Composer · investment strategy
by Composer Technologies · via Composer
Aggressive market-timing centered on TQQQ. Keeps 20% cash and adds 20% Bitcoin in uptrends or 20% 3× Gold in downtrends. The core 60% flips among TQQQ, SQQQ, or VXX using moving-average trend and short-term RSI (hot/overbought vs cold/oversold).
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.
1) Check if the S&P 500 (SPY) is above its 150-day average. If yes: hold 20% Bitcoin (GBTC); if not: hold 20% 3× Gold (SHNY). Keep 20% cash. 2) The main 60%: If SPY > 200-day avg, hold 3× Nasdaq (TQQQ) unless it’s “too hot” (RSI(10)>~80), then use VXX (a fear gauge). If SPY <= 200-day avg, switch among TQQQ, 3× inverse Nasdaq (SQQQ) or GBTC using short-term RSI and TQQQ’s 20-day average. RSI=0–100 speedometer; >70 hot, <30 cold.
Aggressive market-timing centered on TQQQ. Keeps 20% cash and adds 20% Bitcoin in uptrends or 20% 3× Gold in downtrends. The core 60% flips among TQQQ, SQQQ, or VXX using moving-average trend and short-term RSI (hot/overbought vs cold/oversold).
Regime-driven, diversified strategy blends 60% tactical Nasdaq, 20% cash, and 20% crypto/gold sleeves; OOS: 0.65 Sharpe and 20.27% annual return—offers SPY diversification with risk controls, though extreme drops can cause large drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | cash buffer, crypto, gold, leveraged etfs, mean reversion, momentum, tactical allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 15.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.27% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 29.79% | ||
| Return, trailing 1 month (out-of-sample) | 8.66% | ||
| Return, trailing 1 year (out-of-sample) | -10.41% | ||
| Return, trailing 3 months (out-of-sample) | 18.69% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.86% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 41.73% |
Composer Technologies · Composer
Composer Technologies · Composer
