leveraged Nasdaq exposure, Treasuries, and hedges. Out-of-sample: 13.7% annualized return with 25.4% max drawdown and Calmar ~0.54. Delivers diversification and risk control that complements the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, macro regime switch, nasdaq 100, risk-on/risk-off, tactical allocation, treasuries, trend-following, usd/gold hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.67% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.99% | ||
| Return, trailing 1 month (out-of-sample) | 8.50% | ||
| Return, trailing 1 year (out-of-sample) | 14.52% | ||
| Return, trailing 3 months (out-of-sample) | 20.03% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.54 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.37% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.52 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 36.52% |
Composer Technologies · Composer
Composer Technologies · Composer
