Composer · investment strategy
by Composer Technologies · via Composer
A rules-based ETF strategy. 60% tactically tilts among cash, light shorts, tech (often hedged) and defensives using a heat meter (RSI) and trend. 40% rotates emerging markets up/down and long Treasuries vs cash to steady the ride.
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.
4 positions as of 2026-10-19
: 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.
0.1% of weight in (IVV: 3.0%)
3 funds (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. : 87% · 2026-10-19 ()
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% · 2026-10-19 ()
5 of 20 funds in its are : EUM, PSQ, QID, QLD, SH
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 Leveraged ETFs 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.
Split 60/40. 60%: Uses a “heat meter” (RSI, 0–100) and a long‑term trend line (200‑day avg) on SPY (S&P 500) and QQQ (Nasdaq‑100). If too hot, hold T‑bills (SHV) and light shorts (PSQ=short Nasdaq, SH=short S&P). If too cold, buy tech via QQQ/QLD, often hedged with Treasuries (TLT) and health care (XLV). Can park in staples (XLP) or gold (GLD). 40%: Flips between emerging markets up/down (EEM/EUM) using bond‑vs‑stock strength; owns TLT when bonds trend up or are washed‑out; else SHV.
A rules-based ETF strategy. 60% tactically tilts among cash, light shorts, tech (often hedged) and defensives using a heat meter (RSI) and trend. 40% rotates emerging markets up/down and long Treasuries vs cash to steady the ride.
Out-of-sample, this adaptive ETF strategy beats the S&P: 25.1% annualized return vs 18.2%; Sharpe 1.63 vs 1.11; drawdown 8.6% vs 18.8%. Higher risk-adjusted upside with diversified hedges and trend/mean-reversion signals.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.5M | 2026-10-19 | |
| Backtest regulatory fees | $31k | 2026-10-19 | |
| Backtest slippage cost | $251k | 2026-10-19 |
| AI categories (Composer) | emerging markets, gold, hedged equity, leveraged/inverse, tactical etf, treasuries, trend + mean reversion | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 172 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.32 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "EEM", "EUM", "GLD", "IEI", "IGIB", "IOO", "IWM", "PSQ", "QID", "QLD", "QQQ", "SH", "SHV", "SPY", "TLT", "VOX", "VTV", "XLK", "XLP", "XLV" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 |
| Remixes (copies) | 88 | 2026-10-19 | |
| Watchers | 36 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,769 | 2026-10-19 | |
| Out-of-sample length | 543 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 42.78% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 85k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.11% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.33% | ||
| Return, trailing 1 day (out-of-sample) | 0.33% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.33% | ||
| Return, trailing 1 week (out-of-sample) | 1.10% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.94% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.92% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.85% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.47% | ||
| SPY annualized return over the backtest window (backtest) | 10.98% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.79 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.93 | ||
| Maximum drawdown, backtest period (backtest) | -11.29% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.57% | ||
| Sharpe ratio, backtest period (backtest) | 2.37 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.63 | ||
| Sortino ratio, backtest period (backtest) | 4.20 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.95 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.52% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.43% |
| Annualized turnover, backtest period (backtest) | 46.29 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.28 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.41% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.04% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
