Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “two‑game” trader for S&P 500 and Nasdaq‑100. It shifts among 3x bull funds, standard equity, Treasuries/cash, inverse funds, and volatility hedges using RSI, 200‑day trends, bond‑vs‑tech strength, and inflation trends.
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.
1.8% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
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 ()
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% · 2026-10-11 ()
8 of 17 funds in its are : PSQ, SDS, SH, SPXL, SPXU, SQQQ, TECL, TQQQ
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.
Each day it runs two sleeves: S&P 500 (SPY) and Nasdaq‑100 (QQQ). It uses a speedometer of recent moves (RSI) and the 200‑day trend to choose: 3x bull funds (SPXL, TQQQ/TECL) in uptrends; Treasuries or cash (TLT, AGG, IEF, BIL) when weak; inverse funds (SH/SDS/PSQ/SQQQ) in downtrends; and VIXY if things look too hot. A rising inflation gauge (RINF) makes it hedge faster. Tickers: SPLV=low‑vol S&P; VIXY=volatility; RINF=inflation gauge.
A daily, rules‑based “two‑game” trader for S&P 500 and Nasdaq‑100. It shifts among 3x bull funds, standard equity, Treasuries/cash, inverse funds, and volatility hedges using RSI, 200‑day trends, bond‑vs‑tech strength, and inflation trends.
Two-sleeve, rules-based strategy blending leveraged equities, bonds, cash, inverses and hedges via momentum and inflation signals. OOS annualized return ~43.7% vs SPY ~17.9%, Sharpe ~1.06; but higher drawdowns (~51%), offering potential for outsized upside with risk taken.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $161.6M | 2026-10-11 | |
| Backtest regulatory fees | $298k | 2026-10-11 | |
| Backtest slippage cost | $2.9M | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, inflation regime, inverse etfs, leveraged etfs, momentum/trend, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 162 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "IEF", "PSQ", "QQQ", "RINF", "SDS", "SH", "SPLV", "SPXL", "SPXU", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,507 | 2026-10-11 | |
| Out-of-sample length | 579 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 100.59% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1616k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 75.05% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 75.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.96% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
