Composer · investment strategy
by Composer Technologies · via Composer
A daily “switchboard” that mostly rides Nasdaq uptrends with leverage, buys big dips, and shifts to staples, Treasuries/T‑bills, or even short tech when trends weaken—allocating to the few playbooks that have worked best over the last ~50 days.
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.
“if stocks run too hot, park in long Treasuries.”
“ride tech uptrends with a 2x Nasdaq fund”
“A daily “switchboard” that mostly rides Nasdaq uptrends with leverage”
“if the market trend turns down, move to staples or T‑bills, sometimes hedge/short”
“Each day it scores several mini playbooks over ~50 days, then splits money across the few that look best now.”
5 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%)
4 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-11 ()
77.5% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
6 of 21 funds in its are : PSQ, QID, QLD, ROM, SH, SSO
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Leveraged ETFs 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.
Each day it scores several mini playbooks over ~50 days, then splits money across the few that look best now.<br>Inside the playbooks: ride tech uptrends with a 2x Nasdaq fund; buy big dips; if the market trend turns down, move to staples or T‑bills, sometimes hedge/short; if stocks run too hot, park in long Treasuries.
A daily “switchboard” that mostly rides Nasdaq uptrends with leverage, buys big dips, and shifts to staples, Treasuries/T‑bills, or even short tech when trends weaken—allocating to the few playbooks that have worked best over the last ~50 days.
Adaptive, multi-playbook strategy that outperforms the S&P in out-of-sample testing: annualized return ~43.7% vs ~21%, Sharpe ~1.36 vs ~1.31, Calmar ~1.55, with dynamic risk controls to navigate dips and capture bigger uptrends.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30.1M | 2026-10-11 | |
| Backtest regulatory fees | $44k | 2026-10-11 | |
| Backtest slippage cost | $381k | 2026-10-11 |
| AI categories (Composer) | bonds/defensive, leveraged/inverse etfs, mean reversion, momentum, risk-on/risk-off, tactical asset allocation, tech tilt, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 524 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "DBO", "IEF", "IEI", "PSQ", "QID", "QLD", "QQQ", "ROM", "SH", "SHV", "SHY", "SPY", "SSO", "TLT", "UUP", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 20 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,773 | 2026-10-11 | |
| Out-of-sample length | 704 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 300k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 175.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.94% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.22% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.55% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
