Composer · investment strategy
by Composer Technologies · via Composer
Daily, it buys 3× tech (TQQQ) on big dips, buys a volatility spike hedge (UVXY) when markets look too hot, and otherwise switches between TQQQ and a defensive pick (consumer staples or bonds) using a 200‑day trend and a bonds‑vs‑cash signal. Very high 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.
RSI is a 0–100 gauge of recent up vs down days (low=oversold, high=overbought). Each day it: - Buys TQQQ (3× Nasdaq‑100) if semis/Nasdaq/S&P look very oversold. - Else buys UVXY (volatility hedge that usually decays) if many funds look overheated. - Else uses the S&P 200‑day average (trend) plus a bonds‑vs‑cash check to choose TQQQ or a defensive holding: XLP (consumer staples) or VBF (bond fund), picking the one that looks most washed‑out.
Daily, it buys 3× tech (TQQQ) on big dips, buys a volatility spike hedge (UVXY) when markets look too hot, and otherwise switches between TQQQ and a defensive pick (consumer staples or bonds) using a 200‑day trend and a bonds‑vs‑cash signal. Very high risk.
Out-of-sample: 22.9% annualized return vs 19.5% for the S&P, Calmar ~1.0. Dip-buys in TQQQ, UVXY hedges, and trend-defensive switches aim bigger upside with risk control—though drawdowns can be steeper.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, tactical allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.94% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.72% | ||
| Return, trailing 1 month (out-of-sample) | 0.92% | ||
| Return, trailing 1 year (out-of-sample) | 33.55% | ||
| Return, trailing 3 months (out-of-sample) | 8.02% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.50% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 38.28% |
Composer Technologies · Composer
Composer Technologies · Composer
