Composer · investment strategy
by Composer Technologies · via Composer
Daily, all‑in strategy that mainly holds QQQ, buys dips, and briefly flips to SH when markets look overheated or fearful, using RSI, a 200‑day trend filter, and volatility cues to time risk‑on vs risk‑off.
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.
“hedges into SH (inverse S&P 500)”
“Daily, all‑in strategy that mainly holds QQQ”
“A 200‑day average marks uptrend/downtrend.”
“hedges into SH (inverse S&P 500) when many areas look overheated”
“It buys dips when short‑term “heat” gauges say markets are washed out”
“UVXY (fear gauge) and TQQQ’s short‑term trend decide risk‑on (QQQ) vs risk‑off (SH)”
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
5 missing
The text the rules are quoted from, with where it came from.
It’s mostly in QQQ (big tech). It buys dips when short‑term “heat” gauges say markets are washed out, and hedges into SH (inverse S&P 500) when many areas look overheated. A 200‑day average marks uptrend/downtrend. UVXY (fear gauge) and TQQQ’s short‑term trend decide risk‑on (QQQ) vs risk‑off (SH). RSI is a 0–100 heat meter: low=oversold, high=overbought.
Daily, all‑in strategy that mainly holds QQQ, buys dips, and briefly flips to SH when markets look overheated or fearful, using RSI, a 200‑day trend filter, and volatility cues to time risk‑on vs risk‑off.
Tech-heavy, rules-based strategy that buys dips and hedges risk. Out-of-sample return ~11.31% vs S&P 11.71%; solid risk-adjusted profile with Calmar ~1.27 and disciplined volatility signals for turbulent markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | inverse hedge, momentum & mean reversion, tactical allocation, tech-heavy tilt, trend following, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.31% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.55% | ||
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 3.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.27 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.89% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.24% |
Composer Technologies · Composer
Composer Technologies · Composer
