Composer · investment strategy
by Composer Technologies · via Composer
200‑day trend + short‑term RSI. In uptrends it hedges with VIXY when markets look overheated; otherwise holds the 3 strongest mega‑caps. In downtrends it buys deep tech/semis dips or flips between high‑beta (SPHB) and defensive (BTAL).
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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
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 ()
3 of 32 funds in its are : PSQ, SOXL, TECL
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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: - If SPY is above its 200‑day average and a short‑term heat gauge (RSI: 0–100; >~80 = “too hot”) says SPY/QQQ or big sectors are overheated, it buys VIXY (a volatility hedge). Else it holds the 3 strongest mega‑caps from a set (e.g., MSFT, AAPL, NVDA, AMZN, GOOGL, META). - If SPY is below trend, it buys sharp tech/semis dips with 3× ETFs (TECL, SOXL); otherwise it switches between high‑beta stocks (SPHB) and a defensive anti‑beta fund (BTAL) using PSQ (inverse QQQ) as the cue.
200‑day trend + short‑term RSI. In uptrends it hedges with VIXY when markets look overheated; otherwise holds the 3 strongest mega‑caps. In downtrends it buys deep tech/semis dips or flips between high‑beta (SPHB) and defensive (BTAL).
Out-of-sample edge: ~79.6% annualized return vs SPY ~21.2%, with higher Sharpe (~1.36 vs ~1.29) and Calmar ~2.87, and a larger max drawdown (~27.7% vs ~18.8%). Captures strong upside with volatility hedges and mega-cap momentum.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1B | 2026-10-11 | |
| Backtest regulatory fees | $2.8M | 2026-10-11 | |
| Backtest slippage cost | $26.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum rotation, risk-on/off toggling, rsi extremes, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 81 | 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[ "AAPL", "ABBV", "ADBE", "AMD", "AMZN", "BRK/B", "BTAL", "COST", "GE", "GOOGL", "IYY", "LLY", "META", "MRK", "MSFT", "NVDA", "NVO", "PG", "PSQ", "QQQ", "SOXL", "SOXX", "SPHB", "SPY", "TECL", "TSLA", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 117 | 2026-10-11 | |
| Watchers | 55 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,458 | 2026-10-11 | |
| Out-of-sample length | 613 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 133.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11370k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 79.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 316.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.72% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.21% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.60 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.51% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
