Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tech‑heavy timing strategy: rides uptrends with 3x Nasdaq (TQQQ), hedges with VIX funds when markets look overheated, and in downtrends flips to inverse Nasdaq or short‑term bonds, with occasional dip‑buys in tech/semis.
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 trend: Is TQQQ above its 200‑day average? If yes, hold mostly TQQQ. If TQQQ gets very “hot” (RSI high), rotate that sleeve into S&P 500 or VIX ETFs to hedge. 2) If below the 200‑day, try quick tech/semis dip-buys; otherwise choose inverse Nasdaq or short‑term bonds by recent strength.
Aggressive, tech‑heavy timing strategy: rides uptrends with 3x Nasdaq (TQQQ), hedges with VIX funds when markets look overheated, and in downtrends flips to inverse Nasdaq or short‑term bonds, with occasional dip‑buys in tech/semis.
Out-of-sample annualized return ≈93% vs ≈25% for the S&P; max drawdown ≈32% vs ≈3%. This tech-heavy, trend-following strategy rides 3x Nasdaq in uptrends and hedges overheating markets, delivering higher upside with active risk controls, but bigger downturn risk.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, leveraged etfs, market timing, momentum, semiconductors, tactical allocation, technology, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 93.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 24.86% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 151.54% | ||
| Return, trailing 3 months (out-of-sample) | 13.05% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.95 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.59% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 67.74% |
Composer Technologies · Composer
Composer Technologies · Composer
