Composer · investment strategy
by Composer Technologies · via Composer
Half defensive (UNH/COST or cash), half tactical tech. It buys leveraged Nasdaq in uptrends, but shifts to cash/hedges—or briefly to semis/volatility—after sharp moves, using simple “hot/cold,” drawdown, trend, and bond 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.
3 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%)
1 fund (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 ()
49.4% 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 ()
5 of 13 funds in its are : SOXL, SQQQ, TMF, 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 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.
It splits your money 50/50:<br>- Meat Shield: Buys UnitedHealth (UNH) and Costco (COST) when they aren’t “too hot” (RSI = a simple 0–100 hot/cold score). If they’re hot or the S&P 500 just plunged, it parks in BIL (cash‑like T‑bills).<br>- Tactical Tech: If the Nasdaq is trending up and bonds look calm, it buys TQQQ (3x Nasdaq). If stress hits, it hedges with 60% BIL + 40% SQQQ (3x inverse Nasdaq), or briefly uses SOXL (3x semis) or UVXY (volatility) after sharp moves.<br>Tickers: SPY=S&P 500, QQQ=Nasdaq‑100, BND=bonds, IEF=7–10y Treas, TLT=20+y Treas, TMF=3x 20+y Treas.
Half defensive (UNH/COST or cash), half tactical tech. It buys leveraged Nasdaq in uptrends, but shifts to cash/hedges—or briefly to semis/volatility—after sharp moves, using simple “hot/cold,” drawdown, trend, and bond signals.
Two-sleeve, rules-based strategy blends a defensive UNH/COST core with a tactical, leveraged Nasdaq engine and hedges. Out-of-sample return ~20%/yr, beta ~0.94, Calmar ~0.64—diversify risk and add risk controls beyond the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $61.8M | 2026-10-11 | |
| Backtest regulatory fees | $107k | 2026-10-11 | |
| Backtest slippage cost | $1.0M | 2026-10-11 |
| AI categories (Composer) | bonds, defensive stocks, leveraged etfs, momentum & mean reversion, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 94 | 2026-10-11 | |
| Rebalance corridor width | 20.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.37 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "COST", "IEF", "QQQ", "SOXL", "SPY", "SQQQ", "TLT", "TMF", "TQQQ", "UNH", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 859 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 79.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 618k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.59% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.57% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.55 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.04% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
