Composer · investment strategy
by Composer Technologies · via Composer
Daily rules switch between TQQQ and UVXY based on how “overheated” TQQQ’s 10‑day RSI is. As RSI jumps above 80.5, the portfolio shifts increasingly into UVXY (with some BIL); otherwise it stays in TQQQ. A high‑risk, tactical bet on pullbacks/vol spikes.
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 a 10‑day RSI on TQQQ. RSI is a 0–100 “heat” score of recent up vs down days; higher means more overbought.<br>If RSI ≤ 80.5: hold TQQQ (3x Nasdaq‑100).<br>80.5–81: 20% UVXY / 80% BIL; 81–82.5: 40/60; 82.5–83: 60/40; 83–83.5: 80/20; >83.5: 100% UVXY (leveraged VIX). BIL is T‑bills.<br>Idea: ride tech via TQQQ most days; when it looks too hot, bet on a volatility pop with UVXY. Very high risk.
Daily rules switch between TQQQ and UVXY based on how “overheated” TQQQ’s 10‑day RSI is. As RSI jumps above 80.5, the portfolio shifts increasingly into UVXY (with some BIL); otherwise it stays in TQQQ. A high‑risk, tactical bet on pullbacks/vol spikes.
RSI-driven shifts between TQQQ and UVXY aim to capture tech upside and volatility spikes. It shows in-sample outperformance vs. the S&P but outsized out-of-sample risk with large drawdowns. Best as a high-risk tactical sleeve, not core.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, nasdaq-100, rsi-based, tactical allocation, vix futures, volatility | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | -3.72% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | -1.17% | ||
| 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) | 6.68% |
| Calmar ratio, out-of-sample period (out-of-sample) | -0.12 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.91% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.23 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 59.95% |
Composer Technologies · Composer
Composer Technologies · Composer
