Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based “risk-on/risk-off” system using a 0–100 momentum gauge (RSI) and trend filters to hedge crashes (UVXY), buy dips with leveraged stock ETFs, short weak markets with inverse ETFs, or sit in cash-like T‑bills.
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 ()
9 of 17 funds in its are : PSQ, QID, QLD, SPXL, SPXU, SQQQ, SSO, TQQQ, UVXY
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.
Rebalances daily. It flips between: stocks (SPY/QQQ), leveraged bulls (QLD, SSO, TQQQ, SPXL), inverse bears (PSQ, QID, SQQQ, SPXU), cash‑like T‑bills (BIL), bonds (SHY, BSV, TLT), dollar (UUP), and volatility (UVXY).<br>It reads RSI (0–100; >70 overheated, <30 washed‑out) and trends. Overheated/panic → hedge or go defensive. Uptrends → buy the recent laggard. Downtrends → short or hide in T‑bills.
Daily, rules-based “risk-on/risk-off” system using a 0–100 momentum gauge (RSI) and trend filters to hedge crashes (UVXY), buy dips with leveraged stock ETFs, short weak markets with inverse ETFs, or sit in cash-like T‑bills.
Out-of-sample, this regime-switching strategy aims higher returns: ~27% vs SPY’s 22%, with Calmar ~1.01 and positive alpha. Enjoy diversification and hedges for upside while accepting bigger drawdowns and a modestly lower Sharpe than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $53.1M | 2026-10-11 | |
| Backtest regulatory fees | $211k | 2026-10-11 | |
| Backtest slippage cost | $2.0M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, regime switching, risk-on/risk-off, rsi/trend signals, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 92 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "PSQ", "QID", "QLD", "QQQ", "SHY", "SPXL", "SPXU", "SPY", "SQQQ", "SSO", "TLT", "TQQQ", "UUP", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,012 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 77.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 531k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 161.51% | 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) | -1.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -1.94% | 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) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 61.31 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.26 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
