Composer · investment strategy
by Composer Technologies · via Composer
Contrarian, daily-tactical: buy 3× Nasdaq (TQQQ) when QQQ looks oversold; otherwise sit in a defensive asset (consumer staples or bonds) that’s currently most oversold. Very high risk when in TQQQ; frequent trading.
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.
Each day it checks a “recent weakness” score (RSI, 0–100) on QQQ, an index fund of big tech-focused Nasdaq-100. If that 30‑day score is below 40 (QQQ has been weak), it buys TQQQ, a 3× version of QQQ, aiming for a rebound.<br>Otherwise it holds a defensive fund: either XLP (everyday‑goods companies) or VBF (investment‑grade bonds), picking the one that looks more beaten‑down over the last 10 days (lower RSI). Rebalanced daily.
Contrarian, daily-tactical: buy 3× Nasdaq (TQQQ) when QQQ looks oversold; otherwise sit in a defensive asset (consumer staples or bonds) that’s currently most oversold. Very high risk when in TQQQ; frequent trading.
Dynamic contrarian strategy offers a different path from the S&P 500: 3x QQQ when oversold, then rotates to beaten-down defensives. In 577 days of out-of-sample testing it delivered ~18.8% annualized return with Calmar ~0.83, balancing upside with risk control.
original - FyFLik62aXNQn9xwQGIu by zoop
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged tech, rsi mean reversion, sector/bond rotation, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.78% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.14% | ||
| Return, trailing 1 month (out-of-sample) | 0.92% | ||
| Return, trailing 1 year (out-of-sample) | 6.49% | ||
| Return, trailing 3 months (out-of-sample) | -0.80% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.83 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.66% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 35.05% |
Composer Technologies · Composer
Composer Technologies · Composer
