Composer · investment strategy
by Composer Technologies · via Composer
A daily, contrarian switcher between leveraged long Nasdaq (TQQQ) and inverse S&P 500 (SH). It reads QQQ’s RSI over 4 timeframes; high “heat” shifts toward SH, low “heat” toward TQQQ. The four views are averaged to set the day’s weights.
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.
Tickers: TQQQ = a fund targeting 3× the Nasdaq‑100’s daily move. SH = a fund that rises when the S&P 500 falls (−1×). RSI = a 0–100 “heat” score of recent price moves.<br>Each day it checks QQQ’s RSI over 10, 21, 130 and 252 days. For each, it sets about SH% = RSI and TQQQ% = 100−RSI (hotter = more SH; colder = more TQQQ). It averages the four splits and rebalances to that mix daily.
A daily, contrarian switcher between leveraged long Nasdaq (TQQQ) and inverse S&P 500 (SH). It reads QQQ’s RSI over 4 timeframes; high “heat” shifts toward SH, low “heat” toward TQQQ. The four views are averaged to set the day’s weights.
Out-of-sample, this RSI-driven long/short strategy targets ~28% annual return with a 2.06 Calmar and ~1.25 Sharpe, beating the S&P on risk-adjusted terms. Accept higher drawdowns (~13.6% vs 8.9%) for stronger upside and multi-horizon hedging.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged etfs, long/short equities, mean reversion, rsi-based, tactical allocation | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.08% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 23.88% | ||
| Return, trailing 1 month (out-of-sample) | 5.74% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 4.44% |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.06 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.63% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 21.80% |
Composer Technologies · Composer
Composer Technologies · Composer
