Composer · investment strategy
by Composer Technologies · via Composer
Tech-tilted, daily-rebalanced strategy that rides Nasdaq strength with 3x funds, hedges when markets are overheated, and shifts to inverse or bond/income ETFs when risk rises. Signals: long-term trend and short-term overbought/oversold (RSI).
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.
2 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%)
2 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 ()
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% · 2026-10-11 ()
7 of 16 funds in its are : FAZ, PSQ, SOXS, SQQQ, TECL, TQQQ, 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Splits the portfolio 80/20 into two tactical sleeves. It checks a long-term trend line (200-day average) and a short-term “too hot/too cold” gauge (RSI). When tech isn’t overheated, it rides the Nasdaq 100 with TQQQ (3x). If markets look overheated, it switches to SOXS (bearish semiconductors). When weak, it may use PSQ/SQQQ (inverse Nasdaq) or move into bonds/income ETFs (TLT, IEF, TFLO, FBND, XYLD, SVOL) based on recent momentum. Rebalanced daily.
Tech-tilted, daily-rebalanced strategy that rides Nasdaq strength with 3x funds, hedges when markets are overheated, and shifts to inverse or bond/income ETFs when risk rises. Signals: long-term trend and short-term overbought/oversold (RSI).
Tech‑tilted, regime‑aware strategy with adaptive hedges. Out-of-sample: 32.16% annualized return vs ~25% for the S&P; drawdowns can exceed 40%. Higher upside potential, but with more volatility and risk.
This symph brought to you by The Dirt I'm Buried In, by Avatar, playing on repeat. And whenever I listen to this song, so do my neighbors, so I guess they get partial credit for this symph too.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $216k | 2026-10-11 | |
| Backtest regulatory fees | $911 | 2026-10-11 | |
| Backtest slippage cost | $6,717 | 2026-10-11 |
| AI categories (Composer) | bonds/income, daily rebalance, leveraged & inverse etfs, mean reversion, momentum, risk-on/risk-off, tactical, tech-tilted, trend + rsi | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 60 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAZ", "FBND", "IEF", "PSQ", "QQQ", "SOXS", "SPY", "SQQQ", "SVOL", "TECL", "TFLO", "TLT", "TQQQ", "UPRO", "XLY", "XYLD" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,344 | 2026-10-11 | |
| Out-of-sample length | 737 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 77.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2060% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 126.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -6.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -6.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.00% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.88% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 50.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.58% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.82% | 2026-10-11 |
Collective2
Composer Technologies · Composer
