Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules switch between TQQQ (3× Nasdaq‑100) and SH (inverse S&P 500) using a 200‑day trend filter plus RSI: ride uptrends, hedge when overheated, and buy dips when very oversold. Other ETFs inform the signals; only TQQQ or SH are held.
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 it blends two similar rule sets that choose between TQQQ (a 3× version of the tech‑heavy Nasdaq‑100) and SH (rises when the S&P 500 falls). It first checks the long‑term trend (price vs 200‑day average). In uptrends it holds TQQQ unless gains look overheated by RSI—a 0–100 gauge of how stretched recent moves are—then it flips to SH. In downtrends it buys dips when RSI is very low; otherwise it parks in SH. QQQ, SPY, UPRO, SPXL, SQQQ guide signals only.
Daily, rules switch between TQQQ (3× Nasdaq‑100) and SH (inverse S&P 500) using a 200‑day trend filter plus RSI: ride uptrends, hedge when overheated, and buy dips when very oversold. Other ETFs inform the signals; only TQQQ or SH are held.
Disciplined, rules-based tilt to TQQQ for tech uptrends with SH as a hedge. May complement SPY in favorable regimes, but out-of-sample results show higher risk and negative returns. Best as a high-tolerance tactical overlay, not core exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, inverse hedging, leveraged etfs, momentum + mean reversion, moving averages, rsi, tactical allocation, tech-heavy exposure, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -1.25% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -0.48% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 6.68% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.04 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.13% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.31 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 66.22% |
Composer Technologies · Composer
Composer Technologies · Composer
