Composer · investment strategy
by Composer Technologies · via Composer
A rules-based swing strategy that uses a 200‑day trend filter and RSI to toggle between leveraged U.S. stocks (S&P 500, Nasdaq, semis), volatility hedges (UVXY), and defensives (staples, gold, T‑bills), aiming to ride uptrends, hedge spikes, and buy deep dips.
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.
“UVXY or cash (BIL) when overheated”
“In bears it may short tech (QID).”
“leveraged stock funds (UPRO/SSO, QLD; sometimes SOXL semis)”
“Decide bull or bear by S&P 500 (SPY) vs its 200‑day average.”
“Use RSI (a 0–100 heat meter of recent moves: high=hot, low=cold) on SPY/QQQ (Nasdaq‑100) and UVXY (fear/volatility)”
4 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.
2.9% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
90.3% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
7 of 13 funds in its are : PSQ, QID, QLD, SOXL, SSO, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Step 1: Decide bull or bear by S&P 500 (SPY) vs its 200‑day average. Step 2: Use RSI (a 0–100 heat meter of recent moves: high=hot, low=cold) on SPY/QQQ (Nasdaq‑100) and UVXY (fear/volatility) to switch among: leveraged stock funds (UPRO/SSO, QLD; sometimes SOXL semis) when trends look good or after sharp drops; UVXY or cash (BIL) when overheated; plus small slices in staples (XLP), gold (GLD), and sometimes long Treasuries (TLT). In bears it may short tech (QID).
A rules-based swing strategy that uses a 200‑day trend filter and RSI to toggle between leveraged U.S. stocks (S&P 500, Nasdaq, semis), volatility hedges (UVXY), and defensives (staples, gold, T‑bills), aiming to ride uptrends, hedge spikes, and buy deep dips.
Out-of-sample, this strategy delivers ~45% annualized return vs ~28% for the S&P, with Calmar ~2 and Sharpe ~1.51— superior risk-adjusted growth, but with larger drawdowns (~23%) due to leverage and hedging.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.0B | 2026-10-11 | |
| Backtest regulatory fees | $5.7M | 2026-10-11 | |
| Backtest slippage cost | $54.6M | 2026-10-11 |
| AI categories (Composer) | defensives, leveraged etfs, nasdaq-100, regime filter, rsi timing, semiconductors, tactical, us equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 241 | 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) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "GLD", "PSQ", "QID", "QLD", "QQQ", "SOXL", "SPY", "SSO", "TLT", "UPRO", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.40 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 364 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 146.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 69593k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 72.05% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.27% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.59% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.73% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.90% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.28% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.81% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.51 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.61% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.27% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 27.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
