Composer · investment strategy
by Composer Technologies · via Composer
Two-sleeve, rules-based plan: 70% buys tech on sharp dips, parks in T‑bills when markets are overheated, otherwise holds the total US market. 30% is defensive: in downtrends it hedges with volatility/short Nasdaq; in uptrends it stays in short Treasuries.
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 2026-10-19
: 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.
2.2% of weight in (IVV: 3.0%)
2 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. : 98% · 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 ()
1 of 8 funds in its are : PSQ
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 “speedometer” of recent moves; <31 = oversold, >80 = overheated.<br>70%: If QQQ (Nasdaq‑100) is oversold → buy XLK (tech). If QQQ or SPY (S&P 500) is overheated → park in SHV (T‑bills). Otherwise hold VTI (total US stocks).<br>30%: If SPY is below its 200‑day average: if QQQ is oversold → XLK; else split between VIXY (volatility) and PSQ (short Nasdaq). If SPY is above its 200‑day → SHY (short Treasuries).
Two-sleeve, rules-based plan: 70% buys tech on sharp dips, parks in T‑bills when markets are overheated, otherwise holds the total US market. 30% is defensive: in downtrends it hedges with volatility/short Nasdaq; in uptrends it stays in short Treasuries.
Out-of-sample edge: oos Sharpe 1.38 vs 1.24, max drawdown 10.9% vs 18.8%, beta ~0.77, Calmar ~1.85, ~20.1% annualized return—same upside with far lower risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $98k | 2026-10-19 | |
| Backtest regulatory fees | $190 | 2026-10-19 | |
| Backtest slippage cost | $1,592 | 2026-10-19 |
| AI categories (Composer) | defensive hedging, momentum (rsi), tactical allocation, technology tilt, treasuries, trend following, us equities, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 27 | 2026-10-19 | |
| Rebalance corridor width | 15.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.59 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QQQ", "SHV", "SHY", "SPY", "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) | 0.77 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,920 | 2026-10-19 | |
| Out-of-sample length | 616 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 15.78% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 877.09% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.07% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 55.81% | ||
| Return, trailing 1 day (out-of-sample) | -0.80% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.31% | ||
| Return, trailing 1 week (out-of-sample) | -0.44% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.72% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.52% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.23% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.90% | ||
| SPY annualized return over the backtest window (backtest) | 14.20% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.20 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.85 | ||
| Maximum drawdown, backtest period (backtest) | -13.13% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.86% | ||
| Sharpe ratio, backtest period (backtest) | 1.29 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | ||
| Sortino ratio, backtest period (backtest) | 2.15 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.45 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 11.88% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.99% |
| Annualized turnover, backtest period (backtest) | 15.18 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.32 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.44% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.36% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
