Composer · investment strategy
by Composer Technologies · via Composer
High‑risk, rules‑based portfolio: ~30% chases S&P/Nasdaq uptrends with leveraged funds, ~70% runs hedges that switch among Treasuries, volatility, tech, gold, or cash using trend (moving averages) and “heat” (RSI) signals.
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.
9 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.
0.6% of weight in (IVV: 3.0%)
8 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. : 88% · 2026-10-19 ()
64.9% 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 ()
14 of 27 funds in its are : PSQ, SH, SPXL, SPXU, SQQQ, SVIX, SVXY, TECL, TMF, TMV, TQQQ, UGL, UPRO, UVXY
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 splits money into offense (~30%) and defense (~70%). Offense buys leveraged S&P/Nasdaq funds (SPXL, TQQQ) when the trend is up; if things look too hot it parks in T‑bills (SHV) or gold. In downtrends it can switch to shorts (SQQQ/SPXU) or bonds/cash. Defense rotates among long/short long‑term Treasuries (TMF/TMV), volatility funds (UVXY/VIXY vs SVXY/SVIX), tech (TECL/XLK), or cash (BIL/SHV) using trend (moving averages) and “heat” (RSI) signals. RSI = 0–100 gauge of recent speed; moving average = average price over X days.
High‑risk, rules‑based portfolio: ~30% chases S&P/Nasdaq uptrends with leveraged funds, ~70% runs hedges that switch among Treasuries, volatility, tech, gold, or cash using trend (moving averages) and “heat” (RSI) signals.
Out-of-sample edge: 23.39% annualized return vs 18.73% for the S&P, Calmar 1.27, drawdown ~18.37% vs ~18.76%, beta ~0.97, Sharpe ~1.07. Higher upside with disciplined risk management.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $73k | 2026-10-19 | |
| Backtest regulatory fees | $165 | 2026-10-19 | |
| Backtest slippage cost | $1,205 | 2026-10-19 |
| AI categories (Composer) | bond momentum, hedged, high risk, leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, trend following, volatility trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 313 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "PSQ", "QQQ", "SH", "SHV", "SHY", "SPXL", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "VTI", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-19 |
| Remixes (copies) | 14 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,122 | 2026-10-19 | |
| Out-of-sample length | 545 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 56.35% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 632.75% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.39% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 56.89% | ||
| Return, trailing 1 day (out-of-sample) | -2.46% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.80% | ||
| Return, trailing 1 week (out-of-sample) | -3.84% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.66% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 21.45% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.37% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.55% | ||
| SPY annualized return over the backtest window (backtest) | 15.53% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.07 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.27 | ||
| Maximum drawdown, backtest period (backtest) | -18.37% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.37% | ||
| Sharpe ratio, backtest period (backtest) | 2.11 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Sortino ratio, backtest period (backtest) | 3.72 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.37% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.78% |
| Annualized turnover, backtest period (backtest) | 31.58 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.85 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.58% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.41% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
