Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical mix: ride Nasdaq‑100 uptrends with 2x QLD, buy sharp dips when QQQ is very oversold, and otherwise park in defensive assets (consumer staples or investment‑grade bonds). High potential and high risk due to leverage and fast switches.
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.
Each day it checks QQQ’s trend and “heat.” If QQQ’s 50‑day average price is above its 200‑day (uptrend) and its last 20‑day return is >1%, it buys QLD (a 2x version of QQQ, the Nasdaq‑100). If QQQ is very oversold (RSI<30, a 0–100 heat meter), it also buys QLD—even in downtrends. Otherwise it holds defense: whichever is more “washed‑out” by 10‑day RSI between XLP (consumer‑staples stocks) and VBF (investment‑grade bonds). Rebalanced daily. Other branches (SPY/SSO, TLT) are present but set to 0%.
A daily tactical mix: ride Nasdaq‑100 uptrends with 2x QLD, buy sharp dips when QQQ is very oversold, and otherwise park in defensive assets (consumer staples or investment‑grade bonds). High potential and high risk due to leverage and fast switches.
Out-of-sample, this Nasdaq‑leaning strategy blends trend-following, dip-buying and selective defensives, delivering meaningful risk-adjusted results (Calmar ~1.16) with lower beta (~0.79) than the S&P 500 and Nasdaq upside potential.
Orginal - DBk5EUd0JgGKt7pI859s (RR,DD,YYYY) (26,24,2010) Orginal (37,28,2010) Swapped XLP VBF for BIL, 3x (19,18,2003) Swapped XLP VBF for BIL, 1x (26,21,2003) Swapped XLP VBF for BIL, 2x Added return label for each group - YFR73m1v9Y21Qf6FFmCa ALL (26,24,2010) TQQQ (39,37,2010) SPXL (18,46,2010) TMF (11,44,2010) Swapped XLP VBF for BIL -DD +RR - S2fMy3N2EC9wOhOYfqFX ALL (37,28,2010) TQQQ (52,40,2010) SPXL (32,41,2010) TMF (21,44,2010) Swapped to 1x and XLP VBF for BIL - dhwLQGeHlIgJC1MG53P5 ALL (19,18,2003) QQQ (24,26,1999) SPY (17,31,1999) TMF (14,18,2003) Swapped to 2x and XLP VBF for BIL - h9MVNFTCqU9UkgnRGp4E ALL (26,21,2003) QLD (41,31,2006) SDO (20,21,2006) TMF (14,18,2003)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | defensive equities/bonds, leveraged etfs, mean reversion, nasdaq-100 focus, tactical rotation, trend following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.81% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 18.77% | ||
| Return, trailing 1 month (out-of-sample) | 2.12% | ||
| Return, trailing 1 year (out-of-sample) | 7.43% | ||
| Return, trailing 3 months (out-of-sample) | -3.30% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.95% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.39% |
Composer Technologies · Composer
Composer Technologies · Composer
