Composer · investment strategy
by Composer Technologies · via Composer
If stocks are trending up, own the Magnificent 7 equally. If not, a rule‑driven hedge engine shifts into Treasuries, cash‑like T‑bills, tech trades, or volatility hedges using simple trend and overbought/oversold signals.
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.
8 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
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 ()
7 of 25 funds in its are : PSQ, SVXY, TECL, TMF, TMV, TQQQ, 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 Leveraged ETFs 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) Market check: if the S&P 500 (SPY) is above its 200‑day average, split equally into the “Magnificent 7” (NVDA, AAPL, MSFT, AMZN, GOOGL, TSLA, META).<br>2) Otherwise, rotate among Treasuries (TLT; TMF=3× long, TMV=3× short), cash‑like T‑bills (SHV/BIL), tech bulls/shorts (TQQQ/TECL/PSQ), volatility funds (SVXY/UVXY/VIXM), BTAL, or VTI using trend (avg price over X days), recent returns, and an RSI “heat” score (0–100; high=overheated, low=washed‑out).
If stocks are trending up, own the Magnificent 7 equally. If not, a rule‑driven hedge engine shifts into Treasuries, cash‑like T‑bills, tech trades, or volatility hedges using simple trend and overbought/oversold signals.
Out-of-sample edge: ~19% annualized return vs S&P 17.9%, with dynamic risk management that shifts to Treasuries/hedges in drawdowns. Higher upside potential and diversified risk, though drawdowns can be larger in some periods.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.9M | 2026-10-19 | |
| Backtest regulatory fees | $4,813 | 2026-10-19 | |
| Backtest slippage cost | $39k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, mega-cap tech, risk-on/risk-off, tactical allocation, treasuries, trend-following, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 118 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "BIL", "BND", "BSV", "BTAL", "GOOGL", "META", "MSFT", "NVDA", "PSQ", "QQQ", "SHV", "SPY", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "UVXY", "VIXM", "VTI", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.37 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,624 | 2026-10-19 | |
| Out-of-sample length | 456 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 57.57% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 69k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.00% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.52% | ||
| Return, trailing 1 day (out-of-sample) | -1.83% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 6.10% | ||
| Return, trailing 1 week (out-of-sample) | -1.95% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.34% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.46% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.25% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.64% | ||
| SPY annualized return over the backtest window (backtest) | 15.13% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.96 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Maximum drawdown, backtest period (backtest) | -29.32% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.11% | ||
| Sharpe ratio, backtest period (backtest) | 1.90 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | ||
| Sortino ratio, backtest period (backtest) | 3.09 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 25.68% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.65% |
| Annualized turnover, backtest period (backtest) | 13.34 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.18 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.71% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.73% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
