Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based switch among Bitcoin (via GBTC), leveraged tech (TECL) after selloffs, volatility (UVXY) after big run-ups, or T‑bills (SHV) for safety—using simple overbought/oversold and trend checks.
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 2026-05-31)
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 ()
4 of 9 funds in its are : PSQ, TECL, TQQQ, UVXY
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.
Each day the strategy picks one holding for most of the sleeve: - If tech looks washed out (TQQQ’s 10‑day RSI < 31), buy TECL (3× tech) for a rebound. - Else if QQQ or SPY look overheated (10‑day RSI > 80), buy UVXY (volatility) for a pullback. - Else if bonds look healthier than inverse tech (IEF RSI > PSQ RSI), hold GBTC only if its short‑term trend is above its 22‑day average; otherwise hold SHV (T‑bills). If that test fails, hold SHV.
Daily, rules-based switch among Bitcoin (via GBTC), leveraged tech (TECL) after selloffs, volatility (UVXY) after big run-ups, or T‑bills (SHV) for safety—using simple overbought/oversold and trend checks.
Out-of-sample, this strategy targets ~40% annualized return vs ~19.5% for the S&P, with Calmar ≈1.45. It rotates into leveraged tech, crypto, volatility hedges, and safety assets to seek big upside while offering risk controls. Note: higher drawdowns than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.8B | 2026-10-11 | |
| Backtest regulatory fees | $7.0M | 2026-10-11 | |
| Backtest slippage cost | $67.8M | 2026-10-11 |
| AI categories (Composer) | crypto trend-following, leveraged etfs, risk-on/risk-off, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GBTC", "IEF", "PSQ", "QQQ", "SHV", "SPY", "TECL", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 61 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,855 | 2026-10-11 | |
| Out-of-sample length | 664 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 210.60% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 37871k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 145.20% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.10% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.47% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.05% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.72% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.28 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.09 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.82% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 69.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
