Composer · investment strategy
by Composer Technologies · via Composer
A daily, one‑ETF rotation. It reads QQQ’s trend and an oversold gauge (RSI) to buy tech (QQQ/XLK) on bounces; otherwise it rotates into the most beaten‑down defensive choice (bonds, staples, or utilities), with SPY bought on sharp market dips.
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Daily it holds one fund. Trend test: if QQQ’s 10‑day avg > its 100‑day avg, trend is up; otherwise down. RSI is a 0–100 gauge of recent moves; below ~30 = oversold. Uptrend: if QQQ is oversold, buy XLK (tech); else buy the most oversold defensive fund (bonds: BSV, TLT, SPAB, VBF; sectors: XLP staples, XLU utilities). Downtrend: if SPY is oversold, buy SPY; else if QQQ > 20‑day avg buy QQQ; else use the same defensive pick.
A daily, one‑ETF rotation. It reads QQQ’s trend and an oversold gauge (RSI) to buy tech (QQQ/XLK) on bounces; otherwise it rotates into the most beaten‑down defensive choice (bonds, staples, or utilities), with SPY bought on sharp market dips.
Out-of-sample strategy offers stronger upside and lower risk vs the S&P 500: Sharpe ~2.0 vs ~1.37, annualized ~33% vs ~18%, Calmar ~3.86, drawdown ~8.66% vs ~8.89%, beta ~0.45. Regime-aware tech tilt with defensive hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | bonds, daily rebalance, defensive tilt, mean reversion, sector rotation, tactical rotation, trend filter, unleveraged | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.43% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 25.29% | ||
| Return, trailing 1 month (out-of-sample) | -1.84% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | 2.95% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.86 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.66% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.97 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 15.28% |
Composer Technologies · Composer
Composer Technologies · Composer
