Composer · investment strategy
by Composer Technologies · via Composer
A mostly defensive portfolio (75% Treasuries + staples) with a 25% tactical sleeve that rides tech strength using leveraged ETFs and quickly hedges or flips short when markets overheat, break trend, or suffer sharp drawdowns.
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.
0.1% 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. : 99% · 2026-10-11 ()
27.1% 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 ()
8 of 16 funds in its are : PSQ, SOXL, SQQQ, TECL, TMF, TQQQ, UPRO, 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 Capital preservation 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.
75% stays defensive in IEI (Treasuries) and XLP (consumer staples). 25% is an active sleeve that rides tech uptrends with leveraged ETFs (TQQQ/TECL/SOXL/UPRO) and flips to hedges (SQQQ/PSQ, UVXY/VIXY, TMF) when risk rises.<br>Signals: SPY over its 200‑day = bull; under = bear. RSI(10) is a 0–100 speedometer of recent moves; >80 overheated (hedge), <30 washed‑out (buy dips). Price vs 20‑day guides trend. Big 2–12 mo drops cut risk. If bonds (TLT) outrun inverse tech (SQQQ), go long; otherwise hedge/short.
A mostly defensive portfolio (75% Treasuries + staples) with a 25% tactical sleeve that rides tech strength using leveraged ETFs and quickly hedges or flips short when markets overheat, break trend, or suffer sharp drawdowns.
Out-of-sample edge: ~22.16% annualized return vs ~21.70% for the S&P, lower drawdown (18.03% vs 18.76%), stronger risk-adjusted metrics (Calmar ~1.23, Sharpe ~1.31), and lower beta (~0.76)—more upside with less market risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4M | 2026-10-11 | |
| Backtest regulatory fees | $1,238 | 2026-10-11 | |
| Backtest slippage cost | $9,443 | 2026-10-11 |
| AI categories (Composer) | bonds, hedged tech, leveraged etfs, risk management, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 153 | 2026-10-11 | |
| Rebalance corridor width | 7.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.32 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "IEI", "PSQ", "QQQ", "SMH", "SOXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UVXY", "VIXY", "XLP" ] | 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) | 0.76 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,711 | 2026-10-11 | |
| Out-of-sample length | 879 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 39.97% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 14k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 101.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.20% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.38% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.48% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.03% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.03 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.29% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 9.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
