Composer · investment strategy
by Composer Technologies · via Composer
Times the Nasdaq‑100 using a 200‑day trend. Above trend: hold TQQQ (3× QQQ). Below trend: hold BSV (short‑term bonds). Rebalanced daily. Aims to ride tech uptrends and reduce exposure in downtrends; high risk when in TQQQ.
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.
“Below trend: hold BSV (short‑term bonds).”
“Above trend: hold TQQQ (3× QQQ).”
“Rebalanced daily.”
“Times the Nasdaq‑100 using a 200‑day trend.”
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.
Each day, it checks if QQQ (an ETF of the Nasdaq‑100—big tech) is above its 200‑day average price (a long‑term trend line that gives more weight to recent days). If yes, it buys TQQQ (tries to deliver 3× QQQ’s daily moves). If not, it holds BSV (short‑term bonds). It rechecks daily and switches as needed to ride uptrends and step aside in weaker markets; TQQQ is very volatile.
Times the Nasdaq‑100 using a 200‑day trend. Above trend: hold TQQQ (3× QQQ). Below trend: hold BSV (short‑term bonds). Rebalanced daily. Aims to ride tech uptrends and reduce exposure in downtrends; high risk when in TQQQ.
Dynamic Nasdaq-100 timing: switch to 3x QQQ in uptrends, BSV in downtrends. Seeks tech-driven upside beyond the S&P while serving as a satellite to core holdings. Out-of-sample results show higher volatility and potential underperformance vs S&P.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bond hedge, leveraged etfs, moving average timing, nasdaq-100, tactical asset allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -10.41% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -3.51% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 6.68% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.33 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.58% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.11 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 60.73% |
Composer Technologies · Composer
Composer Technologies · Composer
