Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based risk‑on/risk‑off: parks in cash when markets are very hot, buys dips when oversold, then follows the 200‑day trend. In bull phases it holds leveraged stock funds unless a managed‑futures signal turns defensive; in bear phases it tilts to short QQQ or a long/short fund.
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.
1.2% 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. : 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 ()
13 of 26 funds in its are : PSQ, QID, QLD, REW, ROM, SDS, SH, SOXS, SPUU, SQQQ, SSO, TECS, TQQQ
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: 1) If markets look “too hot” by RSI (0–100; >79 very hot), park in SGOV (cash‑like T‑bills). 2) If some funds are “washed out” (RSI<30), buy 2x stock funds QLD or SPUU. 3) Else use the S&P 500 200‑day average (long‑term trend) to choose Bull or Bear. In Bull hold leveraged longs (ROM/SSO/QLD) unless KMLM (a trend‑following managed‑futures ETF) is rising, then flip to inverse funds (REW/SDS/QID). In Bear rotate among QID (short QQQ), CLSE (long/short), or QLD based on bond vs stock strength.
Daily, rules‑based risk‑on/risk‑off: parks in cash when markets are very hot, buys dips when oversold, then follows the 200‑day trend. In bull phases it holds leveraged stock funds unless a managed‑futures signal turns defensive; in bear phases it tilts to short QQQ or a long/short fund.
Out-of-sample edge: higher risk-adjusted returns and alpha than the S&P 500. Sharpe 1.91 vs 1.21, Calmar 4.54, and ~96% annualized OOS return, with only modestly higher drawdown. A more disciplined path to growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-11 | |
| Backtest regulatory fees | $2,195 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, managed futures signal, market timing, momentum, moving average, rsi, systematic, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 119 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "CLSE", "IEF", "IOO", "KMLM", "PSQ", "QID", "QLD", "QQQ", "REW", "ROM", "SDS", "SGOV", "SH", "SOXS", "SPUU", "SPY", "SQQQ", "SSO", "TECS", "TLT", "TQQQ", "VTV", "XLF", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 65 | 2026-10-11 | |
| Watchers | 47 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,162 | 2026-10-11 | |
| Out-of-sample length | 523 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 181.36% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 96.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 306.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.97% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 79.91% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 79.90% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.25% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 8.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.02 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.55% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
