Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based swing between risk-on and risk-off. In uptrends it rides leveraged S&P 500/Nasdaq funds; in pullbacks it buys dips; when overheated it hedges; if weak, it parks in T‑bills, Treasuries, and gold.
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.
0.5% 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. : 98% · 2026-10-11 ()
100.0% 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 ()
5 of 11 funds in its are : SQQQ, SSO, TQQQ, UPRO, 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.
Each day it asks: is the market (SPY) above its 50/100/200‑day averages? If yes, go risk‑on with leveraged S&P 500 (UPRO/SSO) and Nasdaq (TQQQ). If price looks overheated (very high RSI), hedge with UVXY/VIXY or SQQQ. If it looks washed‑out (very low RSI), buy the dip. If trends are weak or recent losses are big, shift to safer T‑bills (BIL), Treasuries (VGIT/BSV), and gold (GLD). Rebalances daily.
A daily, rules-based swing between risk-on and risk-off. In uptrends it rides leveraged S&P 500/Nasdaq funds; in pullbacks it buys dips; when overheated it hedges; if weak, it parks in T‑bills, Treasuries, and gold.
Out-of-sample edge: about 40% annualized return vs SPY's ~21.8%, driven by adaptive risk-on/risk-off tilts, leveraged uptrends, and disciplined hedging plus safe-haven cash/bonds/gold. Higher upside with built-in diversification beyond the S&P 500.
created for the younger - Combined a trending system with a breakout system, with Rev to mean. buys the trend at the trend above 50 100 and 200 day Reversion to the mean trade then becomes breakdown system either up or down.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17.1M | 2026-10-11 | |
| Backtest regulatory fees | $20k | 2026-10-11 | |
| Backtest slippage cost | $173k | 2026-10-11 |
| AI categories (Composer) | gold, leveraged etfs, mean reversion, risk on/off, tactical asset allocation, treasuries, trend-following, us equities, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 185 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "GLD", "SPY", "SQQQ", "SSO", "TQQQ", "UPRO", "UVXY", "VGIT", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.06 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 693 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 64.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 171k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.47% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 154.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -77.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -62.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.68 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.54 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
