Composer · investment strategy
by Composer Technologies · via Composer
A switch-on-signals strategy: ride Nasdaq with 3x/2x ETFs when conditions favor growth and credit; otherwise step to cash, short Nasdaq, or use volatility hedges. Signals use price strength (RSI), volatility, and credit vs cash.
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 ()
3 of 10 funds in its are : PSQ, QLD, 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 Macro signals 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.
Two axes decide risk: 1) Growth vs defensive: is tech (QQQ) stronger than utilities (VPU)? 2) Credit vs cash: are corporate bonds (CORP) beating T‑bills (BIL)? If growth+credit: use 3x Nasdaq (TQQQ) unless too hot/weak, then step to cash (BIL). If safety is winning or stress spikes: downshift to 2x (QLD), go short Nasdaq (PSQ), or briefly hold volatility (VIXY). “RSI” reads how stretched prices are; high jumpiness drops risk.
A switch-on-signals strategy: ride Nasdaq with 3x/2x ETFs when conditions favor growth and credit; otherwise step to cash, short Nasdaq, or use volatility hedges. Signals use price strength (RSI), volatility, and credit vs cash.
Out-of-sample: ~40% annualized return vs ~19% for the S&P, with Calmar ~1.11. Growth-driven leverage and hedges target large upside, but drawdowns run higher (~36%). Best for growth-focused investors who can tolerate more risk.
2x2 QQQ vs VPU | CORP vs BIL. Oversimplified and 3x leveraged
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2B | 2026-10-11 | |
| Backtest regulatory fees | $3.8M | 2026-10-11 | |
| Backtest slippage cost | $36.6M | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, corporate credit, leveraged nasdaq, tactical hedging, tips; utilities/treasuries as signals | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 63 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CORP", "IEF", "PSQ", "QLD", "QQQ", "STIP", "TQQQ", "VIXY", "VPU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 35 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,960 | 2026-10-11 | |
| Out-of-sample length | 629 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 110.81% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12334k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 131.72% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.44% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.13% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.22% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.09 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.88% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 68.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
