Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, multi‑asset playbook: ride Nasdaq/S&P uptrends, hedge when overheated, and rotate to the US dollar, gold/commodities, Treasuries, or a market‑neutral fund when conditions worsen. Occasionally presses bets with 2x funds or buys oversold bounces.
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.
3 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.
0.0% of weight in (IVV: 3.0%)
No funds
: 18.8% (DBC 50% × 0.37), shown separately from fossil-fuel companies.
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 ()
0.0% 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 ()
3 of 14 funds in its are : PSQ, 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.
1) Big switch: If the S&P 500 is above its 200‑day average, go on offense; otherwise, play defense.<br>2) Offense: Own Nasdaq (QQQ). If it looks overheated, briefly hedge (PSQ). If bonds/dollar/inflation signals improve, sometimes press with 2x funds (QLD/SSO) or rotate to dollar/commodities/market‑neutral for safety.<br>3) Defense: If markets get washed‑out, try a quick bounce (QLD or SPY). If not, choose among shorting QQQ (PSQ), short‑term Treasuries (SHY), the dollar (UUP), gold/commodities (GLD/DBC/USO), or a market‑neutral fund (BTAL) based on trends and recent risk.
A rules‑based, multi‑asset playbook: ride Nasdaq/S&P uptrends, hedge when overheated, and rotate to the US dollar, gold/commodities, Treasuries, or a market‑neutral fund when conditions worsen. Occasionally presses bets with 2x funds or buys oversold bounces.
Out-of-sample, this strategy targets ~33.9% annualized return versus SPY’s ~23.5%, with lower drawdown (~17.7% vs 18.8%) and a strong Calmar (~1.91). It combines trend-following with risk controls to pursue upside while preserving capital.
https://bit.ly/GenesisLaunch - https://bit.ly/investorcollabdiscord
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-11 | |
| Backtest regulatory fees | $3,319 | 2026-10-11 | |
| Backtest slippage cost | $26k | 2026-10-11 |
| AI categories (Composer) | defensive rotation, leveraged & inverse etfs, mean reversion, multi-asset etfs, risk management, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 124 | 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) | 0.85 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DBC", "GLD", "PSQ", "QLD", "QQQ", "SHY", "SPY", "SSO", "STIP", "TIP", "TLT", "USO", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 27 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,702 | 2026-10-11 | |
| Out-of-sample length | 761 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 38.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.14% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.74% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.84% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.85 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.46% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.65% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
