Composer · investment strategy
by Composer Technologies · via Composer
A two‑sleeve, all‑weather plan: ride tech/AI strength when the market is healthy, but hedge or shift to bonds when it weakens. A second sleeve mostly holds short‑term bonds, jumping into volatility (UVXY) only when fear or froth spikes.
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.
3 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.
0.7% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 92% · 2026-10-11 ()
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% · 2026-10-11 ()
6 of 11 funds in its are : PSQ, QLD, SH, SPXL, 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.
Two sleeves. 1) Growth/hedge: Uses SPY’s 200‑day average (long‑term trend) to set risk. In uptrends, hold the recent winner of QQQ (big tech) or BOTZ (AI/robotics); if QQQ looks overheated (RSI>81; RSI is a 0–100 ‘hot/cold’ gauge), flip to PSQ (inverse QQQ). In downtrends, buy sharp dips (QLD or SPY when RSI<30); else hedge with PSQ/SH or park in SHY; default to QQQ if stabilizing. 2) “BS Catcher”: Usually BSV (short‑term bonds). If markets look frothy or fearful (RSI spikes), briefly buy UVXY (volatility).
A two‑sleeve, all‑weather plan: ride tech/AI strength when the market is healthy, but hedge or shift to bonds when it weakens. A second sleeve mostly holds short‑term bonds, jumping into volatility (UVXY) only when fear or froth spikes.
Two-sleeve, adaptive strategy with superior out-of-sample risk-adjusted results: Sharpe 1.29, Calmar 1.48, max drawdown 12.2% vs 18.8% for SPY, oos return 18.1% vs 21.5%. Lower drawdowns, strong upside vs the S&P 500.
A strategy for long term investing in any market condition. In a bull run, everyone is a genius, in a bear market, do you know what to do?
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $549k | 2026-10-11 | |
| Backtest regulatory fees | $1,726 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged/inverse etfs, mean reversion, momentum, tactical allocation, tech/ai tilt, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 59 | 2026-10-11 | |
| Rebalance corridor width | 12.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BOTZ", "BSV", "PSQ", "QLD", "QQQ", "SH", "SHY", "SPXL", "SPY", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,527 | 2026-10-11 | |
| Out-of-sample length | 865 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5385% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 77.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.22% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.84% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -12.23% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.71% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.92 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.61 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
