Composer · investment strategy
by Composer Technologies · via Composer
All-in, all-out switch: buy TQQQ (3x Nasdaq-100) only when the last ~2 months have been calm; otherwise sit in BIL (short-term T‑bills). Seeks big upside in quiet tech-led uptrends and safety when markets get jumpy.
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 checks how “bumpy” TQQQ has been over roughly the last 40 trading days (~2 months). If day-to-day moves have been calm (typical daily wiggle under about 5%), it puts everything into TQQQ (a fund that aims to move 3x the Nasdaq-100 each day). If not, it parks everything in BIL (short‑term US Treasury bills). It switches when this condition changes.
All-in, all-out switch: buy TQQQ (3x Nasdaq-100) only when the last ~2 months have been calm; otherwise sit in BIL (short-term T‑bills). Seeks big upside in quiet tech-led uptrends and safety when markets get jumpy.
Dynamic volatility-timed sleeve: 100% in TQQQ during calm markets and 100% in BIL during turbulence. Out-of-sample: 13.4% annualized vs SPY 18.5%. It adds diversification and a distinct risk profile to a core S&P 500 plan.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged equities, market timing, nasdaq-100, risk-on/risk-off, tactical allocation, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.61% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 40.62% | ||
| Return, trailing 3 months (out-of-sample) | 4.32% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.24 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.44% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.51 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 53.37% |
Composer Technologies · Composer
Composer Technologies · Composer
