Composer · investment strategy
by Composer Technologies · via Composer
Rules-driven, tech-focused strategy. Uses a 200‑day trend filter and a short‑term “heat gauge” to toggle between leveraged Nasdaq exposure, a volatility hedge, Treasuries, cash/bonds, and two steady stocks. Aggressive in uptrends, defensive in downtrends.
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.
3 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.
0.3% 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. : 99% · 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 ()
8 of 14 funds in its are : QLD, SOXL, SOXS, SQQQ, TECL, TMF, TQQQ, 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.
1) Trend check: if the S&P 500 sits above its 200‑day average, it’s “risk‑on”; otherwise “defensive.” RSI is a 0–100 heat gauge of recent moves (>80 very hot, <31 very cold).<br>Risk‑on: if things are very hot short‑term, switch to a volatility spike hedge; otherwise ride the Nasdaq‑100 with 2x–3x funds or a QQQ+leveraged‑Treasury mix, chosen by a medium‑term strength read.<br>Defensive: if tech is washed out, try a brief 3x tech bounce; otherwise split roughly into T‑Bills/cash, a small sleeve that can short tech or sit in bonds (or occasionally go long tech) based on short‑term signals, and two steady stocks (Costco, UnitedHealth).
Rules-driven, tech-focused strategy. Uses a 200‑day trend filter and a short‑term “heat gauge” to toggle between leveraged Nasdaq exposure, a volatility hedge, Treasuries, cash/bonds, and two steady stocks. Aggressive in uptrends, defensive in downtrends.
Out-of-sample edge: ~47.9% annualized return vs ~20.7% for SPY, with Calmar ~1.38 signaling strong risk-adjusted gains. Higher upside in uptrends and built-in risk controls; note larger drawdowns can occur in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $324.3M | 2026-10-11 | |
| Backtest regulatory fees | $533k | 2026-10-11 | |
| Backtest slippage cost | $5.1M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, regime filter, tactical allocation, tech-heavy, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 57 | 2026-10-11 | |
| Rebalance corridor width | 7.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.68 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "COST", "QLD", "QQQ", "SOXL", "SOXS", "SPY", "SQQQ", "TECL", "TMF", "TQQQ", "UNH", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.25 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 974 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 100.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3243k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 47.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 354.09% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.62% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.91% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.32 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 44.07% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.22% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
