Composer · investment strategy
by Composer Technologies · via Composer
A daily switcher that ranks nine risk levels of a tech‑centric, rules-based strategy by recent “heat” (RSI) and buys the top two. Inside, it buys 3x tech on dips, hedges with VXX when markets look too hot, and flips between TQQQ, SQQQ, or T‑Bills.
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.
Every day it builds 9 versions of the same rules-based engine, each mixed with a different amount of T‑Bills (BIL) from 10% to 90%. It then picks the 2 with the strongest recent “heat” (14‑day RSI: a 0–100 up-vs-down score) and splits between them.<br>The core rules: buy 3x tech/semis on sharp dips, switch to VXX when stocks look too hot, and otherwise flip between 3x Nasdaq long (TQQQ), a −1x short (via 34% SQQQ + cash), pure −3x short (SQQQ), or T‑Bills if losses deepen.
A daily switcher that ranks nine risk levels of a tech‑centric, rules-based strategy by recent “heat” (RSI) and buys the top two. Inside, it buys 3x tech on dips, hedges with VXX when markets look too hot, and flips between TQQQ, SQQQ, or T‑Bills.
Out-of-sample performance offers resilience: oos max drawdown 3.6% vs 8.9% for SPY, Calmar 3.79 and Sharpe ~1.43. OOS return ~13.6% vs SPY's ~19.4%, but you gain strong downside protection and a smoother, risk-adjusted path to growth.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | high risk, leveraged etfs, market timing, mean reversion, momentum, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.56% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.96% | ||
| Return, trailing 1 month (out-of-sample) | -0.37% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.60% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.79 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.58% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.27% |
Composer Technologies · Composer
Composer Technologies · Composer
