Composer · investment strategy
by Composer Technologies · via Composer
Daily strategy that rides strong uptrends in 3x tech/S&P funds (SOXL, TQQQ, SPXL), shifts to Treasuries/gold/cash when signals weaken, and may use inverse 3x ETFs in fast drops. Built to chase upside while avoiding catastrophic 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.
Each day it checks two things: volatility (how bumpy) and momentum (recent X‑day return and a “hot‑vs‑cold” score called RSI; above ~50 = buyers). If trends are calm and up, it buys the recent winners among 3x stock funds: SOXL (chipmakers), TQQQ (Nasdaq‑100), SPXL (S&P 500). If things get choppy or fall, it shifts to TLT (US Treasuries), GLD (gold), and BIL (cash‑like). In sharp drops, it can briefly hold inverse 3x funds to cushion or profit.
Daily strategy that rides strong uptrends in 3x tech/S&P funds (SOXL, TQQQ, SPXL), shifts to Treasuries/gold/cash when signals weaken, and may use inverse 3x ETFs in fast drops. Built to chase upside while avoiding catastrophic drawdowns.
Dynamic, risk-managed growth: captures uptrends in 3x tech, shifts to Treasuries/gold/cash in choppiness, with occasional inverse hedges. OOS: 17.7% annualized vs SPY 26.4%; Sharpe ~0.56. Diversification and crash protection in volatile regimes.
A daily momentum/volatility-driven rotation system that tries to ride SOXL/TQQQ/SPXL during strong bull conditions, shifts into bonds/gold/cash during uncertainty, and even moves into inverse 3x ETFs during short-term crashes. It is built to aggressively capture upside while using multiple risk filters to avoid catastrophic drawdowns.(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crash hedge, daily tactical rotation, inverse etfs, leveraged etfs, momentum, risk-managed growth, volatility filters | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 10.34% | ||
| Return, trailing 1 month (out-of-sample) | 1.32% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -31.69% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.94% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.56 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 55.09% |
Composer Technologies · Composer
Composer Technologies · Composer
