Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rides S&P uptrends with leverage, steps aside when prices look “too hot,” and in downtrends either plays tech bounces, fades overextended rallies by shorting QQQ, or hides in Treasuries/short bonds/gold.
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.
“or hide in Treasuries/short bonds”
“fade sharp rallies with PSQ”
“In uptrends it holds 2x S&P (SSO)”
“Daily, it rides S&P uptrends with leverage”
“In uptrends it holds 2x S&P (SSO) unless things look too hot, then it parks in SHV or briefly rotates to IEF/BSV/GLD.”
“Trend: is SPY above its 200‑day average?”
“In downtrends it may buy oversold tech (TECL), fade sharp rallies with PSQ, go long QQQ, or hide in Treasuries/short bonds.”
1 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.
3.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
4 of 10 funds in its are : PSQ, SSO, TECL, TQQQ
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Each day it checks trend and “heat.” Trend: is SPY above its 200‑day average? Heat: RSI, a 0–100 gauge of how hot/cold recent moves are. In uptrends it holds 2x S&P (SSO) unless things look too hot, then it parks in SHV or briefly rotates to IEF/BSV/GLD. In downtrends it may buy oversold tech (TECL), fade sharp rallies with PSQ, go long QQQ, or hide in Treasuries/short bonds. One holding at a time.
Daily, it rides S&P uptrends with leverage, steps aside when prices look “too hot,” and in downtrends either plays tech bounces, fades overextended rallies by shorting QQQ, or hides in Treasuries/short bonds/gold.
Out-of-sample, this strategy targets ~55% annualized return vs S&P ~23.6%, with Calmar ~1.64 signaling strong risk-adjusted upside; it uses trend-following leverage and tactical hedges for disciplined exposure.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20.8M | 2026-10-11 | |
| Backtest regulatory fees | $39k | 2026-10-11 | |
| Backtest slippage cost | $352k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, inverse etf, leveraged etfs, mean-reversion, risk-on/risk-off, tactical asset allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 40 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "GLD", "IEF", "PSQ", "QQQ", "SHV", "SPY", "SSO", "TECL", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 414 | 2026-10-11 | |
| Watchers | 159 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,180 | 2026-10-11 | |
| Out-of-sample length | 733 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 58.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 208k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 259.20% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 44.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 44.75% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.97% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.63% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.52 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.80% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
