Composer · investment strategy
by Composer Technologies · via Composer
One‑at‑a‑time tactical swing strategy. It builds S&P/Nasdaq/bond/bitcoin playbooks using trend checks, then buys the single fund that looks most oversold over ~14 days to catch a rebound. Can go leveraged long, inverse, or hide in bonds/bitcoin; high risk.
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.
1 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
5 of 11 funds in its are : PSQ, QLD, SH, TQQQ, UPRO
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
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.
4 missing
The text the rules are quoted from, with where it came from.
It builds 6 playbooks: S&P 500 (SPY/UPRO/SH), Nasdaq 100 (QQQ/TQQQ/QLD/PSQ), Treasuries (TLT/IEF), Bitcoin (BITO), plus a crash‑hedge (BSV/TQQQ). Each uses short‑ vs long‑term price averages and recent up/down streaks to pick a leveraged long, a short, or safer bonds. Then it buys 1 fund—the one most “oversold” over ~14 days (RSI = a heat‑gauge of recent ups vs downs)—aiming for a rebound, and holds it until another becomes most oversold.
One‑at‑a‑time tactical swing strategy. It builds S&P/Nasdaq/bond/bitcoin playbooks using trend checks, then buys the single fund that looks most oversold over ~14 days to catch a rebound. Can go leveraged long, inverse, or hide in bonds/bitcoin; high risk.
An oversold-leader rotation across stocks, Nasdaq, bonds, and Bitcoin targets higher upside than the S&P. Out-of-sample shows ~29.5% return vs 21.2% for SPY, with diversification and a simple one-position approach—yet higher drawdowns and volatility.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $71k | 2026-10-11 | |
| Backtest regulatory fees | $420 | 2026-10-11 | |
| Backtest slippage cost | $2,934 | 2026-10-11 |
| AI categories (Composer) | bitcoin, inverse etfs, leveraged etfs, rsi contrarian, tactical rotation, tech (nasdaq), treasuries, trend filters, us stocks | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 58 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BITO", "BSV", "IEF", "PSQ", "QLD", "QQQ", "SH", "SPY", "TLT", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,234 | 2026-10-11 | |
| Out-of-sample length | 691 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.08% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 607.66% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.45% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -31.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -31.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 12.42% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.58% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 71.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.37 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.22% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
