Composer · investment strategy
by Composer Technologies · via Composer
A daily switch between TQQQ (3x tech) and BIL (T‑bills) using RSI: if tech (XLK) shows stronger recent strength than a trend‑following fund (KMLM) across multiple timeframes, buy TQQQ; otherwise hold cash‑like T‑bills. Concentrated, high‑volatility when “on.”
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.
Each day it chooses between: - TQQQ: a 3x Nasdaq‑100 fund (very volatile, tech‑heavy) - BIL: T‑bill fund (cash‑like) It measures RSI—an indicator of recent price strength on a 0–100 scale—on: - XLK: big U.S. tech stocks - KMLM: a “managed futures” trend‑following fund If XLK’s RSI beats KMLM’s across paired short/long lookbacks (and often KMLM’s short‑term RSI is weakening vs its long‑term), it buys TQQQ; otherwise it parks in BIL. Rules are ranked by past risk‑adjusted score. Rebalanced daily.
A daily switch between TQQQ (3x tech) and BIL (T‑bills) using RSI: if tech (XLK) shows stronger recent strength than a trend‑following fund (KMLM) across multiple timeframes, buy TQQQ; otherwise hold cash‑like T‑bills. Concentrated, high‑volatility when “on.”
RSI-based regime switcher: 3x tech exposure when momentum fires, otherwise cash. Out-of-sample: ~21% annualized return vs S&P ~9.6%, Calmar ~4.42—great risk-adjusted upside, despite higher drawdowns.
Composer Atlas Signal Miner built this strategy. Branches are ordered by the calmar ratio each signal scored standalone, holding cash when a signal is off.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily, leveraged, momentum, regime switching, relative strength, risk-on/risk-off, tech, trend-following | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.19% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 2.00% | ||
| Return, trailing 1 month (out-of-sample) | 1.97% | ||
| 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) | 4.42 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -4.79% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 25.06% |
Composer Technologies · Composer
Composer Technologies · Composer
