Composer · investment strategy
by Composer Technologies · via Composer
Rules-based “buy the tech dip” system: uses a 10-day heat gauge on QQQ to scale into a 3× tech ETF (TECL) as dips deepen; otherwise sits in short-term Treasuries (SHV/SHY). Cash choice depends on SPY’s 200-day trend. High risk, rebalanced daily.
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 ()
1 of 5 funds in its are : TECL
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 checks two things:<br>1) Market backdrop: If the S&P 500 (SPY) is above its 200‑day average, it parks unused cash in ultra‑short Treasuries (SHV). If not, it parks in 1–3 year Treasuries (SHY).<br>2) Tech dip depth: It reads a 0–100 “heat gauge” (RSI) on QQQ that reflects how hard prices fell recently. The lower the number, the deeper the dip. If that gauge is under 30, it buys some TECL (a 3× daily tech fund), buying more as the gauge drops (small at ~30, up to 100% TECL below 20). If the gauge is 30 or higher, it holds Treasuries. Rebalanced daily. Note: TECL is very volatile and can drop quickly.
Rules-based “buy the tech dip” system: uses a 10-day heat gauge on QQQ to scale into a 3× tech ETF (TECL) as dips deepen; otherwise sits in short-term Treasuries (SHV/SHY). Cash choice depends on SPY’s 200-day trend. High risk, rebalanced daily.
Out-of-sample, this rules-based dip-buy strategy delivers ~28.4% annualized return with ~7.2% max drawdown, vs SPY ~22% return and ~18.8% drawdown. Calmar ~3.93 signals a strong risk-adjusted edge over the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $73k | 2026-10-11 | |
| Backtest regulatory fees | $118 | 2026-10-11 | |
| Backtest slippage cost | $677 | 2026-10-11 |
| AI categories (Composer) | dip buying, leveraged tech, regime filter, rsi signal, short-term treasuries, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 107 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SHV", "SHY", "SPY", "TECL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 134 | 2026-10-11 | |
| Watchers | 55 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,479 | 2026-10-11 | |
| Out-of-sample length | 545 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 11.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 626.77% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.73% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -14.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.84 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 6.62 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 13.88% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.76 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.96 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 82.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
