Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based system that sits in T‑bills when markets look overheated, buys 3× equity ETFs on sharp dips, and shorts the Nasdaq in downtrends unless bonds flash strength. Concentrated in tech risk; uses BTAL for defense. High risk.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
0.0% 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 14 funds in its are : PSQ, SQQQ, 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.
Each day it checks a 0–100 “heat” gauge (RSI) on SPY (S&P 500), QQQ/Nasdaq and sector gauges. If very hot, it parks in T‑bills (BIL) or 75% BIL/25% BTAL (a market‑neutral anti‑beta ETF). If very cold, it buys 3× funds (TQQQ or UPRO) for a bounce. Otherwise, if the S&P is below its long‑term trend, it often shorts the Nasdaq (PSQ/SQQQ) unless bond strength hints at a rebound. Rebalances daily.
Daily, rules-based system that sits in T‑bills when markets look overheated, buys 3× equity ETFs on sharp dips, and shorts the Nasdaq in downtrends unless bonds flash strength. Concentrated in tech risk; uses BTAL for defense. High risk.
Out-of-sample edge: Sharpe 1.23 vs SPY 1.11; annualized return ~49% vs ~18%; beta ~0.75; Calmar ~2.15. Higher risk-adjusted growth with lower market beta and active risk controls; expect more upside with controlled downside 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) | $29.4M | 2026-10-11 | |
| Backtest regulatory fees | $33k | 2026-10-11 | |
| Backtest slippage cost | $301k | 2026-10-11 |
| AI categories (Composer) | cash parking, daily rebalanced, inverse etfs, leveraged etfs, market-neutral overlay, momentum, nasdaq-focused, risk-on/risk-off, rsi extremes, tactical, trend filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 176 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "IEF", "IOO", "PSQ", "QQQ", "SPY", "SQQQ", "TLT", "TQQQ", "UPRO", "VOX", "VTV", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 503 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 70.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 294k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 120.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.57 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.20% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.12 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 73.76% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
