Composer · investment strategy
by Composer Technologies · via Composer
A daily, one-position swing strategy that flips between leveraged Nasdaq (TQQQ), leveraged volatility (UVXY), and defensive picks (XLP/VBF). It buys UVXY when QQQ looks too hot, TQQQ when it looks too cold or credit/defensives hint risk‑on; else it buys a short-term dip in Staples/Bonds.
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 it checks the Nasdaq-100 (QQQ) over ~10 days with RSI (a 0–100 “heat gauge”: >80 = very hot, <30 = very cold). If QQQ is very hot, it buys UVXY (a leveraged VIX fund that jumps when fear spikes). If very cold, it buys TQQQ (3x Nasdaq). If neither, it looks for risk‑on hints: big 2–3 month drops in Utilities (XLU) or Staples (XLP), or strength in corporate bonds (IGIB). If found, it buys TQQQ; otherwise it buys whichever looks more beaten‑down today between Staples (XLP) and an investment‑grade bond fund (VBF). One holding; rebalanced daily. Leveraged ETFs are high risk.
A daily, one-position swing strategy that flips between leveraged Nasdaq (TQQQ), leveraged volatility (UVXY), and defensive picks (XLP/VBF). It buys UVXY when QQQ looks too hot, TQQQ when it looks too cold or credit/defensives hint risk‑on; else it buys a short-term dip in Staples/Bonds.
Risk-adjusted, low-correlation swing strategy rotating daily among UVXY, TQQQ and defensives. Out-of-sample Calmar 1.63 and beta ~0.38 offer diversification and volatility hedging, with ~19.4% annualized return (vs SPY ~24.7%) via disciplined hedged rotations.
Batch of chained pop signals from I am Captain Now's Colab script. VIXY to UVXY QQQ to TQQQ (98,27,2011) Original 5YiLdVxWFgJarLtnF8aT (38,16,2011)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, momentum and mean reversion, risk-on/risk-off, sector and credit signals, tactical rotation, volatility hedging | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 27.86% | ||
| Return, trailing 1 month (out-of-sample) | 7.43% | ||
| Return, trailing 1 year (out-of-sample) | 23.35% | ||
| Return, trailing 3 months (out-of-sample) | 14.99% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.63 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.90% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 18.13% |
Composer Technologies · Composer
Composer Technologies · Composer
