Composer · investment strategy
by Composer Technologies · via Composer
Rules‑based TQQQ strategy: join tech rallies when the market trend is strong, and flip to cash, bonds, or hedges during stress. Many safety checks aim to curb deep drawdowns while keeping upside from bull runs. Rebalanced daily.
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.
Core idea: ride tech booms with TQQQ (3x Nasdaq), step aside fast when risk is high. It tests trend using moving averages (15/50/100/200‑day price lines) and RSI (a speed/overheat gauge: high=hot, low=cold). If healthy, buy TQQQ/UPRO/TECL/SOXL; if overheated/weak, rotate to cash (BIL), Treasuries (IEF/TLT/AGG), or hedges (PSQ/SQQQ, VIXY/UVXY). Daily it prefers recent winners but avoids big drawdowns/chop.
Rules‑based TQQQ strategy: join tech rallies when the market trend is strong, and flip to cash, bonds, or hedges during stress. Many safety checks aim to curb deep drawdowns while keeping upside from bull runs. Rebalanced daily.
Rides tech rallies with a disciplined, rule-based risk system that rotates to cash/treasuries/hedges on risk. Out-of-sample: ~28% annualized vs SPY ~19%, Calmar ~1.44—higher upside with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, momentum, risk management, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.15% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 19.97% | ||
| Return, trailing 1 month (out-of-sample) | 4.50% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -1.73% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.44 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.60% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 38.06% |
Composer Technologies · Composer
Composer Technologies · Composer
