Composer · investment strategy
by Composer Technologies · via Composer
A one-position, rules-based switch among SPY, SSO, QLD, UVXY, and GLD. It reacts to QQQ’s short-term extremes and follows SPY’s longer/shorter-term trends, aiming to profit from rebounds or volatility spikes and to hide in gold when stocks look weak.
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.
Owns one ETF at a time, chosen by two signals.<br>1) QQQ short-term extremes via 10-day RSI (0–100 “stretched” gauge): if RSI>79 buy UVXY (2x VIX) to benefit from a pullback; if RSI<31 buy QLD (2x QQQ) for a rebound.<br>2) Otherwise use SPY trend: if price>200-day avg hold SPY; else if >30-day hold SSO (2x S&P); else hold GLD (gold).
A one-position, rules-based switch among SPY, SSO, QLD, UVXY, and GLD. It reacts to QQQ’s short-term extremes and follows SPY’s longer/shorter-term trends, aiming to profit from rebounds or volatility spikes and to hide in gold when stocks look weak.
Smart SPY rotates to volatility spikes, rebounds, and hedges with a simple rule. Out-of-sample Calmar ~1.33 and Sharpe ~1.10 signal solid risk-adjusted performance, plus gold hedges to diversify and protect against SPY drift.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | gold hedge, leveraged etfs, moving-average trend, rsi extremes, tactical rotation, volatility | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.28% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.94% | ||
| 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) | 1.33 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.48% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 17.50% |
Composer Technologies · Composer
Composer Technologies · Composer
