Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based rotation that rides or fades semiconductor/tech moves using a “heat” gauge (RSI), then switches to QQQ or defensive dollar/anti‑beta, and sometimes commodities, based on bond and US‑dollar trends. Heavy use of 3x ETFs.
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.
3 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)
: 23.9% (PDBC 50% × 0.48), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 95% · 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 ()
6 of 22 funds in its are : QLD, SOXL, SOXS, SQQQ, SSO, TECL
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 Macro signals 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.
Heat check (RSI = 0–100 heat gauge): if stocks are very hot, short semis (SOXS); else ride semis (SOXL) unless they’re overheated. If the S&P is washed out, choose a bull (SOXL/TECL) or bear (SOXS/SQQQ) tech trade via a bonds‑vs‑high‑beta check. Otherwise, regime by trends: bonds uptrend → QQQ or defensive (USDU + BTAL; sometimes QLD/SSO). Bonds downtrend → follow USD: strong USD → rotate USDU/PDBC/OILK/XLB/GDXJ; weak USD → QQQ. Uses 3x ETFs.
Daily, rules‑based rotation that rides or fades semiconductor/tech moves using a “heat” gauge (RSI), then switches to QQQ or defensive dollar/anti‑beta, and sometimes commodities, based on bond and US‑dollar trends. Heavy use of 3x ETFs.
Out-of-sample, expect ~46% annualized return vs ~23% for the S&P, with Calmar ~1.57 signaling solid risk-adjusted performance. Note higher drawdown (~30%) and lower Sharpe; daily tech/dollar rotations boost upside but add volatility.
Garen Phillips - https://discord.gg/zfBK5B3ZgT // https://youtu.be/XUhsCXS27s0
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $43.3M | 2026-10-11 | |
| Backtest regulatory fees | $67k | 2026-10-11 | |
| Backtest slippage cost | $620k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, defensive hedges, dollar/commodities, leveraged etfs, mean‑reversion, tactical allocation, tech/semis focus, trend‑following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 76 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.77 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "BTAL", "GDXJ", "IEF", "OILK", "PDBC", "QLD", "QQQ", "SOXL", "SOXS", "SPHB", "SPY", "SQQQ", "SSO", "STIP", "TECL", "TIP", "TLT", "USDU", "UUP", "XLB" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,442 | 2026-10-11 | |
| Out-of-sample length | 760 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 137.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 433k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 215.62% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 56.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.04% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 30.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.40% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.33% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.06% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
