Composer · investment strategy
by Composer Technologies · via Composer
A rules-based switch: in uptrends, hold leveraged US stocks plus Treasuries and Gold; in downtrends, either buy sharp dips or rotate to defensive assets. Uses a 200‑day trend filter, a 10‑day RSI dip trigger, and threshold rebalancing.
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.
1.1% 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 ()
60.4% 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 ()
2 of 7 funds in its are : 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 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.
4 missing
The text the rules are quoted from, with where it came from.
Step 1: Check SPY’s trend. If SPY is above its 200‑day average, it’s “risk‑on.” If below, it’s “risk‑off.”<br>Risk‑on: Hold a mix of 2x S&P 500 (SSO), 2x Nasdaq‑100 (QLD), long Treasuries (TLT), and Gold (GLD).<br>Risk‑off: If SPY is very oversold (10‑day RSI < 27), buy the dip with SSO; otherwise hold XLP, GLD, and UUP. Rebalance only when weights drift ~10–15%.
A rules-based switch: in uptrends, hold leveraged US stocks plus Treasuries and Gold; in downtrends, either buy sharp dips or rotate to defensive assets. Uses a 200‑day trend filter, a 10‑day RSI dip trigger, and threshold rebalancing.
Out-of-sample edge: Sharpe 1.42 vs 1.25, annualized return 31.33% vs 20.29%, max drawdown 14.59% vs 18.76%, Calmar 2.15, alpha ~0.088. A regime-switching, dip-buying approach offering higher upside with lower risk than the S&P 500.
V0.1 Original to Dereck Nielsen. V0.2 by dandawson switched out dip buying SPY to dip buying SSO. V0.3 by HinnomTX changed rebalance from daily to 10% threshold. Added SSO, TLT, GLD, QLD for > SMA200, added GLD and UUP for < SMA200
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $573k | 2026-10-11 | |
| Backtest regulatory fees | $431 | 2026-10-11 | |
| Backtest slippage cost | $2,796 | 2026-10-11 |
| AI categories (Composer) | dip buying, leveraged etfs, regime switching, risk-on/risk-off, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 17 | 2026-10-11 | |
| Rebalance corridor width | 15.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QLD", "SPY", "SSO", "TLT", "UUP", "XLP" ] | 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) | 1.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 123 | 2026-10-11 | |
| Watchers | 50 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,941 | 2026-10-11 | |
| Out-of-sample length | 1,018 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 22.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5626% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 201.00% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.95% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.28% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.15 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.59% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.96% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 20.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
