Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical model: fade overbought markets with a partial S&P 500 short, buy deep tech dips, and otherwise follow the long‑term trend, rotating between QQQ (growth) and defensive sectors (utilities/staples).
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 it checks a few simple signals.<br>- If short‑term “heat” is high (RSI) in staples (XLP), tech proxy (TQQQ), discretionary (XLY) or the S&P 500 (SPY), it puts 40% in SH (the inverse S&P 500) and leaves the rest in cash.<br>- Otherwise, if tech is very washed‑out (RSI low), it buys TQQQ (3x QQQ). If not, it follows the 200‑day trend: if the market is up, prefer QQQ; if not, hold XLU/XLP (defensive).<br>Tickers: SPY=S&P 500, SH=its inverse, QQQ=Nasdaq‑100, TQQQ=3x QQQ, DIA=Dow, XLU=Utilities, XLP=Staples, XLY=Discretionary. RSI is a 0–100 short‑term “heat” score; the 200‑day average is a long‑term trend line.
Daily tactical model: fade overbought markets with a partial S&P 500 short, buy deep tech dips, and otherwise follow the long‑term trend, rotating between QQQ (growth) and defensive sectors (utilities/staples).
Out-of-sample, this strategy offers a smoother, risk-adjusted ride: ~20.2% annualized vs S&P 22.4%, smaller drawdowns (8.08% vs 8.89%), Calmar ~2.50, and beta ~0.27—providing better risk control and diversification through tactical exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | equities, etfs, leveraged-etfs, market-timing, mean-reversion, sector-rotation, shorting, tactical-allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.20% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 14.30% | ||
| Return, trailing 1 month (out-of-sample) | -0.85% | ||
| Return, trailing 1 year (out-of-sample) | -93.83% | ||
| Return, trailing 3 months (out-of-sample) | 7.41% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.50 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.08% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 21.20% |
Composer Technologies · Composer
Composer Technologies · Composer
