Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based switches using QQQ’s short-term “heat” (RSI) to rotate between cash-like T‑bills (BIL), leveraged Nasdaq (QLD), or a defensive mix of staples, utilities, health care, and long Treasuries (TLT).
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 Capital preservation 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 short-term “heat” score (RSI, 0–100 from recent up vs down days) of QQQ, the tech‑heavy Nasdaq‑100. If very hot (>79), it parks in BIL (1–3 mo T‑bills). If very cold (<30), it buys QLD (2× Nasdaq‑100). Otherwise it splits evenly among XLP (staples), XLU (utilities), XLV (health care), and TLT (long US Treasuries). Goal: defensive when frothy, aggressive after sell‑offs, steady in between.
Daily, rules-based switches using QQQ’s short-term “heat” (RSI) to rotate between cash-like T‑bills (BIL), leveraged Nasdaq (QLD), or a defensive mix of staples, utilities, health care, and long Treasuries (TLT).
OOS annualized return 21.39% vs 19.09%; Sharpe 1.53 vs 1.47; Calmar 2.53; max drawdown 8.46% vs 8.89%. A rules-based RSI-driven strategy switching between BIL, QLD, and defensives for higher returns with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, defensive sectors, leveraged etf, momentum trigger, risk-on/risk-off, t-bills, tactical allocation, treasuries | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.08% | ||
| Return, trailing 1 month (out-of-sample) | -0.75% | ||
| Return, trailing 1 year (out-of-sample) | 21.70% | ||
| Return, trailing 3 months (out-of-sample) | 5.68% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.53 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.46% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 13.24% |
Composer Technologies · Composer
Composer Technologies · Composer
