Composer · investment strategy
by Composer Technologies · via Composer
Rules-based swing strategy: rides Nasdaq uptrends with TQQQ, but when readings get red‑hot it shifts to S&P 500 or long‑volatility; in downtrends it buys oversold bounces or rotates into Treasuries or short Nasdaq 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.
1) Trend filter: If TQQQ (3x Nasdaq) is above its 200‑day average it’s “risk‑on”; else “risk‑off”. RSI (a 0–100 “heat gauge” of recent up/down days) guides entries.<br>Risk‑on: If QQQ’s RSI is extremely hot, rotate to UVIX/UVXY (long volatility) or VOO (plain S&P 500). If not, hold TQQQ.<br>Risk‑off: Buy oversold bounces via TECL/UPRO when RSI < ~31. If no bounce, either TQQQ if short‑term recovers, or whichever is stronger of TLT (Treasuries) or SQQQ (short Nasdaq).
Rules-based swing strategy: rides Nasdaq uptrends with TQQQ, but when readings get red‑hot it shifts to S&P 500 or long‑volatility; in downtrends it buys oversold bounces or rotates into Treasuries or short Nasdaq based on recent strength.
An adaptive, rules-based trend strategy designed to capture big upside with hedges. Out-of-sample, it delivered ~93% annualized return vs ~25% for the S&P 500, with Calmar ~2.95 and strong risk-adjusted results.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, rules-based, tactical allocation, treasuries, trend-following, u.s. equities, volatility trading | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 3.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 93.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.86% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 143.18% | ||
| Return, trailing 3 months (out-of-sample) | 13.05% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.95 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.59% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 67.74% |
Composer Technologies · Composer
Composer Technologies · Composer
