Composer · investment strategy
by Composer Technologies · via Composer
A barbell: 55% steady Treasuries; 45% tactical sleeve that flips among 2x tech bull (QLD/ROM), 2x tech bear (QID), or long Treasuries (TLT) using 200/20‑day trend filters and RSI oversold/overbought signals to lean risk‑on or risk‑off.
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%)
3 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 ()
44.0% 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 9 funds in its are : QID, QLD, ROM
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.
55% stays in Treasuries (IEI, SHV). The other 45% rotates among QLD/ROM (2x tech up), QID (2x tech down), or TLT (long Treasuries). Rules: if Nasdaq is very oversold (RSI10<30), buy ROM. Else if S&P > 200‑day avg, hold QLD unless momentum is too hot (RSI>80 or 60) then use TLT. If below 200‑day, use the 20‑day avg and short‑term RSI to choose QID vs TLT, or QLD vs SHY. RSI = 0–100 speed; <30 oversold, >80 hot.
A barbell: 55% steady Treasuries; 45% tactical sleeve that flips among 2x tech bull (QLD/ROM), 2x tech bear (QID), or long Treasuries (TLT) using 200/20‑day trend filters and RSI oversold/overbought signals to lean risk‑on or risk‑off.
Out-of-sample edge: ~26.8% annualized vs 21.5% S&P, Sharpe ~1.47 vs ~1.39, drawdown ~12.7% vs 18.8%. Beta ~0.79 and a strong risk-adjusted profile. Core Treasury ballast plus leveraged tech bets target higher growth with risk control.
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) | $2.2M | 2026-10-11 | |
| Backtest regulatory fees | $3,536 | 2026-10-11 | |
| Backtest slippage cost | $25k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, nasdaq-100, risk-on/risk-off, tactical allocation, treasuries, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 46 | 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) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEI", "QID", "QLD", "QQQ", "ROM", "SHV", "SHY", "SPY", "TLT" ] | 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) | 0.79 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 57 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,953 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 22k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 25.00% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 25.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.94% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.66% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.61 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.16% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
