Composer · investment strategy
by Composer Technologies · via Composer
Daily system that swings between: +3x Nasdaq (TQQQ) when many signals are bullish, cash‑like T‑Bills (BIL) when signals are mixed or overheated, and −1x Nasdaq (PSQ) when signals are bearish. Concentrated, high‑volatility, tech‑led exposure.
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 picks one of three funds each day: TQQQ (triple‑strength bet on the Nasdaq‑100 going up), PSQ (bet on it going down), or BIL (cash‑like T‑Bills). A set of quick “votes” checks trend and strength: RSI (a 0–100 score of how hot/cold recent moves are), moving averages (200‑day/20‑day trend), and matchups like Tech vs Utilities or Bonds vs “short Nasdaq.” Bullish votes → TQQQ, bearish → PSQ, mixed/overheated → BIL.
Daily system that swings between: +3x Nasdaq (TQQQ) when many signals are bullish, cash‑like T‑Bills (BIL) when signals are mixed or overheated, and −1x Nasdaq (PSQ) when signals are bearish. Concentrated, high‑volatility, tech‑led exposure.
An adaptive 3-fund system (TQQQ, PSQ, BIL) that seeks Nasdaq upside while hedging risk. Out-of-sample: ~17.6% annualized return, Calmar 1.48, beta ~0.51, with lower market correlation and disciplined drawdown management vs. the S&P 500.
-1x to 3x Nasdaq | Leverage by votes. Only 3 tickers: TQQQ, BIL, and PSQ
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, market timing, momentum, nasdaq-100, risk management, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.59% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.98% | ||
| Return, trailing 1 month (out-of-sample) | -2.17% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 1.64% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.48 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.85% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.24% |
Composer Technologies · Composer
Composer Technologies · Composer
