Composer · investment strategy
by Composer Technologies · via Composer
Buys 2× bull QLD when QQQ is oversold, buys 2× inverse QID when QQQ is overbought; otherwise holds the more beaten‑down defensive choice between consumer‑staples (XLP) and bonds (VBF). A simple RSI‑driven, mean‑reversion rotation.
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.
It watches QQQ’s recent momentum using a 0–100 gauge (RSI). If QQQ looks very beaten‑down (RSI ≤ 30), it buys QLD, a fund that aims to rise about 2× QQQ. If QQQ looks very hot (RSI ≥ 80), it buys QID, a fund that moves about 2× opposite QQQ. Otherwise, it plays defense: it holds whichever looks more beaten‑down between XLP (consumer‑staples stocks) or VBF (an investment‑grade bond fund). Trades only when signals change.
Buys 2× bull QLD when QQQ is oversold, buys 2× inverse QID when QQQ is overbought; otherwise holds the more beaten‑down defensive choice between consumer‑staples (XLP) and bonds (VBF). A simple RSI‑driven, mean‑reversion rotation.
RSI-driven tactical rotation: 100% into QLD on dips, QID on rallies, else XLP or VBF (more oversold). Out-of-sample: Calmar ~1.08; Sharpe ~0.71. Delivers risk-adjusted diversification and a different return path from a pure S&P bet.
Simple over bought short, oversold long, else safety. V0.0 1999 OmMmeWyyAu0IRN2yOP6k V0.1 2007 kiDeuru1YyelQwScxY3w V0.2 2010 ypiH4gUExgUl2DVUOIDE V0.3 2011 lTlcbW9weIiYvck3qK1j
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, consumer staples, defensive rotation, leveraged etfs, mean reversion, nasdaq-100, rsi, tactical rotation | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.38% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.53% | ||
| Return, trailing 1 month (out-of-sample) | 0.92% | ||
| Return, trailing 1 year (out-of-sample) | 10.32% | ||
| Return, trailing 3 months (out-of-sample) | 5.03% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.23% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 25.92% |
Composer Technologies · Composer
Composer Technologies · Composer
