Composer · investment strategy
by Composer Technologies · via Composer
Times Alphabet using a 14‑day RSI: short 1× (GGLS) when RSI > 70, long 2× (GGLL) when RSI < 65, otherwise hold GOOGL. Idea: bet on pullbacks when overbought, stay bullish (more aggressive when cooler).
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 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
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% · 2026-10-19 ()
2 of 3 funds in its are : GGLL, GGLS
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 tracks Alphabet (GOOGL) using a 14‑day RSI—a 0–100 gauge of how “hot” recent price moves are (higher = hotter). Then it puts 100% into one fund: if RSI > 70, buy GGLS (moves opposite Google, 1×). If RSI < 65, buy GGLL (targets 2× Google). If 65–70, buy GOOGL. Goal: fade when too hot, be bullish otherwise.
Times Alphabet using a 14‑day RSI: short 1× (GGLS) when RSI > 70, long 2× (GGLL) when RSI < 65, otherwise hold GOOGL. Idea: bet on pullbacks when overbought, stay bullish (more aggressive when cooler).
Out-of-sample annualized return ~22.1% vs SPY ~18.0%, signaling higher growth potential. Drawdowns are larger (~53% vs ~19%), so best for risk-tolerant investors seeking alpha from Alphabet-driven moves with prudent risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $43k | 2026-10-19 | |
| Backtest regulatory fees | $99 | 2026-10-19 | |
| Backtest slippage cost | $844 | 2026-10-19 |
| AI categories (Composer) | alphabet (googl), leveraged/inverse etfs, mean-reversion, momentum, rsi timing, single-stock, trend timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 10 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GGLL", "GGLS", "GOOGL" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.95 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,032 | 2026-10-19 | |
| Out-of-sample length | 586 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 42.40% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 325.90% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 58.56% | ||
| Return, trailing 1 day (out-of-sample) | -5.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 11.43% | ||
| Return, trailing 1 week (out-of-sample) | -5.07% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.84% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 32.62% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.97% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -9.02% | ||
| SPY annualized return over the backtest window (backtest) | 18.97% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.80 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.42 | ||
| Maximum drawdown, backtest period (backtest) | -52.81% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -52.81% | ||
| Sharpe ratio, backtest period (backtest) | 0.94 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Sortino ratio, backtest period (backtest) | 1.37 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 52.25% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.01% |
| Annualized turnover, backtest period (backtest) | 31.97 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.97 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.97% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.44% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
