Composer · investment strategy
by Composer Technologies · via Composer
A rule‑based, high‑risk tech strategy. It rides NASDAQ uptrends with TQQQ (keeping some cash), hedges when things look overheated with VXX, and in downtrends it may buy a bounce (TECL), go to cash, short with SQQQ, or sit in bonds (BSV).
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 times the tech‑heavy NASDAQ. First, it checks the long‑term trend (≈200‑day average of TQQQ).<br>- Uptrend: keep ~20% in cash; put ~80% in TQQQ unless QQQ looks “too hot,” then park that 80% in VXX (volatility).<br>- Downtrend: if very “washed‑out,” buy TECL for a bounce; else if semis are very weak, go to cash; else use a ~1‑month trend to pick SQQQ (short) or BSV (bonds), or hold TQQQ.
A rule‑based, high‑risk tech strategy. It rides NASDAQ uptrends with TQQQ (keeping some cash), hedges when things look overheated with VXX, and in downtrends it may buy a bounce (TECL), go to cash, short with SQQQ, or sit in bonds (BSV).
Out-of-sample, this strategy targets far higher upside (~51%/yr) with a stronger risk-adjusted edge (Sharpe ~1.17; Calmar ~4.58) vs the S&P 500. Tech-trend exposure with volatility hedging aims for big gains with disciplined risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, tactical rotation, tech/nasdaq timing, trend + mean reversion, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 15.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.97% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 6.58% | ||
| Return, trailing 1 month (out-of-sample) | 13.82% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.02% |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.58 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.13% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.94% |
Composer Technologies · Composer
Composer Technologies · Composer
