Composer · investment strategy
by Composer Technologies · via Composer
A rules‑driven, swing‑style strategy that uses long‑term trend and short‑term momentum to switch among leveraged tech/S&P funds, inverse Nasdaq funds, and long Treasuries—occasionally adding a volatility hedge when markets get extremely hot.
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.
1 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.
3.2% 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 ()
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 ()
10 of 13 funds in its are : PSQ, QID, QLD, SOXL, SQQQ, SSO, TMF, TQQQ, 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 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) It checks if the Nasdaq‑100 is in a long‑term uptrend (price above its 200‑day average).<br>2) It then looks at very short‑term momentum (a 0–100 “heat” gauge called RSI).<br>3) Based on those two reads, it either: rides tech/S&P with leveraged funds, shifts to long Treasuries, briefly uses a volatility hedge, or bets against the Nasdaq. It usually holds one fund at a time.
A rules‑driven, swing‑style strategy that uses long‑term trend and short‑term momentum to switch among leveraged tech/S&P funds, inverse Nasdaq funds, and long Treasuries—occasionally adding a volatility hedge when markets get extremely hot.
Out-of-sample edge: Sharpe 1.58 vs SPY 1.43, annualized return ~94% vs ~23%, and Calmar ~2.27. Regime-based tech leadership with risk controls offers higher risk-adjusted growth—beware larger drawdowns in extreme markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $692.4M | 2026-10-11 | |
| Backtest regulatory fees | $1.9M | 2026-10-11 | |
| Backtest slippage cost | $18.0M | 2026-10-11 |
| AI categories (Composer) | bonds hedge, inverse etfs, leveraged etfs, tactical rotation, trend + momentum, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 78 | 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) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "PSQ", "QID", "QLD", "QQQ", "SOXL", "SQQQ", "SSO", "TLT", "TMF", "TQQQ", "UPRO", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 149 | 2026-10-11 | |
| Watchers | 68 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 751 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 110.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6924k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 94.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 625.69% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 4.06% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 4.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.08% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.27 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.05% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -41.54% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.58 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 72.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 66.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.26% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
