Composer · investment strategy
by Composer Technologies · via Composer
Ride uptrends with 3x NASDAQ (TQQQ), step down to VOO or briefly to UVXY when markets get too hot. In downtrends, alternate between QQQ and inverse PSQ, with occasional 3x Tech (TECL) bounce buys—guided by 200‑day trend and 10‑day RSI.
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.
It first checks if the S&P 500 is above its 200‑day average (a long‑term trendline). It then uses a 10‑day RSI (a “hot/cold” score: high=overbought, low=oversold) and a 20‑day trend to choose:<br>- Uptrend: hold TQQQ (3x NASDAQ‑100) unless RSI is very high; then shift to VOO (S&P 500) or, if extreme, UVXY (VIX futures).<br>- Downtrend: swing between QQQ, PSQ (inverse QQQ), and rare TECL (3x Tech) bounce buys; SHY (Treasuries) is only a strength check.
Ride uptrends with 3x NASDAQ (TQQQ), step down to VOO or briefly to UVXY when markets get too hot. In downtrends, alternate between QQQ and inverse PSQ, with occasional 3x Tech (TECL) bounce buys—guided by 200‑day trend and 10‑day RSI.
Regime-switching strategy aims to outperform the S&P 500 by riding tech-led uptrends with leverage and hedging during heat. It offers potential upside in select regimes, but comes with higher risk and may underperform in flat markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean reversion, nasdaq-100, regime-switching, technical signals, trend-following, us equities, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | -15.18% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -5.71% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 128.73% | ||
| Return, trailing 3 months (out-of-sample) | 6.68% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.46 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.14% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.09 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 68.23% |
Composer Technologies · Composer
Composer Technologies · Composer
