Composer · investment strategy
by Composer Technologies · via Composer
Daily, trend-filtered rotation: holds Nasdaq-100 at 1x/2x/3x when conditions are normal, flips into VIXY/UVXY when tech looks overheated, and parks in SHY if the broad market trend turns down.
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.
1) Trend check: if SPY is above its 200‑day average, take risk; else hold SHY (short‑term Treasuries).<br>2) Risk‑on: if QQQ looks very “hot” (RSI10>80; RSI = 0–100 momentum score), switch into VIXY/UVXY (funds that usually jump when markets drop). Mix by VIXY’s RSI5: >85=30/70 UVXY/VIXY; 70–85=100% UVXY; 40–70=40/60; <40=100% VIXY.<br>3) Otherwise own QQQ/QLD/TQQQ (1x/2x/3x) picked by 30‑day volatility (lower vol → more leverage). Rebalanced daily.
Daily, trend-filtered rotation: holds Nasdaq-100 at 1x/2x/3x when conditions are normal, flips into VIXY/UVXY when tech looks overheated, and parks in SHY if the broad market trend turns down.
Dynamic Nasdaq tilt with trend guards and daily rebalancing; hedges via VIXY/UVXY and SHY in downturns. Out-of-sample Sharpe ~0.55, Calmar ~0.53—aims for better risk-adjusted, diversified resilience vs. the S&P 500.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged rotation, long volatility, nasdaq-100 focus, risk-on/risk-off, trend filter, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.50% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 15.92% | ||
| Return, trailing 1 month (out-of-sample) | 14.75% | ||
| Return, trailing 1 year (out-of-sample) | -3.05% | ||
| Return, trailing 3 months (out-of-sample) | 13.40% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.38% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.55 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 33.50% |
Composer Technologies · Composer
Composer Technologies · Composer
