Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily strategy that rotates among: PFF for safety/income, QQQ to buy short-term dips, or a hedge (PSQ + gold) when QQQ isn’t weak. It uses very fast trend/strength checks based on recent prices.
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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, it picks one stance:<br>- If PFF (preferred‑stock fund) is above its 4‑day average, hold PFF.<br>- Else check QQQ (big‑tech Nasdaq‑100): a 2‑day “heat check” called RSI (higher = not very weak) and whether QQQ is above SPY’s (S&P 500) 4‑day average. If both pass, split between PSQ (inverse QQQ) and GLD (gold). If not, hold QQQ.
Rules-based, daily strategy that rotates among: PFF for safety/income, QQQ to buy short-term dips, or a hedge (PSQ + gold) when QQQ isn’t weak. It uses very fast trend/strength checks based on recent prices.
Dynamic, rules-based rotation among PFF (safety), QQQ (growth), and PSQ+GLD hedge. Out-of-sample: ~1.9% annualized return, ~4.5% max drawdown, Calmar ~0.41—providing risk control and diversification beyond the S&P’s swings.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, gold (gld), hedged equity, momentum & mean‑reversion, preferreds (pff), qqq/psq, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 1.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 0.40% | ||
| Return, trailing 1 month (out-of-sample) | -0.55% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.52% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.22 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.88% |
Collective2
Composer Technologies · Composer
