Composer · investment strategy
by Composer Technologies · via Composer
Two daily‑rebalanced sleeves: a tactical Nasdaq 2x long/short/bonds sleeve driven by trend and “heat” (RSI) signals, plus a simple trend switch between the US dollar (UUP) and utilities (XLU).
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.
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 ()
49.5% 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 ()
3 of 8 funds in its are : QID, QLD, SSO
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 has two sleeves, rebalanced daily.<br>1) Tech swing: If the S&P 500 is in an uptrend, hold QLD (2x Nasdaq); if QLD looks overheated (RSI high), switch to QID (2x inverse). In downtrends, short‑term checks rotate among QLD, QID, BSV (short‑term bonds), and sometimes SSO (2x S&P).<br>2) Dollar/defense: If the US dollar’s 21‑day trend beats its 210‑day trend, hold UUP; otherwise hold XLU (utilities). RSI is a heat gauge: high=hot, low=washed‑out.
Two daily‑rebalanced sleeves: a tactical Nasdaq 2x long/short/bonds sleeve driven by trend and “heat” (RSI) signals, plus a simple trend switch between the US dollar (UUP) and utilities (XLU).
Two-sleeve, rules-based strategy: leveraged Nasdaq tilt with a dollar/defense hedge. OOS return 23.32% vs S&P 23.26%; Calmar ~1.02 - strong risk-adjusted upside with diversified hedges, though drawdowns can be larger in stress periods.
by DereckNielsen
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.1M | 2026-10-11 | |
| Backtest regulatory fees | $3,788 | 2026-10-11 | |
| Backtest slippage cost | $26k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, etf rotation, leveraged etfs, mean reversion, nasdaq 100, trend-following, us dollar, utilities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 54 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "QID", "QLD", "QQQ", "SPY", "SSO", "UUP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,732 | 2026-10-11 | |
| Out-of-sample length | 999 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.72% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 41k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 129.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.52% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.02% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.48% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.40% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.56 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 11.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.42% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.56% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
