Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical plan: if the market is trending up, ride big‑tech with 3x ETFs; if it’s overheated or breaking down, hedge/short or rotate into safer stocks, the dollar, gold, or Treasuries. Uses an RSI “heat meter” and trend filters.
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 ()
11 of 21 funds in its are : QLD, SOXL, SPXU, SQQQ, TECL, TMV, TQQQ, UDN, UGL, UPRO, 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.
First, it checks if the US stock market (SPY) is above its 200‑day average (risk‑on) or below (risk‑off). It then uses RSI—a 0–100 “heat meter” of recent moves (high=hot/overbought, low=cold/oversold)—to choose between: riding big‑tech with 3x funds (TQQQ/TECL/UPRO), shorting/hedging (SQQQ, UVXY), safer stocks (SPLV/XLP/VDC), or dollar/gold/Treasuries (UUP/UGL/TLT). It also buys dips and trims rips. Rebalances daily.
A daily tactical plan: if the market is trending up, ride big‑tech with 3x ETFs; if it’s overheated or breaking down, hedge/short or rotate into safer stocks, the dollar, gold, or Treasuries. Uses an RSI “heat meter” and trend filters.
Out-of-sample edge: ~68% annualized return vs SPY ~20%; Calmar ~1.52. RSI-driven regimes + hedges target big upside in uptrends with risk controls in dips; volatility can spike with drawdowns around 45%.
V2 takes Dereck's 'Holy Grail Simplified' and adds RSI sorting pairs at every point in the strategy. Changed 200d SMA check to SPY. Added 'Buy The Dips' mean reversion in the bearish leg of the strategy. When shorting, added SQQQ checks against bullish dollars (UUP) and gold (UGL) . Finally, added updated VIXen anti-beta strategy to boost returns and lower drawdown. -HinnomTX
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $231.5B | 2026-10-11 | |
| Backtest regulatory fees | $444.0M | 2026-10-11 | |
| Backtest slippage cost | $3.3B | 2026-10-11 |
| AI categories (Composer) | dollar/gold/treasuries, hedging, leveraged etfs, mean reversion, rsi sorting, tactical allocation, tech-heavy, trend following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 158 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "QLD", "QQQ", "SHV", "SHY", "SOXL", "SPLV", "SPXU", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TMV", "TQQQ", "UDN", "UGL", "UPRO", "UUP", "UVXY", "VDC", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 76 | 2026-10-11 | |
| Watchers | 35 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,762 | 2026-10-11 | |
| Out-of-sample length | 821 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 211.30% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2314797k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 68.12% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 444.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.84% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 65.63% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 64.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -6.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -12.98% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.73 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.15 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 65.57 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 52.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.54% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
