Composer · investment strategy
by Composer Technologies · via Composer
Aggressive Nasdaq momentum with fast crash‑insurance. Rides rallies via TQQQ, but when markets look over‑stretched or volatility heats up, rotates into VIXY/UVXY and T‑bills, sometimes hedging with SPLV/BTAL or flipping to PSQ. Expect sharp swings.
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.
Goal: ride big tech uptrends, but slam on the brakes when the market looks “too hot” or volatility pops.<br>- In calm uptrends it owns TQQQ (3x Nasdaq). If danger rises it hedges or flips to PSQ (bets against Nasdaq).<br>- When indexes look over‑stretched, it buys crash‑insurance (VIXY/UVXY) and parks cash in BIL; sometimes adds steadier SPLV or market‑neutral BTAL.<br>Key funds: TQQQ, PSQ, VIXY/UVXY, SPLV, BTAL, BIL, IEF.
Aggressive Nasdaq momentum with fast crash‑insurance. Rides rallies via TQQQ, but when markets look over‑stretched or volatility heats up, rotates into VIXY/UVXY and T‑bills, sometimes hedging with SPLV/BTAL or flipping to PSQ. Expect sharp swings.
Out-of-sample edge: ~21.9% annualized return vs SPY ~18%, driven by Nasdaq momentum with crash insurance (VIX hedges and cash). Higher upside with hedges that help protect on selloffs—potential for stronger long-run growth vs. the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, market timing, momentum/overbought signals, risk-on/risk-off, tactical allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.92% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.66% | ||
| Return, trailing 1 month (out-of-sample) | 0.10% | ||
| Return, trailing 1 year (out-of-sample) | 15.21% | ||
| Return, trailing 3 months (out-of-sample) | -5.23% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.38% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 39.69% |
Composer Technologies · Composer
Composer Technologies · Composer
