Composer · investment strategy
by Composer Technologies · via Composer
Daily TQQQ strategy using trend (200‑day avg) and “heat” (10‑day RSI). Uptrends: hold TQQQ; if too hot, shift to VOO or UVXY/UVIX. Downtrends: buy oversold bounces (TECL/UPRO) or defend with SQQQ or TLT. 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.
Uses two dials: trend and heat.<br>- Trend: If SPY is above its 200‑day average (uptrend), hold TQQQ (3x Nasdaq‑100) unless short‑term “heat” (10‑day RSI) is very high; then shift 0–100% into VOO (S&P 500) or split UVXY/UVIX (leveraged VIX) to hedge a pullback.<br>- If SPY is below that average, buy oversold bounces with TECL (3x Tech) or UPRO (3x S&P). If not oversold, rotate to the stronger of SQQQ (3x short Nasdaq) or TLT (long Treasuries); otherwise TQQQ. Rebalances daily. RSI is a 0–100 “hot/cold” score.
Daily TQQQ strategy using trend (200‑day avg) and “heat” (10‑day RSI). Uptrends: hold TQQQ; if too hot, shift to VOO or UVXY/UVIX. Downtrends: buy oversold bounces (TECL/UPRO) or defend with SQQQ or TLT. Very high risk.
Out-of-sample, this strategy targets higher long-run returns (14.6% vs 11.6% for the S&P) with dynamic hedges and regime shifts to catch rallies. Expect stronger upside but higher volatility and larger drawdowns than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | inverse etfs, leveraged etfs, mean reversion, risk-on/risk-off, rsi-based, tactical rotation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.55% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 5.71% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 153.15% | ||
| Return, trailing 3 months (out-of-sample) | 6.68% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.43 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.61% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.53 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 65.04% |
Composer Technologies · Composer
Composer Technologies · Composer
