Composer · investment strategy
by Composer Technologies · via Composer
Rule-based, daily strategy built around TQQQ/UPRO (3x stocks) with a standing UVXY crash hedge. It buys tech/growth in uptrends, trims or hedges when markets run too hot, and shifts to Treasuries, dollar, defensive sectors, or inverse ETFs during stress or rising-rate regimes.
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.
Each day the strategy checks: trend (is the market above its long-term average?), how “hot/cold” prices are (RSI: a 0–100 heat gauge), volatility spikes, and interest-rate direction. If trend is up and not overheated, it holds 3x stock ETFs (TQQQ/UPRO/TECL/SOXL). If hot/weak, it rotates to Treasuries, US dollar, staples/health care, or cash-like T‑Bills and may add a UVXY hedge. On sharp dips, it buys briefly, then resets.
Rule-based, daily strategy built around TQQQ/UPRO (3x stocks) with a standing UVXY crash hedge. It buys tech/growth in uptrends, trims or hedges when markets run too hot, and shifts to Treasuries, dollar, defensive sectors, or inverse ETFs during stress or rising-rate regimes.
Adaptive, rule-based 3x ETF strategy that stays in growth in uptrends, hedges with UVXY, and rotates to defensives in stress. OOS: ~16.7% annualized vs S&P 17.4%; Sharpe ~0.55 vs ~1.02—designed as a growth-oriented, regime-aware complement.
V #02 (<35%/25%/20% Vol., 80%/80%/60.1%, COMBO - Buy the dips, Pin Reversal, NO Delev) - TQQQ FTLT Original - JKoz Tweaked, No FNGU on the downtrend, No Buy The Dips
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean reversion, regime switching, risk-managed growth, tactical allocation, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 28.75% | ||
| Return, trailing 1 month (out-of-sample) | 10.62% | ||
| Return, trailing 1 year (out-of-sample) | 33.14% | ||
| Return, trailing 3 months (out-of-sample) | 18.91% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.41% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.55 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 56.94% |
Composer Technologies · Composer
Composer Technologies · Composer
