Composer · investment strategy
by Composer Technologies · via Composer
A daily, hedged swing strategy. It compares bonds vs Nasdaq to set risk‑on/off, buys recent laggards among sector/index ETFs—or their inverse/leveraged versions—for a short‑term bounce, and can fall back to a safety basket or just QQQ.
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.
7 positions as of 2026-10-19
: 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.
1.1% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · not identified: DIA 17%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 71% · 2026-10-19 ()
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% · 2026-10-19 ()
16 of 29 funds in its are : DOG, DRN, DRV, EDC, PSQ, RWM, SH, SOXL, SQQQ, SRTY, TBF, TECL, TECS, TMV, TQQQ, URTY
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 Macro signals 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.
Daily it compares AGG (broad US bonds) vs QQQ (big tech‑heavy stocks) using RSI—a simple gauge of recent up‑vs‑down days. If bonds lead (risk‑off), it leans defensive; if Nasdaq leads (risk‑on), it leans offensive. It then buys a few ETFs from tech, small‑caps, real estate, semis, EM—or their inverse/leveraged versions—picking 4‑day laggards for a bounce. A top filter holds the best of: this engine, a safety basket (Dow/low‑vol/Treasuries/T‑bills), or plain QQQ. ~10% may stay in cash.
A daily, hedged swing strategy. It compares bonds vs Nasdaq to set risk‑on/off, buys recent laggards among sector/index ETFs—or their inverse/leveraged versions—for a short‑term bounce, and can fall back to a safety basket or just QQQ.
Out-of-sample edge: this daily hedged strategy returns 22.13% annually vs 19.88% for the S&P, with low beta (~0.54) and alpha (~0.12). Calmar ~1.00 signals balanced risk; hedges aim for higher upside with controlled drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $357k | 2026-10-19 | |
| Backtest regulatory fees | $2,153 | 2026-10-19 | |
| Backtest slippage cost | $17k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, hedged, leveraged/inverse etfs, momentum + mean‑reversion, multi‑asset, risk‑on/off, tactical allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 52 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "DIA", "DOG", "DRN", "DRV", "EDC", "EEM", "HYG", "IWM", "PSQ", "QQQ", "RWM", "SH", "SHV", "SOXL", "SOXX", "SPLV", "SQQQ", "SRTY", "TBF", "TECL", "TECS", "TLT", "TMV", "TQQQ", "URTY", "XLK", "XLRE" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-19 |
| Remixes (copies) | 17 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,748 | 2026-10-19 | |
| Out-of-sample length | 614 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 38.77% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3467% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.12% | ||
| Return, trailing 1 day (out-of-sample) | -2.52% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.36% | ||
| Return, trailing 1 week (out-of-sample) | -5.17% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.00% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 26.33% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.44% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -5.09% | ||
| SPY annualized return over the backtest window (backtest) | 14.58% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.76 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.01 | ||
| Maximum drawdown, backtest period (backtest) | -21.99% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.99% | ||
| Sharpe ratio, backtest period (backtest) | 1.68 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | ||
| Sortino ratio, backtest period (backtest) | 2.63 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 20.84% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.27% |
| Annualized turnover, backtest period (backtest) | 69.02 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 76.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.75% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.89% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
