Composer · investment strategy
by Composer Technologies · via Composer
A daily momentum rotation that picks the two strongest choices from mixes of a cash/NVDA sleeve and a tech/volatility sleeve. It rotates among leveraged tech (TQQQ/TECL/UPRO), volatility (UVXY), inverse tech (SQQQ), or T‑Bills (BIL), using trend and a KMLM risk filter.
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 builds many mixes of two sleeves: (a) mostly cash with rare 2x NVDA bursts, and (b) a tech/volatility sleeve. It scores each mix by 14‑day RSI (a 0–100 “heat” score from recent ups vs downs) and holds the top two. The tech sleeve flips based on SPY vs its 200‑day average and RSI triggers: it favors TQQQ/TECL/UPRO when strong, SQQQ/UVXY or T‑Bills (BIL) when weak. It also compares tech (XLK) vs KMLM (a managed‑futures ETF) to decide risk‑on/off.
A daily momentum rotation that picks the two strongest choices from mixes of a cash/NVDA sleeve and a tech/volatility sleeve. It rotates among leveraged tech (TQQQ/TECL/UPRO), volatility (UVXY), inverse tech (SQQQ), or T‑Bills (BIL), using trend and a KMLM risk filter.
Out-of-sample edge: higher risk-adjusted returns with far lower drawdowns than the S&P 500. Sharpe 1.82 vs 1.45; Calmar 3.75; max DD 3.9% vs 8.9% over ~300 days. Daily momentum rotation across tech, volatility, and cash.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged etfs, momentum (rsi), risk filter, tech bias, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 14.76% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 11.91% | ||
| Return, trailing 1 month (out-of-sample) | 0.62% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 5.67% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.75 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -3.93% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.82 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 7.78% |
Composer Technologies · Composer
Composer Technologies · Composer
