Composer · investment strategy
by Composer Technologies · via Composer
Rules-based rotation among leveraged US tech (TQQQ/TECL), a tech hedge (SQQQ), Asia stocks (AIA), and gold (GLD). It checks the market’s trend (SPY 200‑day) and short‑term “heat” (RSI, 20‑day avg) to buy dips, trim when hot, and hedge when weak.
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.
1) Trend check: if SPY > its 200‑day average → risk‑on; else more defense.<br>2) Heat gauge: uses QQQ’s RSI (a 0–100 read of recent speed; high=hot, low=cold) and its 20‑day avg.<br>- Hot → trim risk, add SQQQ hedge, shift some to Asia (AIA).<br>- Cold → buy dips with TQQQ/TECL; if Asia is very weak, hold some gold (GLD) or the hedge.<br>Tickers: TQQQ/TECL=3× tech; SQQQ=3× inverse tech; AIA=Asia; GLD=gold; QQQ/SPY=signals. High volatility.
Rules-based rotation among leveraged US tech (TQQQ/TECL), a tech hedge (SQQQ), Asia stocks (AIA), and gold (GLD). It checks the market’s trend (SPY 200‑day) and short‑term “heat” (RSI, 20‑day avg) to buy dips, trim when hot, and hedge when weak.
Out-of-sample, this rule-based mix of leveraged tech, Asia, and gold aims for outsized growth with strong risk-adjusted rewards. OOS annualized return ~86.7% vs SPY ~24%; Calmar ~5.57, but higher drawdowns (~15.6% vs SPY 3%).
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | hedged, leveraged etfs, market timing, momentum, tactical allocation, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance corridor width | 25.00% | ||
| Rebalance frequency | none |
| Return, out-of-sample period (annualized) (out-of-sample) | 86.73% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 15.74% | ||
| Return, trailing 1 month (out-of-sample) | 8.56% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 0.00% |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.57 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.57% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.66 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 43.83% |
Composer Technologies · Composer
Composer Technologies · Composer
