Composer · investment strategy
by Composer Technologies · via Composer
A daily‑rebalanced bundle of very simple ETF rules: ride QQQ in healthy uptrends, shift to defensives, Treasuries, cash, or gold when trends weaken, and use small, short‑lived hedges (VIXY) or 2x QQQ (QLD) at extremes.
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 Leveraged ETFs 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 splits money across several simple rule sets and checks them daily. It owns QQQ (big tech) in uptrends, rotates to defensive sectors (XLP, XLU, XLV), Treasuries/cash (TLT/SHY/BIL), global stocks (VT) or gold (GLD) when weak. “RSI” is a 0–100 heat gauge: high = overheated, low = washed‑out. It also uses moving averages (e.g., 200‑day) to tell trend. At extremes it may briefly use QLD (2x QQQ), PSQ (short QQQ) or VIXY (volatility hedge).
A daily‑rebalanced bundle of very simple ETF rules: ride QQQ in healthy uptrends, shift to defensives, Treasuries, cash, or gold when trends weaken, and use small, short‑lived hedges (VIXY) or 2x QQQ (QLD) at extremes.
Out-of-sample edge: 6.8% max drawdown vs 8.9% S&P, 17.66% annual return, Calmar 2.60, Sharpe 1.52. A rules-based mix of tech exposure with defensive tilts, Treasuries, gold and selective hedges to protect downside and capture uptrends.
Compilation of low leverage strategies from IanL's "Simplest Strategies" post.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | etf rotation, low leverage, momentum and mean reversion, risk-on/risk-off, tactical asset allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.66% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.01% | ||
| Return, trailing 1 month (out-of-sample) | 1.00% | ||
| Return, trailing 1 year (out-of-sample) | 11.75% | ||
| Return, trailing 3 months (out-of-sample) | 2.83% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.60 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.80% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 11.15% |
Composer Technologies · Composer
Composer Technologies · Composer
