Composer · investment strategy
by Composer Technologies · via Composer
Buys QQQ or SPY only after sharp drops; when markets are overheated, it parks in one defensive asset (utilities, staples, or a bond fund), always picking the one that’s been hit most recently. Single holding, checked daily.
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 the strategy checks a 10‑day “hot/cold” score (RSI).<br>1) If big‑tech stocks (QQQ) are very cold (<31), buy QQQ.<br>2) Else if the broad market (SPY) is very cold, buy SPY.<br>3) Else if either is very hot (>79), switch to the most beaten‑down “safe” pick: utilities (XLU), consumer staples (XLP), or bond funds (CEFs: BKT, NAN, MMU, PMM, EVN, VBF).<br>4) Otherwise hold the most beaten‑down bond fund.
Buys QQQ or SPY only after sharp drops; when markets are overheated, it parks in one defensive asset (utilities, staples, or a bond fund), always picking the one that’s been hit most recently. Single holding, checked daily.
Out-of-sample edge: 21.0% annualized return vs 18.35% for the S&P 500, Sharpe ~1.59 vs 1.37, Calmar 2.42, and ~8.68% max drawdown with lower volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond cefs, daily rebalanced, defensive sectors, mean reversion, rsi, single-position, tactical rotation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.02% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.08% | ||
| Return, trailing 1 month (out-of-sample) | 0.16% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -0.98% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.42 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.68% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.59 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 12.58% |
Composer Technologies · Composer
Composer Technologies · Composer
