Composer · investment strategy
by Composer Technologies · via Composer
Two equal sleeves that ride tech/growth in uptrends and switch to inverse ETFs or Treasuries in downtrends, with a tech “washout” buy and an emergency move to short‑term bonds after sharp drops. Signals use 200/20–25‑day trends and 10‑day 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.
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.
0.3% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
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 ()
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 ()
2 of 10 funds in its are : PSQ, SH
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
The portfolio is split into two equal parts. Each part checks simple signs of trend and stress:<br>- Trend: price vs its 200‑day/20–25‑day average (above = uptrend; below = downtrend).<br>- Stress: RSI (0–100 gauge of recent drops; under 30 = “washed out”).<br>In uptrends it holds growth/tech (QQQ, SPYG). In downtrends it either buys a tech dip (XLK) or goes defensive: inverse stock funds that rise when markets fall (SH/PSQ) or Treasuries (TLT/IEF). If moves are extreme, it parks in short‑term bonds (SHY/BSV).
Two equal sleeves that ride tech/growth in uptrends and switch to inverse ETFs or Treasuries in downtrends, with a tech “washout” buy and an emergency move to short‑term bonds after sharp drops. Signals use 200/20–25‑day trends and 10‑day RSI.
Two-sleeve trend strategy: out-of-sample annualized return ~28.8% vs SPY ~21.1%, max drawdown ~15.6% vs ~18.8%; Sharpe ~1.37 vs ~1.31; Calmar ~1.85 - higher upside, lower risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $1,344 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | defensive treasuries, inverse etfs, market timing, momentum/rsi, risk management, tactical allocation, tech/growth tilt, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 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) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "IEF", "PSQ", "QQQ", "SH", "SHY", "SPY", "SPYG", "TLT", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,907 | 2026-10-11 | |
| Out-of-sample length | 688 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 99.88% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.67% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.47% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.75% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.61% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.03% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.22 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 6.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
