Composer · investment strategy
by Composer Technologies · via Composer
Own TQQQ (3x Nasdaq‑100, big‑tech heavy) when its price is above either its 20‑ or 50‑day average; otherwise sit in BIL (short‑term T‑bills). Checked daily to capture uptrends and cut exposure in broader sell‑offs.
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, compare TQQQ’s price to its 20‑ and 50‑day average prices (the average over the last 20 or 50 trading days). If price is above at least one of those lines, hold TQQQ (a fund targeting 3x the Nasdaq‑100’s daily move, heavy in big tech).<br>If price is below both, hold BIL (short‑term U.S. T‑bills). Checked daily to ride uptrends and step aside in deeper downturns. Note: TQQQ is highly volatile.
Own TQQQ (3x Nasdaq‑100, big‑tech heavy) when its price is above either its 20‑ or 50‑day average; otherwise sit in BIL (short‑term T‑bills). Checked daily to capture uptrends and cut exposure in broader sell‑offs.
Out-of-sample edge: 26.24% annualized return vs SPY 23.81%, using a simple MA rule to stay 3x Nasdaq-100 in uptrends and shift to short-term Treasuries in downturns. Sharpe ~0.73, Calmar ~0.68.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, moving averages, nasdaq-100, risk management, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.24% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 16.37% | ||
| Return, trailing 1 month (out-of-sample) | 10.38% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -5.53% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.68 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.71% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 47.42% |
Composer Technologies · Composer
Composer Technologies · Composer
