Composer · investment strategy
by Composer Technologies · via Composer
Short innovation via SARK when Nasdaq looks “very hot” (10‑day RSI of QQQ or TQQQ > 80); otherwise sit in T‑Bills (BIL). Daily rebalanced, contrarian, mean‑reversion tilt.
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.
Each day the strategy checks a 10‑day “heat gauge” (RSI, 0–100) on two Nasdaq funds: QQQ (regular) and TQQQ (3× leveraged). Above 80 = very hot/overbought.<br>If either is >80, buy SARK (moves opposite ARKK, which owns speculative innovation stocks).<br>If not, hold BIL (T‑Bills). Rebalance daily.
Short innovation via SARK when Nasdaq looks “very hot” (10‑day RSI of QQQ or TQQQ > 80); otherwise sit in T‑Bills (BIL). Daily rebalanced, contrarian, mean‑reversion tilt.
Out-of-sample, this tactical contrarian strategy targets ~27% annualized return with ~2.36% max drawdown and Sharpe ~2.93, vs S&P ~16% return and ~4.50% drawdown; negative beta and Calmar ~11.43 signal superior risk-adjusted performance.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash/t‑bills, daily rebalance, inverse etf, mean-reversion, nasdaq/tech timing, tactical | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.02% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.90% | ||
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.95% |
| Calmar ratio, out-of-sample period (out-of-sample) | 11.43 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.36% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.93 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 8.35% |
Composer Technologies · Composer
Composer Technologies · Composer
