Composer · investment strategy
by Composer Technologies · via Composer
A daily, all-in tactical strategy: buy the dip in bull markets, hide in gold/dollar during panics, or short stocks in downtrends. Decisions use simple trend lines and a 0–100 hot/cold score (RSI). Uses leveraged ETFs for offense/defense.
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 ()
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 ()
5 of 11 funds in its are : PSQ, SPXL, SPXS, SQQQ, 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.
Each day it checks trend and “hot/cold” readings to pick one ETF.<br>- If the S&P 500 (SPY) is above its 200-day average (a long-term trend line), it buys the most “washed out” of TQQQ, SPXL, or SHY using a 20-day RSI (0–100 hot/cold score; below 30 = oversold).<br>- If not, it either hides in a mix of gold (GLD) and the US dollar (UUP), buys a dip, or shorts stocks (SQQQ/SPXS) when the downtrend is strong (uses QQQ vs its 20-day average and short-term RSI). Tickers: TQQQ/SPXL=3x long, SQQQ/SPXS=3x short, SHY/BSV=bonds, UUP=dollar, GLD=gold.
A daily, all-in tactical strategy: buy the dip in bull markets, hide in gold/dollar during panics, or short stocks in downtrends. Decisions use simple trend lines and a 0–100 hot/cold score (RSI). Uses leveraged ETFs for offense/defense.
Out-of-sample annualized return ~44% vs SPY ~22%, via dynamic leveraged ETFs and crisis hedges. Sharpe ~1.01, Calmar ~0.96. Expect larger drawdowns (~46%), but much stronger upside in rallies.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $112.4M | 2026-10-11 | |
| Backtest regulatory fees | $221k | 2026-10-11 | |
| Backtest slippage cost | $2.1M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, hedged, leveraged etfs, mean-reversion, multi-asset, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 66 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "GLD", "PSQ", "QQQ", "SHY", "SPXL", "SPXS", "SPY", "SQQQ", "TQQQ", "UUP" ] | 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) | 1.66 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 36 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,170 | 2026-10-11 | |
| Out-of-sample length | 1,013 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 75.68% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1124k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 334.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.89% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.89% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.25 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
