Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based switches among supercharged Nasdaq/S&P funds, cash-like T‑bills, or Treasuries. Uses a long‑term trend filter and a short‑term “heat” gauge to ride uptrends, fade extremes, or hedge in downtrends. Very volatile due to 3x ETFs.
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.
It first checks trend: if the S&P 500 (SPY) is above its 200‑day average, it usually holds TQQQ (a 3x daily Nasdaq‑100 fund). If a short‑term “heat” gauge (10‑day RSI: 0–100) is very high, it de‑risks to BIL (T‑bills) or splits BIL/VOO (plain S&P 500). If SPY is below its 200‑day, it buys sharp dips in TECL or UPRO when RSI is very low; otherwise it chooses SQQQ (3x inverse Nasdaq) or TLT (Treasuries) by recent strength. Rebalanced daily.
Daily, rules-based switches among supercharged Nasdaq/S&P funds, cash-like T‑bills, or Treasuries. Uses a long‑term trend filter and a short‑term “heat” gauge to ride uptrends, fade extremes, or hedge in downtrends. Very volatile due to 3x ETFs.
Out-of-sample, this strategy targets ~23.4% annualized returns vs SPY's ~15.5% by tactically using leveraged ETFs in uptrends and hedges in downturns. Bigger upside with disciplined risk controls, though drawdowns can be larger in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, market timing, mean-reversion, rsi, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.44% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 8.81% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 131.48% | ||
| Return, trailing 3 months (out-of-sample) | 6.68% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.37% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 65.60% |
Composer Technologies · Composer
Composer Technologies · Composer
