Composer · investment strategy
by Composer Technologies · via Composer
Daily trend-and-momentum plan: if SPY is above its 200‑day average, hold the stronger of SSO (2× S&P 500) or QLD (2× Nasdaq‑100) by last‑30‑day returns; otherwise hold 60% VTI (stocks) and 40% BND (bonds).
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.
2 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 ()
2 of 5 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.
Each day the strategy checks if SPY (tracks the S&P 500) is above its 200‑day average price (the average of the last ~10 months).<br>If yes: go risk‑on and buy one 2× fund—SSO (2× S&P 500) or QLD (2× Nasdaq‑100, big tech)—whichever had the higher return over the last 30 days.<br>If no: hold 60% VTI (total U.S. stocks) and 40% BND (U.S. bonds).<br>Rebalances daily.
Daily trend-and-momentum plan: if SPY is above its 200‑day average, hold the stronger of SSO (2× S&P 500) or QLD (2× Nasdaq‑100) by last‑30‑day returns; otherwise hold 60% VTI (stocks) and 40% BND (bonds).
Unlock higher upside in uptrends with 2x bets (SSO/QLD) guided by SPY's 200-day trend; risk-off uses a protective 60/40 core. Out-of-sample: ~40% annualized vs ~21% SPY, Calmar ~1.37, Sharpe ~1.25, drawdowns ~29% vs ~19%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $395k | 2026-10-11 | |
| Backtest regulatory fees | $1,187 | 2026-10-11 | |
| Backtest slippage cost | $6,881 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "QLD", "SPY", "SSO", "VTI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,907 | 2026-10-11 | |
| Out-of-sample length | 962 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 20.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3848% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 261.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.90% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.47% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.47% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.04% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.20% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
