Composer · investment strategy
by Composer Technologies · via Composer
Daily system aiming to beat TQQQ: hold TQQQ in uptrends; when TQQQ is overheated, shift mostly to volatility funds (UVXY/VIXY). In weak markets, rotate among TQQQ, SQQQ, or TLT using RSI and moving‑average tests to pick offense or defense.
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 tries to beat TQQQ by switching based on simple signals. - Regime: If SPY is above its 200‑day average (uptrend), it holds TQQQ unless TQQQ is “too hot” (RSI>82, a 0–100 heat score). When too hot, it tilts into UVXY/VIXY (volatility funds) with a small TQQQ slice, expecting a pullback. - If SPY is not in an uptrend, it looks for oversold readings (RSI<31). In sharp selloffs it picks the stronger of SQQQ (−3x Nasdaq) or TLT (Treasuries), else it may hold TQQQ or SQQQ using a 20‑day trend and RSI tests. TQQQ=3x Nasdaq; SQQQ=−3x Nasdaq; UVXY/VIXY=market fear; TLT=long Treasuries; SPY gauges trend.
Daily system aiming to beat TQQQ: hold TQQQ in uptrends; when TQQQ is overheated, shift mostly to volatility funds (UVXY/VIXY). In weak markets, rotate among TQQQ, SQQQ, or TLT using RSI and moving‑average tests to pick offense or defense.
Out-of-sample, this strategy delivers superior risk-adjusted gains versus SPY: Sharpe ~1.81 vs 1.50, Calmar ~14.6, and ~69.5% annualized return vs ~11.6%. Tactical hedges and rotations seek bigger upside with disciplined risk control.
beat TQQQ
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, tactical rotation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 69.54% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.19% | ||
| Return, trailing 1 month (out-of-sample) | 0.15% | ||
| Return, trailing 1 year (out-of-sample) | 100.71% | ||
| Return, trailing 3 months (out-of-sample) | -5.41% |
| Calmar ratio, out-of-sample period (out-of-sample) | 14.57 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.77% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.81 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 34.29% |
Composer Technologies · Composer
Composer Technologies · Composer
