Composer · investment strategy
by Composer Technologies · via Composer
A rules-based “buy the dip” plan: when a fast tech gauge is too hot, sit in T‑bills; when it cools, gradually buy Nasdaq, semis, tech, and S&P using lower‑leverage funds. Avoids UVXY and K‑1; unused cash parks in Treasuries.
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.
5 positions as of 2026-10-19
: 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%)
3 funds (SEC N-PORT, as of 2026-05-31) · not identified: FNGO 12%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 87% · 2026-10-19 ()
12.8% 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% · 2026-10-19 ()
7 of 11 funds in its are : FNGO, QLD, SOXL, SSO, TECL, TQQQ, UPRO
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 Tax-managed 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.
Think of RSI as a simple “temperature gauge” of recent price moves. If the gauge on TQQQ (a fast-moving Nasdaq proxy) is very hot, this sits in short-term Treasuries (TFLO). Otherwise, it splits into four slices (Nasdaq, semis, tech, S&P) and buys more as each gets colder, using gentler funds (1x–2x) and keeping unused cash in TFLO. A year‑end toggle can park in SGOV.
A rules-based “buy the dip” plan: when a fast tech gauge is too hot, sit in T‑bills; when it cools, gradually buy Nasdaq, semis, tech, and S&P using lower‑leverage funds. Avoids UVXY and K‑1; unused cash parks in Treasuries.
Out-of-sample edge: ~19.5% annualized return with 12.5% max drawdown vs SPY’s 18.8%, and Calmar ~1.55—a more favorable risk-adjusted profile thanks to lower drawdowns. Tax-friendly cash parking; no UVXY or K‑1.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27k | 2026-10-19 | |
| Backtest regulatory fees | $32 | 2026-10-19 | |
| Backtest slippage cost | $229 | 2026-10-19 |
| AI categories (Composer) | cash-parking treasuries, leveraged-signal/low-leverage execution, no k-1, no uvxy, rsi dip-buying, s&p 500, semiconductors, tax-aware, tech-heavy | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 146 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "FNGO", "QLD", "SGOV", "SOXL", "SOXX", "SPY", "SSO", "TECL", "TFLO", "TQQQ", "UPRO" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,606 | 2026-10-19 | |
| Out-of-sample length | 692 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 16.75% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 168.46% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.45% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.36% | ||
| Return, trailing 1 day (out-of-sample) | -1.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.38% | ||
| Return, trailing 1 week (out-of-sample) | 0.59% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 20.08% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 19.49% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.67% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.27% | ||
| SPY annualized return over the backtest window (backtest) | 17.30% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.34 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | ||
| Maximum drawdown, backtest period (backtest) | -12.54% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.54% | ||
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Sortino ratio, backtest period (backtest) | 2.54 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.41 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 13.51% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.80% |
| Annualized turnover, backtest period (backtest) | 11.22 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.18 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.85% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 65.46% | 2026-10-19 |
