Composer · investment strategy
by Composer Technologies · via Composer
A rules-based switch that rotates among cash, SPY, 3x tech/S&P, inverse QQQ, and VIX. It uses simple “heat” gauges (RSI), trendlines, and a bond‑vs‑bear check to go risk‑on with TQQQ when conditions are good, or sit in T‑Bills when not.
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.
2 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 2026-06-30)
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 ()
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 10 funds in its are : PSQ, SH, TECL, 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.
RSI = a 0–100 heat gauge of recent price moves; high=hot, low=cold. A moving average is the average price over X days (a trendline).<br>Tickers: SPY=S&P 500, QQQ=Nasdaq‑100, TQQQ=3x QQQ, UPRO=3x S&P, TECL=3x Tech, PSQ=−1x QQQ, SH=−1x S&P, VIXY=VIX/fear, BND=US bonds, BIL=T‑Bills (cash).<br>Rules: too hot→VIXY; too cold→TECL/UPRO; medium‑term strong→SPY; else use bond‑vs‑bear + trend checks: if risk‑on→TQQQ, else cash (BIL), with brief PSQ flips.
A rules-based switch that rotates among cash, SPY, 3x tech/S&P, inverse QQQ, and VIX. It uses simple “heat” gauges (RSI), trendlines, and a bond‑vs‑bear check to go risk‑on with TQQQ when conditions are good, or sit in T‑Bills when not.
Out-of-sample annualized return 51.8% vs SPY 18.2%, with Calmar ~1.04 and Sharpe ~1.02. A tactical, rules-based mix of leverage, hedges, and cash aims for much higher upside than SPY while keeping risk managed through trend and risk filters.
Made by guybogles (discord: aly9923).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.1B | 2026-10-11 | |
| Backtest regulatory fees | $4.2M | 2026-10-11 | |
| Backtest slippage cost | $40.4M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean-reversion, momentum, risk-on/risk-off, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 79 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 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[ "BIL", "BND", "PSQ", "QQQ", "SH", "SPY", "TECL", "TQQQ", "UPRO", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 297 | 2026-10-11 | |
| Watchers | 64 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,964 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 123.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 30897k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 143.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 71.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 71.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.15 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.54 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
