Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based swing/trend system that flips among 3x Nasdaq/S&P longs, volatility spikes (VXX), hedges (SQQQ) and T‑Bills, using a hot/cold gauge (RSI), long‑term trend and a −12% safety trigger. Blends multiple cash‑buffered sleeves. Daily.
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 the strategy: - Checks if stocks look too hot or too cold using a “hot/cold” gauge (RSI = recent up vs down days). Hot → buy VXX (a fund that jumps when market volatility spikes). Cold → buy 3x bull funds for a rebound: SOXL (semis), TECL (tech), UPRO (S&P). - Otherwise, it follows the trend: above the long‑term line → prefer TQQQ (3x Nasdaq). Below → shift to SQQQ (3x inverse Nasdaq) or mix SQQQ with cash, guided by bond/short‑ETF readings. - Big drop? If Nasdaq fell >~12% in ~3 months → move to T‑Bills (BIL). - It runs several cash‑buffered versions of this playbook and gives more weight to the calmer ones to smooth swings.
Aggressive, rules‑based swing/trend system that flips among 3x Nasdaq/S&P longs, volatility spikes (VXX), hedges (SQQQ) and T‑Bills, using a hot/cold gauge (RSI), long‑term trend and a −12% safety trigger. Blends multiple cash‑buffered sleeves. Daily.
Out-of-sample, this strategy targets higher growth with controlled risk. It delivers about 24.3% annualized return vs 19.4% for the S&P, and a lower max drawdown (~7.7% vs ~8.9%). Calmar ~3.15 signals strong risk-adjusted performance.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, quant tactical, risk overlay, trend + mean‑reversion, volatility timing | ||
| Asset classes / instruments | equities |
| Rebalance frequency | daily |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.29% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 19.45% | ||
| Return, trailing 1 month (out-of-sample) | -1.71% | ||
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 3 months (out-of-sample) | -0.84% |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.15 | ||
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.70% | ||
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | ||
| Standard deviation, out-of-sample period (out-of-sample) | 19.78% |
Composer Technologies · Composer
Composer Technologies · Composer
