Composer · investment strategy
by Composer Technologies · via Composer
All-in switcher among SPY (S&P 500), GLD (gold), QLD (2x Nasdaq-100), or UVXY (volatility). Uses QQQ’s short-term extremes to bet on rebounds or pullbacks; otherwise holds SPY when trending up and shifts to gold when stocks trend down.
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.
“If below both, hold GLD (gold).”
“If it’s extremely hot (>79), buy UVXY”
“buy QLD (a 2x version of QQQ)”
“if SPY is above its 200- or 30-day average, hold SPY (S&P 500)”
“If it’s extremely cold (<31), buy QLD (a 2x version of QQQ) for a rebound”
“It always puts 100% in one fund.”
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.
5 missing
The text the rules are quoted from, with where it came from.
It always puts 100% in one fund.<br>- Check QQQ’s last 10 days of price speed (RSI: high=hot, low=cold). If it’s extremely hot (>79), buy UVXY (a fund that jumps when stocks suddenly fall).<br>- If it’s extremely cold (<31), buy QLD (a 2x version of QQQ) for a rebound.<br>- Otherwise, if SPY is above its 200- or 30-day average, hold SPY (S&P 500). If below both, hold GLD (gold).
All-in switcher among SPY (S&P 500), GLD (gold), QLD (2x Nasdaq-100), or UVXY (volatility). Uses QQQ’s short-term extremes to bet on rebounds or pullbacks; otherwise holds SPY when trending up and shifts to gold when stocks trend down.
All-in, rules-based regime-switching strategy aiming to capture rebounds and hedge spikes with UVXY/QLD and gold. Out-of-sample: 18.55% annualized return, 1.06 Sharpe, 14.48% max drawdown, Calmar 1.28. Simple, transparent, and diversified vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | gold defense, leveraged etfs, momentum/mean-reversion, tactical switching, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.55% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.47% | ||
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 year (out-of-sample) | 9.82% | ||
| Return, trailing 3 months (out-of-sample) | 8.78% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.28 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.48% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.59% |
Composer Technologies · Composer
Composer Technologies · Composer
