Composer · investment strategy
by Composer Technologies · via Composer
In uptrends, buy the single fund that just dipped most (by RSI) among SPY/QQQ and their 2x versions, or SHY. In downtrends, rotate to Treasuries or the U.S. dollar; if weakness deepens, hedge with inverse Nasdaq plus consumer staples.
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.
1 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%)
1 fund (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. : 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 9 funds in its are : QID, 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.
1) Regime: Is SPY above its 200‑day average (a long‑term trend line)?<br>- Yes: buy the 1 fund with the lowest 20‑day RSI (a 0–100 “heat meter”; low = recently fell) from: SPY/SSO (S&P 500), QQQ/QLD (Nasdaq), SHY (1–3y Treasuries).<br>- No: if SPY’s 50‑day > 200‑day, own TLT (long Treasuries) when TLT trends up, else UUP (U.S. dollar). Otherwise, if very oversold (10‑day RSI<30) buy QLD; else split QID (2x inverse Nasdaq) and XLP (consumer staples).
In uptrends, buy the single fund that just dipped most (by RSI) among SPY/QQQ and their 2x versions, or SHY. In downtrends, rotate to Treasuries or the U.S. dollar; if weakness deepens, hedge with inverse Nasdaq plus consumer staples.
Out-of-sample return: about 29% annually vs S&P 22%. Uses regime-switching, dip-buying in uptrends, plus Treasuries/Dollar hedges in downturns. Solid risk control (Calmar ≈1) and diversified defenses against shocks.
Backtest to 3/7/2007. By DereckNielsen, Michael B, and Franklin Pierce
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.9M | 2026-10-11 | |
| Backtest regulatory fees | $8,955 | 2026-10-11 | |
| Backtest slippage cost | $68k | 2026-10-11 |
| AI categories (Composer) | defensives, leveraged/inverse etfs, mean reversion, regime switching, tactical allocation, treasuries, trend following, u.s. dollar, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QID", "QLD", "QQQ", "SHY", "SPY", "SSO", "TLT", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,941 | 2026-10-11 | |
| Out-of-sample length | 1,013 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.63% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 29k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.83% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.56% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.40% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.00% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
