Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based trend strategy. Rides tech uptrends with 2x Nasdaq (QLD), shifts to a defensive long/short fund (BTAL) when overheated or choppy, and flips short (-2x Nasdaq, QID) in downturns. Daily checks use RSI and moving averages with small bond/commodity overlays.
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.
Daily rules check trend and “heat” readings to decide where to sit.<br>- RSI: 0–100 heat gauge. High = overheated, low = washed out.<br>- Moving averages: up/down trend lines.<br>If trend is up and not overheated, it owns QLD (2x Nasdaq 100, heavy tech). If things look too hot or choppy, it parks in BTAL (a defensive long/short that holds up when growth stumbles). If trend breaks, it switches to QID (-2x Nasdaq). Small sleeves use bonds, gold, commodities, and the dollar to smooth the ride.
Aggressive, rules-based trend strategy. Rides tech uptrends with 2x Nasdaq (QLD), shifts to a defensive long/short fund (BTAL) when overheated or choppy, and flips short (-2x Nasdaq, QID) in downturns. Daily checks use RSI and moving averages with small bond/commodity overlays.
Out-of-sample return ~20.6% vs SPY ~19.8%, lower beta ~0.44, drawdown ~8.5%, Calmar 2.42 and Sharpe ~1.28. A risk-managed, trend-following strategy that captures tech upside while controlling downside versus the S&P 500.
Modification of "Jason's Overcompensating Safety Checks for TQQQs." Ditched the 'stability' block because there is no "stability" in the overall symph, so just embrace the chaos. Also simplified the chaos branch a bit to extend the backtest back to 2011 for a mild hit to AR and a decent improvement to DD. Finally, since OCFR is itself somewhat of a bull/bear check, I replaced BIL in the tail of the chaos branch with the same Holy Grail logic used everywhere else. End result is actually both higher AR (223->259) and lower Max DD (34->32) than the original.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, long/short, momentum, risk management, tactical allocation, trend-following, volatility-aware | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.58% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 13.88% | ||
| Return, trailing 1 month (out-of-sample) | -1.48% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -0.57% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.42 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.51% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.68% |
Composer Technologies · Composer
Composer Technologies · Composer
