Composer · investment strategy
by Composer Technologies · via Composer
Own QQQ most days; only when QQQ’s short‑term momentum gets extremely hot (RSI ≥ 80), switch 100% into PSQ, which rises when QQQ falls. Daily check, highly concentrated tech exposure, aims to fade overheated spikes.
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, it checks a short‑term “speedometer” (10‑day RSI) on QQQ, an ETF of big Nasdaq tech stocks. If the score is below 80, it owns QQQ. If the score hits 80 or higher (very hot), it flips to PSQ, an ETF that moves opposite QQQ, to bet on a pullback. 100% in one or the other.
Own QQQ most days; only when QQQ’s short‑term momentum gets extremely hot (RSI ≥ 80), switch 100% into PSQ, which rises when QQQ falls. Daily check, highly concentrated tech exposure, aims to fade overheated spikes.
Out-of-sample return: 21.21% vs S&P 18.44%. A rules-based, tech-heavy strategy that stays long QQQ and flips to PSQ at overheated rallies, aiming for higher upside with Calmar ~1.77—balanced by higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | concentrated equities, daily rebalancing, inverse etf, momentum/mean reversion, nasdaq-100, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.21% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 22.70% | ||
| Return, trailing 1 month (out-of-sample) | 4.99% | ||
| Return, trailing 1 year (out-of-sample) | 16.86% | ||
| Return, trailing 3 months (out-of-sample) | 3.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.77 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.96% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.51% |
Composer Technologies · Composer
Composer Technologies · Composer
