Composer · investment strategy
by Composer Technologies · via Composer
Rotates among TQQQ (3x Nasdaq‑100), SPY, and BTAL using a long‑term trend test, an overbought/oversold gauge (RSI) on SPY, and a short‑term return comparison. Aims to ride strength and defend in weak or overheated markets. Daily rebalance.
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 three funds: TQQQ (triple‑leveraged Nasdaq‑100, very aggressive), SPY (S&P 500), and BTAL (defensive long/short).<br>- If TQQQ is above its 200‑day average price (a simple long‑term uptrend test): hold 50% TQQQ + 50% BTAL.<br>- Otherwise: if SPY’s RSI is <30 (oversold), buy TQQQ; if >80 (overbought), buy BTAL; else own whichever of BTAL or SPY had the stronger 20‑day average return. Rebalances daily.
Rotates among TQQQ (3x Nasdaq‑100), SPY, and BTAL using a long‑term trend test, an overbought/oversold gauge (RSI) on SPY, and a short‑term return comparison. Aims to ride strength and defend in weak or overheated markets. Daily rebalance.
Out-of-sample: ~21.9% annual return with 18.2% max drawdown and Calmar ~1.20—comparable or better risk-adjusted growth versus the S&P 500. Adds defensive BTAL and amplified tech upside via TQQQ with adaptive daily rotations for resilience in volatile markets.
This symphony aims to capitalize on momentum and market trends by adjusting its allocations based on price movements and relative strength indicators. It uses TQQQ for aggressive growth potential, BTAL for market-neutral exposure, and SPY for broad market exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, equities, leveraged etf, market-neutral, momentum, moving averages, rsi, tactical rotation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 26.37% | ||
| Return, trailing 1 month (out-of-sample) | 6.59% | ||
| Return, trailing 1 year (out-of-sample) | 15.47% | ||
| Return, trailing 3 months (out-of-sample) | 0.47% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.20 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.21% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 21.24% |
Composer Technologies · Composer
Composer Technologies · Composer
