Composer · investment strategy
by Composer Technologies · via Composer
Daily, all‑in switch: own 3× tech (TQQQ) only when international dividend growers (VIGI) show stronger recent momentum than U.S. value benchmarks (DIA, SPYV); otherwise sit in T‑Bills (BIL). High volatility when invested.
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 checks momentum: if the 200‑day average return of DIA (Dow) and SPYV (S&P 500 Value) are both lower than the 100‑day average return of VIGI (international dividend growers), it buys TQQQ (3× Nasdaq‑100). Otherwise it holds BIL (T‑Bills).<br>All‑in, rebalanced daily; risk‑on tech when global quality beats U.S. value, else cashlike.
Daily, all‑in switch: own 3× tech (TQQQ) only when international dividend growers (VIGI) show stronger recent momentum than U.S. value benchmarks (DIA, SPYV); otherwise sit in T‑Bills (BIL). High volatility when invested.
Out-of-sample edge: Sharpe 2.51 vs 1.82, Calmar ~23+, and annualized return ~132% vs ~18% for the S&P 500. A rules-based momentum filter targets big tech upside with cash safety when signals weaken (but higher drawdown risk in rallies).
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash/t-bills, global signals, leveraged tech, market timing, relative strength, risk-on/risk-off, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 131.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 12.77% | ||
| Return, trailing 1 month (out-of-sample) | 10.18% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 23.28 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -5.66% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.51 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 37.20% |
Composer Technologies · Composer
Composer Technologies · Composer
