Composer · investment strategy
by Composer Technologies · via Composer
Daily switch based on SPY’s 10‑day momentum. If strong (RSI>60) hold QQQ; if moderate (RSI>55) hold Microsoft; otherwise hold Apple. Concentrated, tech‑heavy U.S. equity exposure.
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
SPY (tracks the S&P 500) is used as a market thermometer. Each day it checks SPY’s 10‑day RSI—a 0–100 score of recent up vs down days. If RSI > 60, hold QQQ (tracks the tech‑heavy Nasdaq‑100). Else if >55, hold MSFT (Microsoft). Otherwise hold AAPL (Apple). 100% in one holding; re-check daily.
Daily switch based on SPY’s 10‑day momentum. If strong (RSI>60) hold QQQ; if moderate (RSI>55) hold Microsoft; otherwise hold Apple. Concentrated, tech‑heavy U.S. equity exposure.
Dynamic RSI-driven rotation among QQQ, MSFT, and AAPL aims to capture tech leadership with an out-of-sample annualized return ~20.4% and Calmar ~1.02, delivering competitive risk-adjusted performance versus SPY. Note higher drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, momentum, rsi, tactical rotation, tech-heavy, us equities | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 27.18% | ||
| Return, trailing 1 month (out-of-sample) | 8.47% | ||
| Return, trailing 1 year (out-of-sample) | 10.45% | ||
| Return, trailing 3 months (out-of-sample) | 6.61% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.10% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 22.89% |
Composer Technologies · Composer
Composer Technologies · Composer
