Composer · investment strategy
by Composer Technologies · via Composer
Trades Alphabet tactically via single‑stock ETFs: rides uptrends with a 2x long (GGLL), flips to a −1x short (GGLS) when short‑term is overheated, and sits in T‑bills (BIL) in downtrends unless deeply oversold. Signals: 100‑day average + RSI.
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 2026-10-11
: 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
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 ()
2 of 4 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 uses signals from Google’s stock (GOOGL). A 100‑day average sets the trend: above it = uptrend, below = downtrend. RSI (a 0–100 score of recent buying vs selling) flags extremes: high = overbought, low = oversold.<br>Uptrend: normally own GGLL (2x long GOOGL); if RSI is very high, switch to GGLS (−1x short).<br>Downtrend: normally hold BIL (T‑bills); if RSI is very low, buy GGLL for a bounce. Rebalanced daily.
Trades Alphabet tactically via single‑stock ETFs: rides uptrends with a 2x long (GGLL), flips to a −1x short (GGLS) when short‑term is overheated, and sits in T‑bills (BIL) in downtrends unless deeply oversold. Signals: 100‑day average + RSI.
Googl Max leverages trend/RSI signals to 2x long GOOGL, -1x short on overbought, and cash in downdrafts. In out-of-sample, ~52% annualized return vs SPY ~18%; Calmar ~1.26, with higher drawdowns (~41%) offset by T-bill hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $48k | 2026-10-11 | |
| Backtest regulatory fees | $119 | 2026-10-11 | |
| Backtest slippage cost | $960 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged/inverse, momentum, rsi, single-stock etfs, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 23 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GGLL", "GGLS", "GOOGL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 53 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,026 | 2026-10-11 | |
| Out-of-sample length | 505 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 47.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 384.30% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 133.33% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.91% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.91% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.82% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -13.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.58 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 44.92 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.40 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.36% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
