Composer · investment strategy
by Composer Technologies · via Composer
Owns a concentrated, Big Tech‑heavy growth mix in uptrends. When the market weakens, it shifts quickly into hedges (3x long/short Nasdaq or S&P, bonds, or cash) based on simple momentum and trend signals; a shipping ETF acts as a backdrop gauge.
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.
11 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.
0.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
5 of 21 funds in its are : PSQ, SPXS, SPXU, 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 Macro signals 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, glance at a shipping-cost ETF (BDRY) as a global-growth hint.<br>- Main switch: if the S&P 500 (SPY) is above its 200‑day average, hold a concentrated Big Tech‑heavy basket.<br>- If not, split into hedges that rotate among 3x long/short Nasdaq/S&P, bonds, or cash using short‑term momentum (RSI) and trend checks.
Owns a concentrated, Big Tech‑heavy growth mix in uptrends. When the market weakens, it shifts quickly into hedges (3x long/short Nasdaq or S&P, bonds, or cash) based on simple momentum and trend signals; a shipping ETF acts as a backdrop gauge.
Out-of-sample edge: ~19.6% annualized return vs SPY ~18.2%, with lower beta (~0.69) and solid risk-adjusted Sharpe (~0.86). Calmar ~0.80; higher drawdowns (~24%) in downturns, but hedging aims to protect and diversify.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $554k | 2026-10-19 | |
| Backtest regulatory fees | $228 | 2026-10-19 | |
| Backtest slippage cost | $1,770 | 2026-10-19 |
| AI categories (Composer) | concentrated growth, leveraged etfs, risk-on/risk-off, tactical hedging, technical momentum, trend-following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 170 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AMZN", "ASML", "BDRY", "BIL", "BND", "GOOGL", "IEF", "META", "MSFT", "NFLX", "NVDA", "PSQ", "QQQ", "SPXS", "SPXU", "SPY", "SQQQ", "TLT", "TQQQ", "TSM", "TW" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 |
| Remixes (copies) | 3 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,896 | 2026-10-19 | |
| Out-of-sample length | 513 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 70.44% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 5437% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.62% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.51% | ||
| Return, trailing 1 day (out-of-sample) | -2.07% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.80% | ||
| Return, trailing 1 week (out-of-sample) | -3.14% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 5.20% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 8.35% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.62% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.51% | ||
| SPY annualized return over the backtest window (backtest) | 15.64% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.90 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.80 | ||
| Maximum drawdown, backtest period (backtest) | -37.10% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.44% | ||
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | ||
| Sortino ratio, backtest period (backtest) | 3.11 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 31.25% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.21% |
| Annualized turnover, backtest period (backtest) | 9.72 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.88 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.07% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.97% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
