Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based risk-on/risk-off system: buy TQQQ (3x Nasdaq) when momentum leadership looks healthy, flip to SH (short S&P 500) on warning signals, otherwise sit in BIL (T-bills). Built from 50 ranked signals.
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 Aggressive risk 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.
It ranks 50 simple signals by risk-adjusted results, then checks them daily in that order. Signals compare recent strength (RSI = how fast something’s been rising vs falling) of SPY/VTI (U.S. stocks) and RETL (retail), plus tech/biotech/China vs bonds (TMF). If risk-on, it buys TQQQ (3x Nasdaq). If warnings show, it shorts stocks via SH. If nothing is clear, it holds BIL (T-bills).
A daily, rules-based risk-on/risk-off system: buy TQQQ (3x Nasdaq) when momentum leadership looks healthy, flip to SH (short S&P 500) on warning signals, otherwise sit in BIL (T-bills). Built from 50 ranked signals.
Out-of-sample, this strategy delivers superior risk-adjusted and upside potential: oos Sharpe 2.49 vs SPY 1.80, oos annualized return 47.25% vs ~18%, oos drawdown 2.04% vs 2.47%, Calmar 23.19—driven by disciplined daily risk-on/risk-off decisions.
Composer Atlas Signal Miner built this strategy. Branches are ordered by the calmar ratio each signal scored standalone, holding cash when a signal is off.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged etfs, momentum, relative strength, risk-on/risk-off, tactical allocation, trend following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.36% | ||
| Return, trailing 1 month (out-of-sample) | 4.35% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 23.19 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.04% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.49 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 16.52% |
Composer Technologies · Composer
Composer Technologies · Composer
