Composer · investment strategy
by Composer Technologies · via Composer
Rules-based plan: buy stock-market dips with a partial safety anchor, avoid overheated surges with cash/volatility hedge, rotate 70% into the strongest 150‑day trends, and actively flip a 30% bond sleeve between long and short Treasuries.
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.
6 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.
1.0% of weight in (IVV: 3.0%)
5 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. : 99% · 2026-10-19 ()
100.0% 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 ()
7 of 18 funds in its are : SOXL, TECL, TMF, TMV, TQQQ, UDOW, UPRO
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.
RSI is a quick “heat gauge” of recent moves. If TQQQ looks too hot (>79), it goes defensive (≈75% T‑Bills via BIL, ≈25% volatility hedge via VXX). If markets look washed‑out (RSI: TQQQ <31 or SPY <30), it buys the dip using 3x stock funds (TECL or UPRO) plus a safety anchor (XLP). Otherwise: 70% rotates into the 4 strongest over 150 days from a basket (tech, semis, S&P, energy, staples, healthcare, Brazil, commodities, USD, bonds), and 30% flips between long/short Treasuries (TMF/TMV) using 150‑ & 23‑day trends.
Rules-based plan: buy stock-market dips with a partial safety anchor, avoid overheated surges with cash/volatility hedge, rotate 70% into the strongest 150‑day trends, and actively flip a 30% bond sleeve between long and short Treasuries.
Out-of-sample, this strategy targets higher growth (≈21.12% annualized) vs the S&P’s ≈19.34%, with a solid risk-adjusted edge (Calmar ≈0.65). Dip-buying, momentum rotation and a bond sleeve aim to capture upside while moderating risk.
GLD also removed from selector to not have to figure out gold taxes, DUG also removed from selector due to low volume and not wanting to short. XLP in 10RSI TQQQ > 79 changed to BIL.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $257k | 2026-10-19 | |
| Backtest regulatory fees | $741 | 2026-10-19 | |
| Backtest slippage cost | $5,733 | 2026-10-19 |
| AI categories (Composer) | bond timing, leveraged etfs, momentum and dip-buying, risk-on/risk-off, tactical multi-asset, trend rotation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 46 | 2026-10-19 | |
| Rebalance corridor width | 12.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "EWZ", "PDBC", "SOXL", "SPY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UPRO", "USDU", "VXX", "XLE", "XLP", "XLV" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.12 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.80 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,199 | 2026-10-19 | |
| Out-of-sample length | 650 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 45.05% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2471% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.31% | ||
| Return, trailing 1 day (out-of-sample) | -4.34% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 10.30% | ||
| Return, trailing 1 week (out-of-sample) | -8.89% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 26.19% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 43.91% | ||
| Return, trailing 2 weeks (out-of-sample) | -14.21% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.09% | ||
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.39 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Maximum drawdown, backtest period (backtest) | -32.33% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.33% | ||
| Sharpe ratio, backtest period (backtest) | 1.22 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | ||
| Sortino ratio, backtest period (backtest) | 1.87 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 35.54% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.78% |
| Annualized turnover, backtest period (backtest) | 34.35 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.70 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.16% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.23% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
