Composer · investment strategy
by Composer Technologies · via Composer
A rules-based plan that sizes up long-, medium-, and short-term trends, then rotates: 3x stock ETFs in uptrends; bonds/defensives or even short Nasdaq in downtrends. Buys 3x tech on sharp dips and tempers risk when stocks look overheated.
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.
3.2% 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. : 99% · 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 ()
4 of 10 funds in its are : SQQQ, TECL, TMF, UPRO
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 reads the market like this: 1) Long-term trend: Is SPY’s 200‑day average above its 1000‑day? If yes, think long-term uptrend; if not, downtrend. 2) Medium trend: 50‑day vs 200‑day (“golden” above, “death” below). 3) Heat check: RSI (0–100 gauge; <30=washed‑out, >60=hot) and price vs 200‑day. Then it switches among: UPRO=3x S&P; TECL=3x tech (on dips); SPY; TMF/TLT=long Treasuries; BND/BSV=bonds; XLP=defensive; SQQQ=3x short QQQ. Uses leverage (high risk).
A rules-based plan that sizes up long-, medium-, and short-term trends, then rotates: 3x stock ETFs in uptrends; bonds/defensives or even short Nasdaq in downtrends. Buys 3x tech on sharp dips and tempers risk when stocks look overheated.
Out-of-sample upside: 41.16% annualized vs SPY 21.27%; Calmar ~1.13. A rules-based regime switch uses leveraged ETFs to ride big uptrends and hedge during dips, delivering more growth 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) | $5.5M | 2026-10-11 | |
| Backtest regulatory fees | $7,126 | 2026-10-11 | |
| Backtest slippage cost | $60k | 2026-10-11 |
| AI categories (Composer) | bonds, inverse etfs, leveraged etfs, momentum, regime switching, sector rotation, tactical allocation, trend-following, u.s. equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 66 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.89 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BSV", "QQQ", "SPY", "SQQQ", "TECL", "TLT", "TMF", "UPRO", "XLP" ] | 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) | 2.40 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-11 |
| Remixes (copies) | 39 | 2026-10-11 | |
| Watchers | 29 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 930 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 55k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 257.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 44.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 44.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.04% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -41.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.45% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.17 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.82 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.53% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
