Composer · investment strategy
by Composer Technologies · via Composer
A daily, go‑anywhere switcher: hedge after euphoric spikes, buy 3x tech on washouts, otherwise rotate among 3x Big Tech, SPY/Energy/US$, or cash, guided by simple heat (RSI) and long‑term trend lines.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
2 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
No funds
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
6 of 12 funds in its are : FNGD, FNGU, PSQ, TECL, TQQQ, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
It checks daily “heat” and trend. RSI is a short‑term heat meter (>80 = too hot; <31 = washed out). Above the 200‑day average = uptrend. If indexes are too hot, it hedges with UVXY (fear/volatility). If too cold, it buys 3x tech. Else: if bonds look steadier than a bearish Nasdaq gauge, it buys 3x Big Tech; in uptrends it holds the strongest of SPY/Energy/US$; in downtrends it shorts Big Tech 3x or holds T‑bills.
A daily, go‑anywhere switcher: hedge after euphoric spikes, buy 3x tech on washouts, otherwise rotate among 3x Big Tech, SPY/Energy/US$, or cash, guided by simple heat (RSI) and long‑term trend lines.
Out-of-sample edge: Sharpe 1.72 vs 1.48, Calmar 3.32, and ~126% OOS return vs ~19.5% for the S&P. Regime-driven, tech-led exposure with disciplined hedges to manage volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $33k | 2026-10-11 | |
| Backtest regulatory fees | $51 | 2026-10-11 | |
| Backtest slippage cost | $387 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, high risk, leveraged etfs, momentum/mean reversion, tactical, tech-heavy, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 33 | 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[ "FNGD", "FNGU", "IEF", "PSQ", "QQQ", "SHV", "SPY", "TECL", "TQQQ", "UUP", "UVXY", "XLE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 227 | 2026-10-11 | |
| Watchers | 86 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 411 | 2026-10-11 | |
| Out-of-sample length | 273 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 107.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 229.70% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 125.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 142.41% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 111.40% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 111.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.44% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.77 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 71.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.03% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 57.64 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
