Composer · investment strategy
by Composer Technologies · via Composer
Buys short‑term dips in TMF (leveraged Treasuries), ARQQ (quantum security), CRWV (verify), and SMR (nuclear tech) using a 2‑day RSI. Splits money toward calmer names and rebalances daily to capture quick rebounds.
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.
Assets: TMF=3x long US Treasuries; ARQQ=quantum‑security stock; CRWV=verify ticker; SMR=nuclear‑tech stock.<br>Each day, score each with RSI(2)—a 0–100 gauge of last 2 days; low=oversold.<br>Buy the oversold ones. If several, split money giving more to the calmer (lower recent volatility).<br>Rebalance daily; trim/sell as they bounce.
Buys short‑term dips in TMF (leveraged Treasuries), ARQQ (quantum security), CRWV (verify), and SMR (nuclear tech) using a 2‑day RSI. Splits money toward calmer names and rebalances daily to capture quick rebounds.
A high-risk tactical sleeve aimed at diversifying SPY via rate/volatility moves. Out-of-sample results lag SPY and can suffer larger drawdowns, so use as a small satellite allocation for diversification, not a core equity bet.
Mean-reversion strategy that allocates across TMF, ARQQ, CRWV, and SMR based on RSI(2) oversold conditions. Uses inverse volatility weighting to automatically favor the most oversold assets while managing risk through daily rebalancing.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, high risk, inverse-vol weighting, leveraged etf, mean reversion, multi-asset, rsi(2), short-term, small-cap stocks | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 4.52% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 4.27% | ||
| Return, trailing 1 month (out-of-sample) | -6.75% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 17.17% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.12 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.55% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.36 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 60.16% |
Composer Technologies · Composer
Composer Technologies · Composer
