Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical plan that rides S&P 500/Nasdaq uptrends with leverage, then quickly shifts to cash, bonds, inverse stock funds, or volatility hedges when momentum cools or drawdowns hit—aiming to capture rallies and sidestep selloffs.
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 ()
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 15 funds in its are : PSQ, SDS, SH, SPYU, TQQQ, UPRO, 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.
Each day it checks trend (is SPY above its 200‑day average?) and “heat” (RSI, a 0–100 gauge of how stretched prices are). In uptrends it rides stocks with S&P 500/tech funds (SPY, UPRO, TQQQ; SPYU = an S&P 500 bull fund). If prices get too hot or sink fast, it cuts risk to cash‑like T‑bills (BIL/STIP), flips to hedges (SH/SDS = short S&P 500), or briefly buys UVXY (volatility) after sharp pops. Bonds (BND/AGG/IEF/TLT) act as safety signals.
Daily tactical plan that rides S&P 500/Nasdaq uptrends with leverage, then quickly shifts to cash, bonds, inverse stock funds, or volatility hedges when momentum cools or drawdowns hit—aiming to capture rallies and sidestep selloffs.
Out-of-sample, this strategy targets ~61% returns vs SPY’s ~19.6%, with Calmar ~1.10. It captures rallies with leverage and trims risk via hedges and bonds—offering higher upside with disciplined risk versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $60k | 2026-10-11 | |
| Backtest regulatory fees | $140 | 2026-10-11 | |
| Backtest slippage cost | $1,050 | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, momentum, risk management, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 275 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "IEF", "PSQ", "QQQ", "SDS", "SH", "SPY", "SPYU", "STIP", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.05 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 713 | 2026-10-11 | |
| Out-of-sample length | 593 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 88.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 504.98% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 61.09% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 207.65% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.69% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 94.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 94.51% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.87% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.28% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.31% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 53.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
