Composer · investment strategy
by Composer Technologies · via Composer
Daily, it prefers QQQ when the long‑term trend is up and recent gains are positive; otherwise it only buys QQQ when it’s very beaten down. If QQQ isn’t attractive, it rotates into the most beaten‑down defensive pick: XLP, XLU, or VBF.
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 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.
6 missing
The text the rules are quoted from, with where it came from.
Each day it looks at QQQ (Nasdaq‑100: big tech). If its 50‑day avg price is above the 200‑day and its last ~20‑day gain >1%, buy QQQ. Else, if QQQ is very oversold (RSI<30; a 0–100 recent‑heat score where low=beaten‑down), buy QQQ. Otherwise buy the most oversold defensive fund: XLP (consumer staples), XLU (utilities), or VBF (investment‑grade bonds). Rebalances daily.
Daily, it prefers QQQ when the long‑term trend is up and recent gains are positive; otherwise it only buys QQQ when it’s very beaten down. If QQQ isn’t attractive, it rotates into the most beaten‑down defensive pick: XLP, XLU, or VBF.
Rule-based strategy blends trend, momentum, and mean-reversion to target QQQ upside and rotate into oversold defensives. Out-of-sample: ~19% annualized return, ~11.9% max drawdown, Calmar 1.60, Sharpe 1.22. Diversified risk vs. the S&P.
Orginal - DBk5EUd0JgGKt7pI859s
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, daily rebalance, defensive sectors, mean reversion, risk-on/risk-off, tactical rotation, trend filter, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.04% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.81% | ||
| Return, trailing 1 month (out-of-sample) | 3.62% | ||
| Return, trailing 1 year (out-of-sample) | 11.25% | ||
| Return, trailing 3 months (out-of-sample) | -3.65% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.60 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.86% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.34% |
Composer Technologies · Composer
Composer Technologies · Composer
