Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rotates into 3x bull Tech/Nasdaq/S&P when strength is high, parks in T‑Bills/Treasuries when signals fade, and uses inverse Nasdaq or market‑neutral funds in downtrends—using simple “speed” (RSI), long‑term trend, and 60‑day drops.
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 ()
10 of 21 funds in its are : FAS, PSQ, QLD, SH, SOXL, SPXL, SQQQ, TECL, TQQQ, 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.
Daily switches using simple strength tests. - “Hot” S&P (high 10‑day RSI = fast recent gains): ride 3x bull funds in S&P (UPRO), Tech (TECL), Nasdaq‑100 (TQQQ), or Financials (FAS). - “Washed out” (low RSI): buy 3x S&P or 3x Nasdaq for a bounce. - Else: if S&P > 200‑day average and Tech beats KMLM (a managed‑futures ETF), split into TECL/SOXL/TQQQ; else park in BIL/TLT. - If S&P < 200‑day, use PSQ/SQQQ (inverse Nasdaq‑100) or BTAL, guided by RSI, 20‑day trend, and 60‑day QQQ losses.
Daily, it rotates into 3x bull Tech/Nasdaq/S&P when strength is high, parks in T‑Bills/Treasuries when signals fade, and uses inverse Nasdaq or market‑neutral funds in downtrends—using simple “speed” (RSI), long‑term trend, and 60‑day drops.
Out-of-sample, this strategy offers higher risk-adjusted returns than the S&P: Sharpe ~1.71 vs 1.41 and Calmar ~3.9, plus alpha from momentum in tech/Nasdaq. Expect higher drawdowns in bear markets; hedges cushion risk.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $11.5M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $123k | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, momentum, risk-on/risk-off, sector rotation, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 73 | 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[ "AGG", "BIL", "BND", "BTAL", "FAS", "IEF", "KMLM", "PSQ", "QLD", "QQQ", "SH", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "XLF", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 140 | 2026-10-11 | |
| Watchers | 52 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 383 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 237.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 115k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 146.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 294.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 104.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 104.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.16 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.91 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.00 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
