Composer · investment strategy
by Composer Technologies · via Composer
A simple buy‑the‑dip toggle: own 3x tech (TECL) only when Nasdaq’s short‑term meter says oversold (RSI ≤ 32). Otherwise sit in a safety mix of U.S. dollar (USDU), gold (GLD), and consumer‑staples stocks (XLP). Very high risk when in TECL.
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.
4 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%)
2 funds (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 ()
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 ()
2 of 5 funds in its are : TECL, TQQQ
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 it checks a 10‑day “heat meter” (RSI) on TQQQ, a triple‑leveraged Nasdaq fund. If that meter is 32 or lower (tech is short‑term beaten up), it buys TECL, a triple‑leveraged tech fund. Otherwise it splits money evenly into USDU (strong U.S. dollar), GLD (gold), and XLP (everyday‑goods stocks). It switches as the signal flips.
A simple buy‑the‑dip toggle: own 3x tech (TECL) only when Nasdaq’s short‑term meter says oversold (RSI ≤ 32). Otherwise sit in a safety mix of U.S. dollar (USDU), gold (GLD), and consumer‑staples stocks (XLP). Very high risk when in TECL.
Out-of-sample edge: 31.6% annualized return vs SPY’s 21.3%, Calmar ~1.145, delivering stronger risk-adjusted upside by cycling to a defensive mix when tech dip signals fire. Note higher drawdowns (~27.6%) in volatile regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $572k | 2026-10-11 | |
| Backtest regulatory fees | $542 | 2026-10-11 | |
| Backtest slippage cost | $4,215 | 2026-10-11 |
| AI categories (Composer) | defensive mix, leveraged etfs, mean reversion, risk-on/risk-off, rsi signal, tactical rotation, technology | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 11 | 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) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "TECL", "TQQQ", "USDU", "XLP" ] | 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) | 1.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,220 | 2026-10-11 | |
| Out-of-sample length | 936 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 37.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5621% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 177.68% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.13% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.13% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.50% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.77 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 10.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.73% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
