Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based tech‑tilted strategy that rides QQQ/TQQQ in uptrends, flips briefly to a volatility hedge when things get too “hot,” and in weak markets either buys the dip or rotates to inverse QQQ or bonds based on recent strength.
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 splits your money into 3 parts: an unleveraged sleeve (QQQ), a leveraged sleeve (TQQQ), and a “HolyGrail” sleeve.<br>Each day it checks trend and heat/cold levels using simple rules. If the Nasdaq trend is up, it holds QQQ/TQQQ—unless things look extremely “hot,” then it briefly switches to UVXY (a volatility hedge).<br>If the trend is down, it either buys the dip (QQQ/TQQQ) when things look washed out, or moves to either inverse QQQ or bonds (it picks the one holding up best).
A daily, rules-based tech‑tilted strategy that rides QQQ/TQQQ in uptrends, flips briefly to a volatility hedge when things get too “hot,” and in weak markets either buys the dip or rotates to inverse QQQ or bonds based on recent strength.
Dynamic 3-sleeve, tech-led strategy capturing Nasdaq rallies with hedges and regime shifts. OOS return ~14.9% with Calmar ~0.55 and Sharpe ~0.53—adds diversification beyond the S&P 500, but can incur larger drawdowns in extreme markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, daily rebalance, inverse etfs, leveraged etfs, momentum, tactical allocation, tech-heavy, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.91% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.96% | ||
| Return, trailing 1 month (out-of-sample) | 10.92% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 6.15% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.55 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.27% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 50.80% |
Composer Technologies · Composer
Composer Technologies · Composer
