Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, “go with the trend” strategy. In uptrends, hold broad stocks and sometimes add bonds or a volatility hedge. In downtrends, buy sharp rebounds with leveraged funds; otherwise short tech or sit in bonds/defensive stocks.
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.
5 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.
5.5% of weight in (IVV: 3.0%)
4 funds (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. : 83% · 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 14 funds in its are : PSQ, QID, TECL, 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.
First, it checks if the S&P 500 (SPY) is above its long-term trend. If yes, it holds a simple stock mix (SCHD, VXUS, IJR, SPYG) and may pair it with long Treasuries (TLT) or a volatility hedge (VIXY) based on a “heat meter” called RSI (>80 very hot, >60 strong).<br>If SPY is weak, it tries quick rebounds with 3x bulls (TECL or UPRO). If not bouncing, it either shorts tech (PSQ/QID) or hides in bonds (TLT/BSV). If conditions are mixed, it uses a defensive stock fund (SPHD).
A rules-based, “go with the trend” strategy. In uptrends, hold broad stocks and sometimes add bonds or a volatility hedge. In downtrends, buy sharp rebounds with leveraged funds; otherwise short tech or sit in bonds/defensive stocks.
Out-of-sample edge: annualized return ~24% vs SPY ~21%, with solid risk-adjusted return (Calmar ~0.97). Accept higher drawdowns (~24.6% vs ~18.8%) in exchange for stronger upside in uptrends via regime-switching, hedges, and leverage-ready bets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.1M | 2026-10-11 | |
| Backtest regulatory fees | $3,239 | 2026-10-11 | |
| Backtest slippage cost | $26k | 2026-10-11 |
| AI categories (Composer) | bonds, defensive equity, inverse etfs, leveraged etfs, mean reversion, momentum, regime switching, tactical asset allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 51 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "IJR", "PSQ", "QID", "QQQ", "SCHD", "SPHD", "SPY", "SPYG", "TECL", "TLT", "UPRO", "VIXY", "VXUS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.28 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,512 | 2026-10-11 | |
| Out-of-sample length | 931 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 21k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 121.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.02% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.89% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.73% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.49 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.81% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.10 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
