Composer · investment strategy
by Composer Technologies · via Composer
Daily trend strategy: own QQQ when the market is healthy or QQQ is strong; otherwise own PSQ (short QQQ) or SHY (short‑term Treasuries), whichever shows stronger recent momentum (10‑day RSI).
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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:<br>1) If SPY (S&P 500 ETF) is above its 200‑day average price, own QQQ (Nasdaq‑100, heavy in big tech).<br>2) If not, but QQQ is above its 20‑day average, still own QQQ.<br>3) Otherwise, pick PSQ (moves opposite QQQ) or SHY (1‑3 yr US Treasuries) by which has the higher 10‑day RSI. RSI is a 0–100 score of recent up vs down days; higher = stronger trend.<br>Always 100% in one ETF; checked daily.
Daily trend strategy: own QQQ when the market is healthy or QQQ is strong; otherwise own PSQ (short QQQ) or SHY (short‑term Treasuries), whichever shows stronger recent momentum (10‑day RSI).
Low-beta, rules-based rotation among QQQ/PSQ/SHY provides diversification. In 593 days out-of-sample, it delivers solid risk-adjusted returns (Calmar ~0.83, Sharpe ~0.88) with ~17.35% annualized vs SPY ~19.54%.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | etfs, inverse etf, momentum, nasdaq-100 focus, risk-on/risk-off, tactical rotation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.65% | ||
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 year (out-of-sample) | 21.20% | ||
| Return, trailing 3 months (out-of-sample) | 3.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.83 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.95% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.62% |
Composer Technologies · Composer
Composer Technologies · Composer
