Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based 60/40 portfolio: ride tech in uptrends, hide in Treasuries/cash when weak, and even short tech in downtrends. A separate sleeve trades long vs. short long‑term Treasuries. Uses trend lines and a 0–100 “heat” gauge (RSI) to switch.
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.
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.
0.2% of weight in (IVV: 3.0%)
4 funds (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 ()
39.3% 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 ()
9 of 17 funds in its are : QID, QLD, SPXL, SQQQ, SSO, TECL, TMF, TMV, 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 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.
Two sleeves: 60% stocks, 40% bonds. First, check if the S&P 500 is above its 200‑day average (uptrend). If yes, hold mostly 3x Nasdaq (TQQQ) with a T‑bill buffer; if that gets too hot, switch to long Treasuries (TLT). If no, park in short‑term Treasuries, buy big tech dips, or use inverse Nasdaq (SQQQ) when the short‑term trend is down. The bond sleeve flips between long (TMF) and short (TMV) long‑term Treasuries, or cash. RSI = a 0–100 heat gauge; moving averages = trendlines. Leveraged = 2–3x daily; inverse = up when the index falls.
A rules‑based 60/40 portfolio: ride tech in uptrends, hide in Treasuries/cash when weak, and even short tech in downtrends. A separate sleeve trades long vs. short long‑term Treasuries. Uses trend lines and a 0–100 “heat” gauge (RSI) to switch.
Out-of-sample edge: 39.18% annualized return vs 20.95% SPY, Sharpe ~1.33, Calmar ~1.52. Drawdowns ~25.83% vs 18.76%. Higher potential, with risk managed by tech/bond trend-following and regime tweaks.
A strategy for long term investing in any market condition. In a bull run, everyone is a genius, in a bear market, do you know what to do?
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18.1M | 2026-10-11 | |
| Backtest regulatory fees | $25k | 2026-10-11 | |
| Backtest slippage cost | $213k | 2026-10-11 |
| AI categories (Composer) | equities, inverse etfs, leveraged etfs, momentum, risk management, tactical allocation, treasuries, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 144 | 2026-10-11 | |
| Rebalance corridor width | 12.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "BIL", "BND", "BSV", "QID", "QLD", "QQQ", "SHV", "SHY", "SPXL", "SPY", "SQQQ", "SSO", "TECL", "TLT", "TMF", "TMV", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,178 | 2026-10-11 | |
| Out-of-sample length | 611 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 57.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 181k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 123.20% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.08 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.61% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
