Composer · investment strategy
by Composer Technologies · via Composer
Daily toggles between QQQ (big tech) and GLD (gold) using SPY’s 200‑day trend and a short‑term RSI heat gauge. In uptrends it favors QQQ unless overheated; in downtrends it buys QQQ on deep dips, otherwise parks in gold.
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.
It switches daily between QQQ (Nasdaq‑100, big tech) and GLD (gold). SPY (S&P 500) sets the backdrop: if SPY is above its 200‑day average (long‑term uptrend), it holds QQQ unless QQQ or SPY looks “too hot” (10‑day RSI>79; RSI is a 0–100 heat gauge) → then GLD. If SPY is below its 200‑day, it buys QQQ on big dips (very low RSI). Otherwise it uses GLD when QQQ is under its 20‑day average or is “too hot”; else QQQ.
Daily toggles between QQQ (big tech) and GLD (gold) using SPY’s 200‑day trend and a short‑term RSI heat gauge. In uptrends it favors QQQ unless overheated; in downtrends it buys QQQ on deep dips, otherwise parks in gold.
Out-of-sample annualized return ~19.1% vs SPY ~17.3%, with Calmar ~1.61. A regime-switching QQQ/GLD approach stays in growth in uptrends and shifts to gold in risk, offering higher risk-adjusted gains with full invested exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equity vs gold, momentum (rsi), regime switching, tactical asset allocation, trend filter (200-day ma) | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.11% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 19.11% | ||
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 year (out-of-sample) | 19.11% | ||
| Return, trailing 3 months (out-of-sample) | 3.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.61 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.89% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 20.90% |
Composer Technologies · Composer
Composer Technologies · Composer
