Composer · investment strategy
by Composer Technologies · via Composer
A daily, one-ETF strategy that rides big tech in uptrends (TQQQ), buys sharp dips (TECL/SPXL), and shifts to volatility (UVXY), inverse equity (SQQQ/SPXS), cash-like bonds (BIL/BSV), or gold (GLD) when risk rises—using a simple heat gauge (RSI) and trend checks.
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.
Daily it holds one ETF.<br>Trend: if SPY is above its 200‑day average, it usually owns TQQQ (3x Nasdaq/tech).<br>Heat: if prices look overheated (RSI = 0–100 heat gauge), it switches to UVXY (volatility).<br>Washouts: if RSI is very low, it buys TECL (3x tech) or SPXL (3x S&P).<br>Else: if tech is rising keep TQQQ; if not, pick the strongest of SQQQ/SPXS (3x shorts), BIL (T‑bills), BSV (short bonds), or GLD (gold).
A daily, one-ETF strategy that rides big tech in uptrends (TQQQ), buys sharp dips (TECL/SPXL), and shifts to volatility (UVXY), inverse equity (SQQQ/SPXS), cash-like bonds (BIL/BSV), or gold (GLD) when risk rises—using a simple heat gauge (RSI) and trend checks.
Out-of-sample annualized return ~21.7% vs SPY ~17.9%; stronger risk-adjusted balance (Calmar ~0.69) with trend-following tech bets and volatility hedges—aiming higher long-run growth than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, mean-reversion, risk-on/risk-off, tactical momentum, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 7.01% | ||
| 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) | 0.69 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.57% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 64.38% |
Composer Technologies · Composer
Composer Technologies · Composer
