Composer · investment strategy
by Composer Technologies · via Composer
Rules-based ‘buy the dip’ bot for leveraged tech/semis. Enters on uptrends, averages down on set pullbacks, and uses simple “heat” gauges (RSI, bonds, volatility) to step into cash, gold, or hedges. Daily rebalanced; very high risk.
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.
8 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.
0.1% of weight in (IVV: 3.0%)
3 funds (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 ()
55.7% 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 ()
9 of 23 funds in its are : PSQ, QLD, SH, SOXL, SOXS, TECL, TQQQ, UGL, 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 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.
It buys Nasdaq/tech (TQQQ, SOXL) when trend turns up (short EMA > long EMA) and adds more at preset pullbacks (~−3/−6/−9/−12/−15%). RSI (0–100 “heat” gauge) avoids extremes: when hot it parks in gold (UGL) or cash (BIL); when cold it may hedge (SOXS). Bonds/cash and volatility (UVXY) act as risk lights; spikes shift defensive (SH/PSQ). Rebalanced daily. Core risk is leveraged tech/semis; others (UUP/USDU, DBC) are brief diversifiers. High risk.
Rules-based ‘buy the dip’ bot for leveraged tech/semis. Enters on uptrends, averages down on set pullbacks, and uses simple “heat” gauges (RSI, bonds, volatility) to step into cash, gold, or hedges. Daily rebalanced; very high risk.
Out-of-sample return 22.6% vs SPY 20.3%; Calmar ~0.93. RSI-based dip-averaging with hedges targets tech/semis upside while aiming to limit losses. Higher drawdowns but potential for greater long-term growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.3M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $106k | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, dca, leveraged etfs, mean-reversion, risk-on/off, systematic, tactical-hedging, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,068 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "COST", "DBC", "IEF", "IEI", "PSQ", "QLD", "QQQ", "SH", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPY", "TECL", "TQQQ", "UGL", "UNH", "USDU", "UUP", "UVXY", "VTI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,206 | 2026-10-11 | |
| Out-of-sample length | 971 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 57.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 33k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 119.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 5.35% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 5.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -13.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.53% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
