Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, regime strategy: use long-term trends to go aggressive with 2x S&P/Tech in bull phases, and rotate to bonds/defensives—or even a 2x inverse tech hedge—in bears, with simple overbought/oversold checks to dial 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.
3.2% 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 ()
100.0% 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 ()
3 of 9 funds in its are : QID, ROM, SSO
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.
Step 1: Decide the market’s long-term mode using moving averages (average price). If SPY’s 200‑day avg > its 1000‑day avg → secular bull; otherwise bear.<br>Step 2: In bulls, ride strength with ~2x S&P (SSO). If price weakens, buy oversold tech (ROM) only when QQQ’s 10‑day RSI (0–100 “heat” gauge) <30; else hold bonds (BND). If SPY looks hot (RSI>60), cool to 55% SPY + 45% TLT.<br>Step 3: In bears, favor bonds (BND/BSV) or staples (XLP). In deep downtrends, may short tech via QID or hide in TLT. 2x ETFs aim for about twice the daily move.
A rules-based, regime strategy: use long-term trends to go aggressive with 2x S&P/Tech in bull phases, and rotate to bonds/defensives—or even a 2x inverse tech hedge—in bears, with simple overbought/oversold checks to dial risk.
Out-of-sample edge: ~33.5% annualized return vs SPY ~21.3%; Calmar ~1.37 (strong risk-adjusted gains). Drawdowns ~24.5% vs ~18.8% for SPY, but regime-driven leverage targets higher upside with hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.5M | 2026-10-11 | |
| Backtest regulatory fees | $4,452 | 2026-10-11 | |
| Backtest slippage cost | $35k | 2026-10-11 |
| AI categories (Composer) | bonds, inverse/short, leveraged etfs, momentum/rsi, regime-based, risk-on/risk-off, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 70 | 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) | 0.89 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BSV", "QID", "QQQ", "ROM", "SPY", "SSO", "TLT", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.62 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,907 | 2026-10-11 | |
| Out-of-sample length | 930 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 32.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 25k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 190.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.33% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.33% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.97% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
