Composer · investment strategy
by Composer Technologies · via Composer
A rule‑driven, tech‑focused strategy that rides uptrends with QQQ/TQQQ and auto‑hedges. It uses a simple “heat” gauge (RSI), trend filters, and volatility hedges (UVXY, UUP/GLD, Treasuries). In downturns it de‑risks and can short. High risk/active.
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.
Rules-based, tech‑heavy trend rider with crash hedges. In uptrends (S&P above 200‑day avg) it owns Nasdaq‑100 via QQQ or 3x QQQ (TQQQ). If moves look overheated/weak (RSI, a 0–100 “heat” gauge: >~80 hot, <~31 cold), it trims risk or briefly buys UVXY (spikes when fear rises). In selloffs it steps TQQQ→QQQ→defensives: US dollar (UUP), gold (GLD), Treasuries (TMF), or hedges (PSQ/SH/SQQQ). Focus: tech; some S&P 500, plus small, trend‑based VEA/EEM. Uses leveraged/inverse ETFs—high risk.
A rule‑driven, tech‑focused strategy that rides uptrends with QQQ/TQQQ and auto‑hedges. It uses a simple “heat” gauge (RSI), trend filters, and volatility hedges (UVXY, UUP/GLD, Treasuries). In downturns it de‑risks and can short. High risk/active.
Tech-heavy, rules-driven strategy with crash hedges and negative SPY beta. Out-of-sample: +0.33% alpha, Sharpe 0.53, 14.79% annualized, Calmar 0.40, max drawdown 36.86%. Diversifies against SPY, adds risk controls, and offers tech exposure with hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged/inverse etfs, risk management, tactical allocation, tech-heavy, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.79% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 21.18% | ||
| Return, trailing 1 month (out-of-sample) | -3.09% | ||
| Return, trailing 1 year (out-of-sample) | 5.37% | ||
| Return, trailing 3 months (out-of-sample) | -0.86% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.86% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 49.21% |
Composer Technologies · Composer
Composer Technologies · Composer
