Composer · investment strategy
by Composer Technologies · via Composer
Switches to 3× Nasdaq‑100 (TQQQ) only when QQQ is in a strong uptrend; otherwise parks in cash‑like Treasuries (SGOV). Signals: QQQ above its 200‑day average and a positive 60‑day return. Rebalanced weekly.
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 week it checks QQQ (an ETF of the Nasdaq‑100: big tech). If QQQ’s price is above its 200‑day average (long‑term uptrend) AND its last 60‑day return is positive (recent gains), it holds 100% TQQQ (a 3× QQQ fund). Otherwise it holds 100% SGOV (very short‑term U.S. Treasuries).
Switches to 3× Nasdaq‑100 (TQQQ) only when QQQ is in a strong uptrend; otherwise parks in cash‑like Treasuries (SGOV). Signals: QQQ above its 200‑day average and a positive 60‑day return. Rebalanced weekly.
Out-of-sample edge: 21.74% annualized vs 18.78% for the S&P. Signals ride Nasdaq uptrends 3× (TQQQ) and park in Treasuries when not. Weekly rebalancing reduces noise; higher upside in Nasdaq bull markets, with larger drawdowns.
Risk-on/risk-off strategy: 100% TQQQ when QQQ shows strong trend (price > 200SMA AND 60d return > 0%), otherwise 100% SGOV for capital preservation
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | capital preservation, leveraged etfs, momentum, moving average, nasdaq-100, risk-on/risk-off, treasury bills, trend following, weekly rebalance | ||
| Asset classes / instruments | equities |
| Rebalance frequency | weekly |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.74% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 22.70% | ||
| Return, trailing 1 month (out-of-sample) | -0.06% | ||
| Return, trailing 1 year (out-of-sample) | 13.20% | ||
| Return, trailing 3 months (out-of-sample) | -10.33% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.64% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 51.40% |
Composer Technologies · Composer
Composer Technologies · Composer
