Composer · investment strategy
by Composer Technologies · via Composer
Daily rules-based risk switch: ride tech in uptrends (3x TECL/SOXL/TQQQ) unless momentum is overheated, then sit in T‑bills (BIL). Buy deep dips (RSI<30). In downtrends, short Nasdaq (SQQQ/PSQ) and use volatility/anti‑beta hedges, with a small dividend sleeve (SCHD).
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.
4 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.
0.2% of weight in (IVV: 3.0%)
3 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. : 98% · 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 ()
15 of 33 funds in its are : PSQ, SH, SOXL, SOXS, SQQQ, SVXY, TBX, TECL, TECS, TMF, TMV, TQQQ, UGL, 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.
It rebalances daily across risk‑on, cash, dip‑buy, and hedged short. - Regime: SPY above its 200‑day average = bull; else bear. - Overheat: if short‑term momentum (RSI, 0–100; high=overheated, low=washed‑out) is very high on SPY/IOO/TQQQ/VTV/XLF, park in BIL (T‑bills). - Dips: if RSI <30 on TQQQ/UPRO/SOXL, buy them. - Bull: if Tech (XLK) beats Staples (XLP) and also KMLM (managed‑futures trend), hold TECL/SOXL/TQQQ; else mix safety (BTAL anti‑beta, bonds, gold) + some SCHD. - Bear: short QQQ via SQQQ/PSQ, use vol hedges (UVXY/VIXM) and cash.
Daily rules-based risk switch: ride tech in uptrends (3x TECL/SOXL/TQQQ) unless momentum is overheated, then sit in T‑bills (BIL). Buy deep dips (RSI<30). In downtrends, short Nasdaq (SQQQ/PSQ) and use volatility/anti‑beta hedges, with a small dividend sleeve (SCHD).
Out-of-sample, this strategy beats the S&P on risk-adjusted returns: Sharpe ~1.57 vs ~1.11, annualized return ~123% vs ~18%, Calmar ~3.46. Dynamic risk switching and hedges target big upside with downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.0M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $121k | 2026-10-11 |
| AI categories (Composer) | dividends, leveraged etfs, rsi overbought/oversold, tactical taa, trend-following, volatility hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 292 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.49 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "IEF", "IOO", "KMLM", "PDBC", "PSQ", "QQQ", "SCHD", "SH", "SOXL", "SOXS", "SPY", "SQQQ", "SVXY", "TBX", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.16 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 503 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 223.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 90k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 123.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 399.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.31% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 106.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 106.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.59% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.41% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.41 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 64.23% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.34% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
