Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based bear‑market sleeve: usually sits in T‑bills; when the S&P 500 turns bearish it mostly shorts the tech‑heavy Nasdaq (PSQ/SQQQ) and occasionally rides rebounds (QQQ/TQQQ), steered by short‑term “hot/cold” scores, trend, and bond signals.
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 2026-10-19
: 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 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
3 of 11 funds in its are : PSQ, SQQQ, TQQQ
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 Capital preservation 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.
First it checks for extremes: if key stock indexes look very hot (>79) or very cold (<30) on a short-term “hot/cold” score (RSI), it parks in T‑bills (BIL). If the S&P 500 is above its 200‑day trend, it also stays in BIL. If below, it mainly shorts the Nasdaq (PSQ/SQQQ) and sometimes flips long (QQQ/TQQQ) during rebounds. Short‑term trend (20‑day), 60‑day losses, and bond cues (TLT/IEF) guide those choices. Risk is sized by recent volatility.
A rules‑based bear‑market sleeve: usually sits in T‑bills; when the S&P 500 turns bearish it mostly shorts the tech‑heavy Nasdaq (PSQ/SQQQ) and occasionally rides rebounds (QQQ/TQQQ), steered by short‑term “hot/cold” scores, trend, and bond signals.
Out-of-sample edge: 17.89% annual return vs S&P 17.64%, but with far smaller drawdowns (14.1% vs 18.8%). Calmar ~1.27; Sharpe ~0.915 vs ~1.07. Negative beta means less market risk and better downside protection with similar upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-19 | |
| Backtest regulatory fees | $1,639 | 2026-10-19 | |
| Backtest slippage cost | $12k | 2026-10-19 |
| AI categories (Composer) | bear-market hedge, daily rebalance, inverse etfs, leveraged etfs, rules-based, tactical allocation, trend/momentum | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 87 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "IEF", "IOO", "PSQ", "QQQ", "SPY", "SQQQ", "TLT", "TQQQ", "VTV", "XLF" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.32 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.26 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 4,163 | 2026-10-19 | |
| Out-of-sample length | 514 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 33.71% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.89% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.43% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 1.14% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 1.19% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | ||
| SPY annualized return over the backtest window (backtest) | 14.04% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.28 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.27 | ||
| Maximum drawdown, backtest period (backtest) | -26.31% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.06% | ||
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | ||
| Sortino ratio, backtest period (backtest) | 2.34 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.69 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 27.05% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.20% |
| Annualized turnover, backtest period (backtest) | 14.55 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.44 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 45.71% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 75.88% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
