Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical rotator that switches between leveraged tech/S&P for rebounds or uptrends and one defensive fund (bonds/staples/utilities) when trends weaken, using simple trend checks and “oversold” signals (RSI).
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. : 99% · 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 12 funds in its are : TECL, TQQQ, UGE, 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 asks: 1) Is TQQQ’s 10‑day avg price above its 100‑day? (Uptrend.) If yes: if TQQQ’s RSI(10)—a gauge of how “stretched” price is; below ~30 = oversold—is <32, buy TECL (3x tech). Otherwise hold the most “oversold” defensive fund (bonds/staples/utilities). 2) If not an uptrend: if SPY’s RSI(14) <31, buy UPRO (3x S&P). Else if TQQQ is above its 20‑day avg, buy TQQQ (3x Nasdaq). Else hold the most oversold defensive fund. Uses leveraged ETFs; very volatile. Rebalances daily.
A daily, tactical rotator that switches between leveraged tech/S&P for rebounds or uptrends and one defensive fund (bonds/staples/utilities) when trends weaken, using simple trend checks and “oversold” signals (RSI).
Out-of-sample, this strategy delivers superior risk-adjusted returns vs the S&P: oos Sharpe 2.37 vs 1.37, oos annualized return ~115% vs 18%, and Calmar ~6.8. It seeks big upside by rotating between leveraged tech and defensives with disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $495.5M | 2026-10-11 | |
| Backtest regulatory fees | $1.4M | 2026-10-11 | |
| Backtest slippage cost | $12.9M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, defensive rotation, leveraged etfs, mean reversion, tactical etf rotation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 43 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "BSV", "LQD", "SPAB", "SPY", "TECL", "TLT", "TQQQ", "UGE", "UPRO", "VBF", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 62 | 2026-10-11 | |
| Watchers | 47 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,091 | 2026-10-11 | |
| Out-of-sample length | 196 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 94.60% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4955k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 115.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 82.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.48% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 103.28% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -99.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 5.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 92.95 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 92.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.46% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
