Composer · investment strategy
by Composer Technologies · via Composer
Labels the market as long-term bull or bear, then tilts between stocks, Treasuries, and occasional short Nasdaq. Adds 2× Nasdaq in calm uptrends, adds bonds when stocks look stretched, and goes defensive in downtrends.
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 ()
2 of 11 funds in its are : PSQ, QLD
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 Leveraged ETFs 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.
1) Read long trend: if the S&P 500’s 200‑day average is above its 1000‑day, treat as a secular bull; else bear.<br>2) Use 50 vs 200‑day, RSI (how stretched up/down), price vs trend, and 10‑day volatility to pick: SPY, QLD (2× Nasdaq), XLK/SOXX (tech/semis), PSQ (short Nasdaq), Treasuries (SHY/IEI/IEF/TLT) or XLP (defensive).
Labels the market as long-term bull or bear, then tilts between stocks, Treasuries, and occasional short Nasdaq. Adds 2× Nasdaq in calm uptrends, adds bonds when stocks look stretched, and goes defensive in downtrends.
Out-of-sample, this regime-switching strategy targets big upside: ~39.5% annualized vs SPY’s ~19.9%, with Calmar ~1.41 and Sharpe ~1.18. Dynamic stock/bond rotations and a 2x Nasdaq tilt aim for higher growth with disciplined risk controls.
This strategy lays out the differences between a secular bull run and a secular bear market and how to invest in each. The idea started with the moving average cross between the 200d SMA and the 1000d SMA on the S&P 500. This strategy has a annual rate of return of 19.1% and a max drawdown of 16.5% from Jan 1 2008 - Jan 23 2023
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.7M | 2026-10-11 | |
| Backtest regulatory fees | $5,752 | 2026-10-11 | |
| Backtest slippage cost | $46k | 2026-10-11 |
| AI categories (Composer) | defensive hedging, equity-bond rotation, inverse/leveraged etfs, momentum, regime switching, tactical allocation, trend following, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 79 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.87 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "IEI", "PSQ", "QLD", "QQQ", "SHY", "SOXX", "SPY", "TLT", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,967 | 2026-10-11 | |
| Out-of-sample length | 812 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 37k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 192.74% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 45.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 45.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.09 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.31 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
