Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule-based “risk-on/risk-off” approach that toggles between TQQQ (3× Nasdaq‑100) and BIL (T‑bills). It buys TQQQ only in healthy uptrends with calm risk signals, and parks in BIL when things look overheated or shaky. Very aggressive when on.
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.
Each day the portfolio is split into several mini-models. Each one holds either TQQQ (a 3× Nasdaq‑100 fund) or BIL (T‑bills). A model buys TQQQ only when: the trend is up (price above 20/50/200‑day averages), recent moves aren’t overheated (a hot/cold gauge), and risk looks calm (bonds steady, volatility easing). Otherwise it holds BIL. The slices are combined.
A daily, rule-based “risk-on/risk-off” approach that toggles between TQQQ (3× Nasdaq‑100) and BIL (T‑bills). It buys TQQQ only in healthy uptrends with calm risk signals, and parks in BIL when things look overheated or shaky. Very aggressive when on.
Disciplined, rule-based levered Nasdaq strategy that buys TQQQ only in healthy uptrends and parks in cash when risk rises. Seeks tech-led upside vs SPY with clear risk controls; out-of-sample upside modest but with larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged nasdaq-100 focus, risk-on/risk-off, tactical momentum, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 5.35% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 3.81% | ||
| Return, trailing 1 month (out-of-sample) | 2.37% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -6.39% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.19 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.22% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.32 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 35.53% |
Composer Technologies · Composer
Composer Technologies · Composer
