Composer · investment strategy
by Composer Technologies · via Composer
Daily, it toggles between growth (often 3x SPY/QQQ/Dow/Tech/Semis) and defense (T‑Bills, BTAL, inverse/volatility ETFs) using simple heat gauges (RSI), bond‑vs‑cash checks, and trend filters.
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.
9 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.
0.5% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM · not identified: DIA 8%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 57% · 2026-10-11 ()
33.1% 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 ()
14 of 29 funds in its are : DRIP, PSQ, SDS, SH, SOXL, SOXS, SVXY, TBX, TECL, TECS, TQQQ, UDOW, UPRO, 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 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.
It watches five indexes: SPY=S&P500, QQQ=Nasdaq‑100, DIA=Dow, XLK=Tech, SOXX=Semis; 3x versions: UPRO,TQQQ,UDOW,TECL,SOXL; hedges: VIXY/UVXY (vol), BTAL (anti‑beta), SH/SDS/PSQ (shorts); cash: BIL; bonds: BND. RSI is a 0‑100 “heat” gauge; >50 healthy, <30 washed‑out.<br>When heat is healthy, it rides uptrends (often 3x) with safety brakes. When weak or too hot, it shifts to hedges/cash/bonds. Bond‑vs‑cash and 20/100/200‑day trend filters fine‑tune risk. Rebalanced daily.
Daily, it toggles between growth (often 3x SPY/QQQ/Dow/Tech/Semis) and defense (T‑Bills, BTAL, inverse/volatility ETFs) using simple heat gauges (RSI), bond‑vs‑cash checks, and trend filters.
Out-of-sample: ~48% annualized return, Calmar ~2.03, Sharpe ~1.26—versus S&P's ~20%. Drawdown ~23.7% vs ~18.8%, but hedging and trend rules aim to protect and grow capital.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $84.1M | 2026-10-11 | |
| Backtest regulatory fees | $169k | 2026-10-11 | |
| Backtest slippage cost | $1.6M | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged etfs, momentum, risk-on/risk-off, semiconductors, tactical asset allocation, technology, us equities, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 500 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "DBC", "DIA", "DRIP", "IEF", "PSQ", "QQQ", "SDS", "SH", "SHV", "SOXL", "SOXS", "SOXX", "SPY", "SVXY", "TBX", "TECL", "TECS", "TLT", "TQQQ", "UDOW", "UPRO", "USO", "UVXY", "VIXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,798 | 2026-10-11 | |
| Out-of-sample length | 680 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 125.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 841k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 189.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.21% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.17% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.85% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.47% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.09 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.37 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 48.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.79% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.06% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
