Composer · investment strategy
by Composer Technologies · via Composer
Uses QQQ’s short‑term “hot/cold” reading to switch: too hot—hide in bonds; too cold—buy the dip with 2x QQQ; otherwise—hold defensive sectors and long Treasuries equally.
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.
Daily it checks a 10‑day “hot/cold” score (RSI) on QQQ, a fund tracking big tech in the Nasdaq‑100. RSI compares recent up vs down days. If very hot (>75), it moves 100% to a bond fund (VBF). If very cold (<30), it goes 100% into a 2x QQQ fund (QLD). Otherwise it splits equally into defensive stocks (XLP staples, XLU utilities, XLV health care) and long‑term Treasuries (TLT).
Uses QQQ’s short‑term “hot/cold” reading to switch: too hot—hide in bonds; too cold—buy the dip with 2x QQQ; otherwise—hold defensive sectors and long Treasuries equally.
This RSI-driven strategy moves between bonds, 2x QQQ, and defensives, delivering higher out-of-sample return (25.4% vs 19.7%), stronger risk-adjusted returns (Sharpe ~1.57 vs ~1.45), and lower drawdown (8.46% vs 8.89%) vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, defensive sectors, leveraged etf, risk-on/risk-off, rsi timing, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.40% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 19.03% | ||
| Return, trailing 1 month (out-of-sample) | -0.75% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.68% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.00 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.46% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.57 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.21% |
Composer Technologies · Composer
Composer Technologies · Composer
