Composer · investment strategy
by Composer Technologies · via Composer
Rule-based switch using QQQ signals: buy TQQQ on sharp dips, buy UVXY when markets are overheated, ride uptrends with TQQQ+gold, and shift to gold+bonds when trend is weak. Daily rebalanced; uses leveraged ETFs and volatility exposure (high risk).
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.
Every day it reads QQQ (Nasdaq‑100). RSI is a gauge of how quickly price has been rising/falling; the 200‑day average is a long‑term trend line.<br>- If QQQ’s 14‑day RSI < 30 (sharp sell‑off): buy TQQQ (3x Nasdaq).<br>- Else if RSI > 80 (very hot): buy UVXY (VIX futures; rises when stocks drop).<br>- Else if QQQ > 200‑day avg: split TQQQ and GLD (gold).<br>- Otherwise: split GLD and IEF (7–10Y Treasuries). Rebalanced daily.
Rule-based switch using QQQ signals: buy TQQQ on sharp dips, buy UVXY when markets are overheated, ride uptrends with TQQQ+gold, and shift to gold+bonds when trend is weak. Daily rebalanced; uses leveraged ETFs and volatility exposure (high risk).
Out-of-sample edge: ~27.7% annualized vs ~22.8% SPY, Calmar ~1.85. A regime-switch, leverage strategy seeking higher upside in volatility; accepts ~15% max drawdown for stronger long-run growth.
oversold->TQQQ, overheated->UVXY, momentum->TQQQ/GLD, else->GLD
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical asset allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.66% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.54% | ||
| Return, trailing 1 month (out-of-sample) | 4.38% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.85 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.96% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 34.17% |
Composer Technologies · Composer
Composer Technologies · Composer
