Composer · investment strategy
by Composer Technologies · via Composer
Keep ~85% in T‑bills. Actively rotate the other ~15% daily using trend and “heat” gauges: ride TQQQ in uptrends; if overheated, flip to UVXY; in downtrends, buy deep dips (TECL/UPRO) or defend with SQQQ/TLT. Main exposure is big U.S. tech.
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.
Barbell: ~85% in BIL (T‑bills). The other ~15% holds one fund at a time and rebalances daily.<br>• If SPY is above its 200‑day avg (uptrend): hold TQQQ (3× Nasdaq—big U.S. tech) unless it’s very “hot” (RSI>~80), then switch to UVXY (jumps when fear/vol spikes).<br>• If below (downtrend): on very “cold” readings (RSI<~30) buy TECL/UPRO for bounces; else pick SQQQ (3× inverse Nasdaq) or TLT (Treasuries) by who’s stronger; sometimes TQQQ if short‑term trend firms. RSI = 0–100 heat meter.
Keep ~85% in T‑bills. Actively rotate the other ~15% daily using trend and “heat” gauges: ride TQQQ in uptrends; if overheated, flip to UVXY; in downtrends, buy deep dips (TECL/UPRO) or defend with SQQQ/TLT. Main exposure is big U.S. tech.
Out-of-sample, this strategy delivers higher risk-adjusted returns vs the S&P: Sharpe ~1.42 vs ~1.13, Calmar ~1.67, and max drawdown ~8.3% vs ~18.8%. Core ~85% cash-like with a disciplined, tech-forward tactical sleeve for steadier growth.
https://discord.gg/8e7bHnJMwE
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean reversion, momentum, regime switching, tactical asset allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.85% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 30.49% | ||
| Return, trailing 1 month (out-of-sample) | 2.35% | ||
| Return, trailing 1 year (out-of-sample) | 9.59% | ||
| Return, trailing 3 months (out-of-sample) | 2.26% |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.67 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.29% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 9.50% |
Composer Technologies · Composer
Composer Technologies · Composer
