Composer · investment strategy
by Composer Technologies · via Composer
Cash-heavy crash-avoider: most sits in T-bills; a 30% sleeve owns SPY in uptrends, otherwise bonds or oversold tech. In deep Nasdaq selloffs it hedges/shorts and, when momentum turns, rotates to Nasdaq/semis (incl. 2x funds).
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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
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 12 funds in its are : PSQ, QID, QLD, USD
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.
Most stays in T-bills (SHV). About 30% is tactical:<br>- If the S&P 500 fund (SPY) is in an uptrend (price above long-term averages), it holds SPY.<br>- Otherwise it holds 3–7yr Treasuries (IEI) or, if the Nasdaq-100 (QQQ) is very oversold (low RSI), it buys the Tech sector fund (XLK).<br>- In deep Nasdaq declines (~−20%/yr), it hedges/shorts QQQ (PSQ/QID). If momentum improves, it goes long QQQ or Semiconductors, incl. some 2x funds (SMH/QLD/USD). It can also use Consumer Staples (XLP). RSI = short-term “heat”; moving averages = trend.
Cash-heavy crash-avoider: most sits in T-bills; a 30% sleeve owns SPY in uptrends, otherwise bonds or oversold tech. In deep Nasdaq selloffs it hedges/shorts and, when momentum turns, rotates to Nasdaq/semis (incl. 2x funds).
Out-of-sample edge: annualized return 27.59% vs SPY 22.31%, Sharpe 1.74 vs 1.43, Calmar 2.71, max drawdown 10.17% vs 18.76%, beta ~0.81. Cash-first, trend-following sleeve seeks bigger gains with lower risk than the S&P.
BT to July 26 2002
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $206k | 2026-10-11 | |
| Backtest regulatory fees | $318 | 2026-10-11 | |
| Backtest slippage cost | $2,531 | 2026-10-11 |
| AI categories (Composer) | crash protection, leveraged/inverse etfs, tactical allocation, tech tilt, treasuries, trend-following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 115 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEI", "PSQ", "QID", "QLD", "QQQ", "SHV", "SMH", "SPY", "TLT", "USD", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-11 |
| Remixes (copies) | 163 | 2026-10-11 | |
| Watchers | 63 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 862 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1957% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.41% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.37 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.71 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 13.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.48% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.50% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
