Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switch that uses QQQ’s trend and RSI to fade short-term spikes, buy deep dips with leveraged tech, or sit in safer choices (AGG, TLT, XLP) or a hedge (PSQ). It toggles between offense and defense based on simple market cues.
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 Leveraged ETFs 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 reads QQQ (Nasdaq‑100). If QQQ is above its 20‑day average, that’s an uptrend; otherwise a downtrend. RSI (0–100) gauges strength: >50 healthy, <30 oversold.<br>- Uptrend: fade big 10‑day spikes with PSQ (moves opposite QQQ); buy deep dips with TQQQ (3× QQQ); otherwise rotate into the stronger of AGG (broad bonds), XLP (consumer‑staples), or TLT (long Treasuries).<br>- Downtrend: buy oversold bounces with TECL (3× tech) or TQQQ after big drops; else pick AGG vs XLP if momentum is okay, or TLT vs PSQ if weak.
A daily, rules-based switch that uses QQQ’s trend and RSI to fade short-term spikes, buy deep dips with leveraged tech, or sit in safer choices (AGG, TLT, XLP) or a hedge (PSQ). It toggles between offense and defense based on simple market cues.
Out-of-sample return: ~36%/yr vs SPY ~19%; Calmar 2.55; Sharpe 1.11; beta 0.41. A disciplined, rules-based approach delivering higher upside with leveraged tech and defensive tilts, while staying less correlated to the market. Drawdowns can be larger in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, hedging, leveraged etfs, mean reversion, momentum, sector rotation, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.43% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.69% | ||
| Return, trailing 1 month (out-of-sample) | -0.60% | ||
| Return, trailing 1 year (out-of-sample) | 49.40% | ||
| Return, trailing 3 months (out-of-sample) | 17.59% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.55 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.27% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 32.57% |
Composer Technologies · Composer
Composer Technologies · Composer
