Composer · investment strategy
by Composer Technologies · via Composer
Daily momentum rotation among major U.S. stock index ETFs. Uses a 10‑day RSI (a recent‑strength score) to own just one—often a 3x leveraged fund—at a time. Aims to ride short bursts of uptrends; expect high turnover and 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.
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 9 funds in its are : SPXL, TNA, TQQQ, UDOW
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 9 U.S. stock ETFs (SPY, QQQ, DIA, IWM, ILCV and their 3x versions: SPXL, TQQQ, UDOW, TNA). It scores each with a 10‑day RSI—a 0–100 “recent‑strength” gauge based on up vs down days. It buys the single highest‑scoring ETF (100% in one) and switches daily if the leader changes.
Daily momentum rotation among major U.S. stock index ETFs. Uses a 10‑day RSI (a recent‑strength score) to own just one—often a 3x leveraged fund—at a time. Aims to ride short bursts of uptrends; expect high turnover and high risk.
Out-of-sample: ~47% annualized return, ~11% max drawdown, and Calmar 4.24 from a daily RSI momentum rotation across 9 ETFs. Compared with the S&P’s ~25% return, you get higher upside with notably stronger downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $371k | 2026-10-11 | |
| Backtest regulatory fees | $2,857 | 2026-10-11 | |
| Backtest slippage cost | $22k | 2026-10-11 |
| AI categories (Composer) | daily rotation, leveraged etfs, momentum, single-position, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 12 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "ILCV", "IWM", "QQQ", "SPXL", "SPY", "TNA", "TQQQ", "UDOW" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 |
| Remixes (copies) | 28 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 398 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 24.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3610% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.53% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.36% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.84 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 71.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.58 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
