Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical system that flips among leveraged tech/S&P longs, inverse hedges, volatility spikes, bonds, or cash. It uses SPY vs 200‑day, bond strength, and overbought/oversold gauges (RSI) to buy dips, fade extremes, or ride trends.
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.
0.5% 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. : 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 ()
10 of 19 funds in its are : QLD, SOXL, SOXS, SPXL, SPXS, SQQQ, TMF, 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.
Daily trend check: SPY above its 200‑day average = bull playbook; below = bear.<br>RSI = 0–100 gauge of recent up/down speed (high=hot, low=cold). Cumulative return = % move over X days. Moving average = past‑X‑day average.<br>Bonds (BIL vs IEF) act as a rates “wind check.” If very hot, it hedges/shorts (UVXY, SQQQ/SPXS); if very cold, it buys dips. Otherwise it rides trend with 3x tech (TQQQ), 3x S&P (SPXL/UPRO), semis (SOXL/SOXS), Treasuries/cash (TMF, BIL/SHY/IEF/BSV/AGG), USD (UUP). High risk.
A daily tactical system that flips among leveraged tech/S&P longs, inverse hedges, volatility spikes, bonds, or cash. It uses SPY vs 200‑day, bond strength, and overbought/oversold gauges (RSI) to buy dips, fade extremes, or ride trends.
Out-of-sample, this strategy delivers ~32.9% annualized return vs ~22.5% for the S&P, using adaptive risk-on/off signals across tech, bonds, and volatility hedges. Higher upside in volatility—but with larger drawdowns and higher beta.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.5B | 2026-10-11 | |
| Backtest regulatory fees | $1.6M | 2026-10-11 | |
| Backtest slippage cost | $15.3M | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical asset allocation, trend following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 190 | 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", "BSV", "IEF", "QLD", "QQQ", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPY", "SQQQ", "TMF", "TQQQ", "UPRO", "UUP", "UVXY" ] | 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) | 2.62 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 32 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 998 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 121.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 14929k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 208.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.54% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -55.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 66.26% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
