Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical 60/40. The stock side chases strong uptrends (mainly tech) with 3x funds, shifts to safer funds or cash when weak, and hedges after big spikes. The bond side rotates among long/short Treasuries and cash. Rules use RSI and trend filters. Very volatile.
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.
9 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.
0.6% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31) · not identified: DIA 2%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 90% · 2026-10-11 ()
54.3% 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 ()
16 of 31 funds in its are : PSQ, SH, SOXL, SOXS, SPXS, SQQQ, TECL, TMF, TMV, TQQQ, UDOW, UPRO, URTY, UVXY, YANG, YINN
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.
60% stocks, 40% bonds/alternatives, rebalanced daily.<br>Stocks: rides uptrends in Nasdaq/S&P/Dow using 3x funds; if trends weaken it downshifts to the regular funds or cash. It also buys dips (after fast drops) and hedges euphoria with inverse/volatility funds. Sometimes trades China after big moves.<br>Bonds: rotates among long/short Treasuries (or cash) based on trend/“risk referee” signals.<br>RSI is a 0–100 recent‑move speedometer; moving averages are trend filters.
A fast, tactical 60/40. The stock side chases strong uptrends (mainly tech) with 3x funds, shifts to safer funds or cash when weak, and hedges after big spikes. The bond side rotates among long/short Treasuries and cash. Rules use RSI and trend filters. Very volatile.
Out-of-sample: ~29.6% annualized return vs SPY ~21.7%; Calmar ~0.99; max drawdown ~29.8% (vs 18.8%). A tactical, leveraged 60/40 strategy using trend, hedges and bond rotation to chase higher long-run growth with risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $32.4M | 2026-10-11 | |
| Backtest regulatory fees | $71k | 2026-10-11 | |
| Backtest slippage cost | $619k | 2026-10-11 |
| AI categories (Composer) | bond rotation, daily rebalanced, leveraged etfs, macro overlay, mean reversion, tactical 60/40, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 814 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "DIA", "FXI", "GSY", "IEF", "MINT", "PSQ", "QQQ", "SH", "SHY", "SOXL", "SOXS", "SPHB", "SPXS", "SPY", "SQQQ", "TECL", "TLH", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UPRO", "URTY", "UVXY", "VIXY", "YANG", "YINN" ] | 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) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 708 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 71.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 324k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 107.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.24% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.25% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.61% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.31 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.72% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
