Composer · investment strategy
by Composer Technologies · via Composer
Buys deep dips using 3× tech/semis or 3× S&P 500 based on a 10‑day oversold gauge (RSI). If no dip, it parks in short‑term bonds. Position size increases as the dip deepens. Extremely volatile/high risk.
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.
0.9% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 89% · 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 ()
4 of 6 funds in its are : SOXL, 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 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.
RSI = a 0–100 gauge of how stretched the last 10 days are; lower = more sold‑off.<br>1) If tech/growth (via TQQQ) is sold‑off (<31): buy 3× Tech (TECL) + 3× Semis (SOXL), scaled by depth: <20 → 100% TECL+SOXL; 20–25 → 75% risk/25% bonds (BSV); 25–31 → 33% risk/67% bonds.<br>2) Else, check SPY: <21 → 100% 3× S&P (UPRO); 21–28 → 75% UPRO/25% bonds; 28–30 → 33% UPRO/67% bonds; ≥30 → bonds.
Buys deep dips using 3× tech/semis or 3× S&P 500 based on a 10‑day oversold gauge (RSI). If no dip, it parks in short‑term bonds. Position size increases as the dip deepens. Extremely volatile/high risk.
Out-of-sample edge: ~26.7% annualized return vs SPY 22.5%, max drawdown 10.7% vs 18.8%, Calmar ~2.50, across ~4 years. Dip-driven tech/broad exposure with bond hedges aims for higher upside and lower risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $162k | 2026-10-11 | |
| Backtest regulatory fees | $180 | 2026-10-11 | |
| Backtest slippage cost | $844 | 2026-10-11 |
| AI categories (Composer) | bond hedge, high risk, leveraged etfs, risk-on/risk-off, rsi mean-reversion, tactical timing, tech/semiconductors focus | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 41 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "SOXL", "SPY", "TECL", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 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) | 0.42 | 2026-10-11 |
| Remixes (copies) | 55 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 1,000 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 18.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1523% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 156.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.59% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.22% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.09% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.04% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.02 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.46% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 6.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
