Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switcher that mostly rides a leveraged Nasdaq‑100 fund (TQQQ), flips to a volatility hedge (VXX) when things look too “hot,” and otherwise parks in defensive bond/consumer‑staples funds, guided by simple hot/cold readings and trend filters.
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 uses two signals: RSI (0–100; high=hot, low=cold) and moving averages (average price).<br>Main holding is TQQQ (3x Nasdaq‑100). It reads SMH (semis), QQQ (Nasdaq‑100), SPY (S&P 500), SOXL (3x semis).<br>If long‑term trend is up: only sell TQQQ when it’s very hot (then buy VXX, a volatility note); otherwise buy TQQQ on “cold” reads. If trend is down: buy TQQQ only on oversold/bounce; else park in VBF (bonds) or XLP (consumer staples). Rebalanced daily.
A daily, rules-based switcher that mostly rides a leveraged Nasdaq‑100 fund (TQQQ), flips to a volatility hedge (VXX) when things look too “hot,” and otherwise parks in defensive bond/consumer‑staples funds, guided by simple hot/cold readings and trend filters.
Rule-based regime-switching strategy that leverages tech upside with hedges (VXX) and defensive rotations. Out-of-sample: ~13.7% annualized return, Calmar ~1.04, SPY beta ~0.30, 391 days—strong risk-adjusted diversification vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, defensive rotation, leveraged etfs, tactical allocation, tech-heavy, trend + mean reversion, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.70% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 14.74% | ||
| Return, trailing 1 month (out-of-sample) | 0.92% | ||
| Return, trailing 1 year (out-of-sample) | 15.23% | ||
| Return, trailing 3 months (out-of-sample) | 8.02% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.20% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.78 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.59% |
Composer Technologies · Composer
Composer Technologies · Composer
