Composer · investment strategy
by Composer Technologies · via Composer
Rules-based swing approach: ride uptrends with 3x tech/semis; when stress appears (RSI warnings or sudden drops), quickly switch to volatility hedges, bonds, gold, or cash. In downtrends it defends, with a small sleeve that buys extreme selloffs.
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.
4 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.
0.2% of weight in (IVV: 3.0%)
3 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. : 98% · 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 ()
23 of 32 funds in its are : AGQ, BITX, DPST, FAS, GLL, KORU, LABU, NAIL, PSQ, SBIT, SOXL, SQQQ, TECL, TMF, TNA, TQQQ, UDOW, UGL, UPRO, URTY, UVXY, YINN, ZSL
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.
1) Trend. If the S&P 500 (SPY) is above its 200‑day average, it rides the uptrend with 3x tech/semis (SOXL, TQQQ, TECL) and S&P (UPRO).<br>2) Stress. If momentum fades or fear jumps—via RSI, a 0–100 ‘speedometer’ of recent ups vs downs—or if SOXL plunges over 1–5 days, it flips to hedges: volatility (UVXY/VIXY), long Treasuries (TMF/TLT), or T‑bills (BIL).<br>3) If SPY is below trend, it stays defensive (gold GLD, staples XLP, bonds) and may use a −3x Nasdaq hedge (SQQQ).<br>Plus: a small “low‑catcher” sleeve buys oversold sectors, metals, and bitcoin on extreme RSI lows.
Rules-based swing approach: ride uptrends with 3x tech/semis; when stress appears (RSI warnings or sudden drops), quickly switch to volatility hedges, bonds, gold, or cash. In downtrends it defends, with a small sleeve that buys extreme selloffs.
Rules-based, dynamic strategy: ride tech leadership in uptrends and hedge in stress. Out-of-sample: Calmar ~5.1 and annualized ~199% vs SPY ~28%; potential drawdowns up to ~39% in stress, mitigated by diversified hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $861k | 2026-10-11 | |
| Backtest regulatory fees | $1,174 | 2026-10-11 | |
| Backtest slippage cost | $9,777 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum/rsi timing, sector rotation, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 596 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.64 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BIL", "BITO", "BITX", "DPST", "FAS", "GLD", "GLL", "KORU", "LABU", "NAIL", "PSQ", "QQQ", "SBIT", "SLV", "SOXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TNA", "TQQQ", "UDOW", "UGL", "UPRO", "URTY", "UVXY", "VIXY", "XLP", "YINN", "ZSL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 87 | 2026-10-11 | |
| Watchers | 31 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 633 | 2026-10-11 | |
| Out-of-sample length | 148 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 487.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8511% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 199.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.81% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 279.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.00% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.65% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.87% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 12.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.02% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 81.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 74.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 73.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 81.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
