Composer · investment strategy
by Composer Technologies · via Composer
Daily rules: fade tech extremes with 3x ETFs; if the market drops fast, rotate to the rising US dollar or to commodities; otherwise buy short‑term dips in UnitedHealth, Costco, and Walmart.
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 2026-10-11
: 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%)
No funds
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 10 funds in its are : TECL, TECS
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.
Each day: 1) Tech check via QQQ (Nasdaq‑100) 14‑day RSI, a 0–100 momentum gauge. If very low (<31) buy TECL (3x bull tech). If very high (>81) buy TECS (3x bear tech). 2) Else, if SPY (S&P 500) fell >3% in 3 days, go defensive: if the US dollar’s 14‑day avg (on UUP) is above its 210‑day, buy USDU; else buy DBC (commodities). 3) Else, buy the two most‑dipped (by 9‑day avg) of UNH (UnitedHealth), COST (Costco), and WMT (Walmart).
Daily rules: fade tech extremes with 3x ETFs; if the market drops fast, rotate to the rising US dollar or to commodities; otherwise buy short‑term dips in UnitedHealth, Costco, and Walmart.
Out-of-sample annualized return ~37% vs ~19% for the S&P, beta ~0.90, Calmar ~1.09, and positive alpha. Higher upside with diversification; drawdowns can spike in stress, but risk-adjusted profile is compelling.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $686k | 2026-10-11 | |
| Backtest regulatory fees | $772 | 2026-10-11 | |
| Backtest slippage cost | $5,525 | 2026-10-11 |
| AI categories (Composer) | commodities, crash hedge, daily rebalance, defensive stocks, leveraged etfs, mean reversion, tactical, technology, us dollar | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 22 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "COST", "DBC", "QQQ", "SPY", "TECL", "TECS", "UNH", "USDU", "UUP", "WMT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,220 | 2026-10-11 | |
| Out-of-sample length | 633 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 39.20% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6756% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 122.03% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.40% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.95% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.95% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.91% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.15 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.16% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.16% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.57% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
