Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, tech‑tilted rotation. Rides strong uptrends with 3x bull ETFs (SOXL/TQQQ/SPXL), and shifts to inverse or Treasury funds when momentum fades or volatility spikes. Uses RSI/volatility/drawdown checks and threshold trading to reduce big drawdowns.
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 rides uptrends in tech using 3x bull funds: SOXL (semiconductors), TQQQ (Nasdaq‑100), SPXL (S&P 500), picking the best 2–3 over the past month.<br>If prices weaken or get jumpy, it may switch to: SOXS/SQQQ/SPXS (3x bear), TMF/TMV (Treasuries), or BIL (T‑Bills).<br>It uses RSI (a 0–100 gauge of recent buying vs selling), volatility, and drawdown tests, and trades only when prices move enough (a threshold) to cut whipsaws.
Rules-based, tech‑tilted rotation. Rides strong uptrends with 3x bull ETFs (SOXL/TQQQ/SPXL), and shifts to inverse or Treasury funds when momentum fades or volatility spikes. Uses RSI/volatility/drawdown checks and threshold trading to reduce big drawdowns.
Tech‑tilted, rules‑based rotation with risk guards and a negative beta hedge to the S&P 500. Out‑of‑sample Sharpe ~0.49; diversification potential for a core portfolio, but note higher drawdown in extreme crashes.
Modified original to reduce chance of being stuck in SOXS as often when it's on downward trend to reduce max drawdown. Changed trade setting from Daily to Threshold to reduce trade frequency.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond hedges, leveraged etfs, long/short, tactical momentum, tech-heavy, trend-following, volatility-managed | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 3.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 3.74% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 1.10% | ||
| Return, trailing 1 month (out-of-sample) | 17.39% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -9.82% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.09 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.76% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.49 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 93.36% |
Composer Technologies · Composer
Composer Technologies · Composer
