Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, high-octane strategy: use the S&P 500’s 200‑day trend to pick risk-on/off, then rotate among 3× tech bulls (TQQQ/TECL), inverse tech (SQQQ), volatility (UVXY), and bonds/defensives (BND/TLT/XLP) using short-term “heat” (RSI) and moving averages.
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.
0.5% 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. : 98% · 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 ()
5 of 10 funds in its are : SPXL, SQQQ, TECL, TQQQ, 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.
Step 1 (trend): Is SPY below its 200‑day average? If yes (downtrend): 60% sits in broad bonds (BND) unless tech is very washed‑out, then 3× tech (TECL). The other 40% rotates among 3× bull, inverse tech (SQQQ), long Treasuries (TLT), or staples+bonds (XLP+BND) using short‑term “heat” (RSI) and QQQ vs its 20‑day average. If SPY is above that average (uptrend): 60% holds 3× Nasdaq (TQQQ) unless it looks extremely hot, then it switches to volatility (UVXY). RSI = 0–100 heat; MA = recent average price.
A rules-based, high-octane strategy: use the S&P 500’s 200‑day trend to pick risk-on/off, then rotate among 3× tech bulls (TQQQ/TECL), inverse tech (SQQQ), volatility (UVXY), and bonds/defensives (BND/TLT/XLP) using short-term “heat” (RSI) and moving averages.
Out-of-sample edge: ~77% annualized return, Sharpe ~1.28, Calmar ~1.55—stronger risk-adjusted performance vs SPY. Tactical rotation into leveraged tech with hedges; expect higher drawdowns (~50%) but significantly higher upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6B | 2026-10-11 | |
| Backtest regulatory fees | $971k | 2026-10-11 | |
| Backtest slippage cost | $9.3M | 2026-10-11 |
| AI categories (Composer) | bonds/defensive rotation, inverse etfs, leveraged etfs, rsi extremes, tactical allocation, tech tilt, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "QQQ", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 504 | 2026-10-11 | |
| Watchers | 292 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 941 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 122.37% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 15873k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 76.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 742.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.96 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.23% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
