Composer · investment strategy
by Composer Technologies · via Composer
Daily toggles between TQQQ (3x Nasdaq‑100) and SH (inverse S&P 500) using a volatility gate (SVXY), RSI overbought/oversold levels, and 200/20‑day trend filters. Buys TQQQ in calm/uptrends or on dips; moves to SH when markets look too hot or risk rises.
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.
It switches daily between TQQQ (3x Nasdaq‑100) and SH (moves opposite the S&P 500). It uses: SVXY (rises when volatility calms) 5‑day return; RSI (a 0–100 “too hot/too cold” gauge) on SPXL (3x S&P), TQQQ, QQQ (Nasdaq‑100), SPY (S&P 500), SMH (semiconductors); and SPY’s 200‑day/QQQ’s 20‑day trends. It buys TQQQ in calm/uptrends or after sharp drops, and flips to SH when risk rises or markets look overheated. Very high risk.
Daily toggles between TQQQ (3x Nasdaq‑100) and SH (inverse S&P 500) using a volatility gate (SVXY), RSI overbought/oversold levels, and 200/20‑day trend filters. Buys TQQQ in calm/uptrends or on dips; moves to SH when markets look too hot or risk rises.
Tech-heavy, levered exposure with a volatility gate and trend filters to ride upside while managing risk. Out-of-sample annual return is near SPY’s, with a disciplined framework—though drawdowns can be larger in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, market timing, momentum, risk-on/risk-off, tactical allocation, trend following, volatility filter | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.93% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 17.19% | ||
| Return, trailing 1 month (out-of-sample) | 0.95% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 7.35% |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.54 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.17% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 47.31% |
Composer Technologies · Composer
Composer Technologies · Composer
