Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based Nasdaq‑100 strategy: uses 3× long (TQQQ) in uptrends, steps to T‑bills when momentum weak or overheated, and may use 50% −3× (SQQQ) in downtrends. Signals come from moving averages and RSI to size and time risk.
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.
Trades: QQQ (Nasdaq‑100, big tech), TQQQ (3× QQQ), SQQQ (−3× QQQ), and a T‑bill fund (cash‑like).<br>If QQQ > 200‑day avg, it holds TQQQ (100% if strong; 70%/30% with T‑bills if softer), buys dips (RSI<30), and shifts to T‑bills if overheated (RSI>78) or <50‑day avg.<br>If QQQ < 200‑day avg, it holds T‑bills; may use 50% SQQQ when falling, or 25% TQQQ when steadier. RSI=0–100 “heat” gauge.
Daily, rules‑based Nasdaq‑100 strategy: uses 3× long (TQQQ) in uptrends, steps to T‑bills when momentum weak or overheated, and may use 50% −3× (SQQQ) in downtrends. Signals come from moving averages and RSI to size and time risk.
Out-of-sample, Nasdaq-100 strategy targets 63% annualized return vs 49% for the S&P, with Calmar ~2.1 and built-in risk controls (cash, hedges) to pursue upside while limiting drawdowns.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, moving averages, nasdaq-100, risk management, rsi, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 63.15% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.98% | ||
| Return, trailing 1 month (out-of-sample) | 9.62% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -2.25% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.10 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.14% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 49.03% |
Composer Technologies · Composer
Composer Technologies · Composer
