Composer · investment strategy
by Composer Technologies · via Composer
A tactical, defense‑first portfolio. It defaults to BTAL/BIL and only adds a small 3× S&P sleeve (UPRO) and sometimes energy (XLE) when trends are strong and fear is low. Uses RSI, trend, and volatility to flip between offense and defense fast.
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.
“it mixes ~70% BTAL with ~30% UPRO (3× S&P 500)”
“it hides in BTAL (an anti‑beta fund that often rises when high‑flyers fall) or BIL (T‑Bills)”
“It cuts risk quickly if volatility (UVXY) jumps.”
“It watches “heat” (RSI), trend (moving averages), and fear (volatility).”
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.
1.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 49% · 2026-10-11 ()
49.3% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
6 of 18 funds in its are : FAS, PSQ, TECL, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It watches “heat” (RSI), trend (moving averages), and fear (volatility). If parts of the market look overheated or tech drops fast, it hides in BTAL (an anti‑beta fund that often rises when high‑flyers fall) or BIL (T‑Bills). When trends are healthy and fear is low, it mixes ~70% BTAL with ~30% UPRO (3× S&P 500) and sometimes adds energy (XLE). It cuts risk quickly if volatility (UVXY) jumps.
A tactical, defense‑first portfolio. It defaults to BTAL/BIL and only adds a small 3× S&P sleeve (UPRO) and sometimes energy (XLE) when trends are strong and fear is low. Uses RSI, trend, and volatility to flip between offense and defense fast.
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted return: ~39.5% annualized vs 22.3%, Sharpe ~1.78 vs 1.39, and slightly smaller drawdown (~17.7% vs ~18.8%). Defense-first with upside capture when trends are strong.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $407k | 2026-10-11 | |
| Backtest regulatory fees | $2,222 | 2026-10-11 | |
| Backtest slippage cost | $16k | 2026-10-11 |
| AI categories (Composer) | anti-beta core, defensive rotation, leveraged sleeve, risk-on/risk-off, tactical allocation, trend following, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 175 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.72 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "FAS", "IEF", "PSQ", "QQQE", "SPY", "TECL", "TQQQ", "UPRO", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLE", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 |
| Remixes (copies) | 71 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 719 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 29.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3966% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.47% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 158.69% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.83% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.16% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.42% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 63.22 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.80% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
