Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based mix that rotates among Nasdaq growth (QQQ/TQQQ), a low‑volatility blue‑chip basket (LLY, NVO, COST, PGR/GE), and hedges (PSQ, VIXY, cash, GLD) using simple “overheated/oversold,” trend, inflation, and bond vs cash 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.
6 positions as of 2026-10-19
: 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.
0.0% 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. : 100% · 2026-10-19 ()
33.0% 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% · 2026-10-19 ()
8 of 30 funds in its are : DOG, PSQ, QLD, RWM, SH, SQQQ, TBF, 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.
Every day it asks: are stocks overheated or washed out (using a “recent speed” gauge called RSI—high = too hot, low = too cold)? If too hot, it buys VIXY (benefits when volatility jumps). If too cold, it buys tech/financials (XLK/XLF) for a bounce. Otherwise it flips between growth (QQQ/TQQQ) and a defensive mix (LLY, NVO, COST + PGR/GE) using inflation trend (RINF), bond vs cash strength (BND/IEF/TLT vs BIL), and the S&P 500’s 200‑day trend. In downtrends it shifts to PSQ or cash; sometimes gold (GLD).
A daily, rules-based mix that rotates among Nasdaq growth (QQQ/TQQQ), a low‑volatility blue‑chip basket (LLY, NVO, COST, PGR/GE), and hedges (PSQ, VIXY, cash, GLD) using simple “overheated/oversold,” trend, inflation, and bond vs cash signals.
Adaptive regime-switching strategy blending Nasdaq growth, defensives, and hedges with inflation signals. Lower beta (~0.72) and built-in volatility hedges for diversification. OOS: ~13.9% annualized return, Sharpe ~0.66, max DD ~22%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $52.4M | 2026-10-19 | |
| Backtest regulatory fees | $209k | 2026-10-19 | |
| Backtest slippage cost | $2.0M | 2026-10-19 |
| AI categories (Composer) | defensive quality tilt, mean-reversion, nasdaq-focused, regime-switching, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 338 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "COST", "DOG", "GE", "GLD", "IEF", "IOO", "LLY", "NVO", "PGR", "PSQ", "QLD", "QQQ", "RINF", "RWM", "SH", "SPY", "SQQQ", "STIP", "TBF", "TLT", "TQQQ", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-19 |
| Remixes (copies) | 10 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,513 | 2026-10-19 | |
| Out-of-sample length | 558 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 84.81% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 524k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.01% | ||
| Return, trailing 1 day (out-of-sample) | -0.44% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.55% | ||
| Return, trailing 1 week (out-of-sample) | -2.73% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -5.28% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 1.08% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.13% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.45% | ||
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.84 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | ||
| Maximum drawdown, backtest period (backtest) | -22.06% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.06% | ||
| Sharpe ratio, backtest period (backtest) | 2.58 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Sortino ratio, backtest period (backtest) | 5.58 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 25.04% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.00% |
| Annualized turnover, backtest period (backtest) | 58.08 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.89 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.30% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.79% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
