Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based rotation. It gauges stock trend and an inflation proxy (bonds), then flips between 2x tech up (QLD), 2x tech down (QID/PSQ), or Treasuries (BSV/TLT/TMF/TMV) using trend and overbought/oversold checks.
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)
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 ()
100.0% 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 ()
6 of 12 funds in its are : PSQ, QID, QLD, SSO, TMF, TMV
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.
Step 1: Is the stock market rising? (SPY above its 200‑day average = uptrend). Step 2: Are long bonds weak? (TLT below 400‑day = inflation pressure). Then it rotates among: QLD (2x up Nasdaq‑100), QID/PSQ (short Nasdaq‑100), BSV (short‑term bonds), TLT (long Treasuries), TMF/TMV (3x long/short Treasuries), guided by trend (price vs 20‑day), “hot/cold” readings (RSI 0–100), and big spike/drop triggers. Sometimes it splits between two picks.
Aggressive, rules-based rotation. It gauges stock trend and an inflation proxy (bonds), then flips between 2x tech up (QLD), 2x tech down (QID/PSQ), or Treasuries (BSV/TLT/TMF/TMV) using trend and overbought/oversold checks.
Out-of-sample: ~37% annualized return vs SPY ~23%, Calmar ~1.00, but ~37% max drawdown vs ~19%. Regime-driven rotations between levered Nasdaq-100 bets and bonds aim for higher upside with inflation resilience. For risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $58.9M | 2026-10-11 | |
| Backtest regulatory fees | $77k | 2026-10-11 | |
| Backtest slippage cost | $715k | 2026-10-11 |
| AI categories (Composer) | inflation regime, leveraged etfs, mean-reversion, nasdaq-100, tactical, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 177 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.88 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "IEF", "PSQ", "QID", "QLD", "QQQ", "SPY", "SSO", "TLT", "TMF", "TMV" ] | 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) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,384 | 2026-10-11 | |
| Out-of-sample length | 999 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 64.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 589k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 247.18% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.74% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.73% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.40% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.81% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.82% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
