Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane, daily strategy that chases short‑term pops in tech using 3x ETFs, then flips to hedges, bonds, cash or volatility trades when signals turn. Guided by a 200‑day trend filter, RSI “heat” readings, and stock‑vs‑bond strength. Very 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.
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.
0.0% 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. : 100% · 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 ()
15 of 30 funds in its are : LABU, PSQ, QID, SH, SOXL, SPXL, SPXU, SQQQ, SVXY, TECL, TECS, TMF, TQQQ, UPRO, UVXY
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 the market’s trend (S&P 500 vs its 200‑day average). Uptrend = offense; downtrend = defense. - Uses RSI (a 0–100 “heat” gauge of how stretched prices are). Low RSI = “cold”/oversold; high RSI = “hot”/overbought. - Offense: buy very leveraged tech funds (3x Nasdaq/tech/semis) or the weakest recent ones to catch a rebound. - Defense: switch to hedges (inverse Nasdaq), Treasuries/cash/staples, or volatility trades (UVXY/SVXY with protection). Rebalanced daily.
A high‑octane, daily strategy that chases short‑term pops in tech using 3x ETFs, then flips to hedges, bonds, cash or volatility trades when signals turn. Guided by a 200‑day trend filter, RSI “heat” readings, and stock‑vs‑bond strength. Very high risk.
Out-of-sample, this strategy outperforms the S&P on risk-adjusted gains: Sharpe 1.17 vs 1.04, Calmar 1.55, and ~89% annualized return vs 17%. Dynamic tech bets with hedges offer big upside, but expect larger drawdowns (~58%) in stress.
Highest risk version of an RSI pop bot nest-ception. Mod of collection of anansi symphs
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34480.8B | 2026-10-11 | |
| Backtest regulatory fees | $6.8B | 2026-10-11 | |
| Backtest slippage cost | $8.9B | 2026-10-11 |
| AI categories (Composer) | daily tactical, leveraged tech/semis, rsi mean‑reversion, stock‑vs‑bond rotation, trend filter, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,006 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "GLD", "IEF", "LABU", "PSQ", "QID", "QQQ", "SH", "SOXL", "SPXL", "SPXU", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TLT", "TMF", "TQQQ", "UPRO", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 69 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,849 | 2026-10-11 | |
| Out-of-sample length | 562 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 597.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 344808157k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 89.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 315.61% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.93% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -9.76% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.47% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 57.28% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.54% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.10% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 10.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.05 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 71.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 82.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 83.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 81.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
