Composer · investment strategy
by Composer Technologies · via Composer
A daily “switchboard” that rotates among tech‑heavy offense, Treasuries/cash defense, and occasional shorts using trend (200‑day average) and an RSI “heat meter,” sometimes fading extremes and sometimes riding momentum.
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.
5 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%)
4 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 ()
77.5% 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 ()
5 of 17 funds in its are : PSQ, QID, QLD, SH, SSO
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.
It runs several playbooks and a selector picks which to follow each day. Signals used: price vs 200‑day average (uptrend or not) and RSI (a 0–100 “heat meter” of recent ups vs downs). In uptrends it rides growth (often tech/QQQ or 2x QQQ). When things get too hot it may duck into Treasuries. In weak trends it shifts to bonds, cash‑like T‑bills, or even short stocks.
A daily “switchboard” that rotates among tech‑heavy offense, Treasuries/cash defense, and occasional shorts using trend (200‑day average) and an RSI “heat meter,” sometimes fading extremes and sometimes riding momentum.
Out-of-sample, this strategy targets tech-led growth with dynamic risk-off protection, delivering ~32.2% annualized return vs ~21% for the S&P, and a Calmar ~1.16—strong risk-adjusted upside despite larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $36.2M | 2026-10-11 | |
| Backtest regulatory fees | $58k | 2026-10-11 | |
| Backtest slippage cost | $513k | 2026-10-11 |
| AI categories (Composer) | bonds, inverse etfs, leveraged etfs, mean reversion, risk-on/risk-off, tactical asset allocation, tech tilt, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 311 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "IEI", "PSQ", "QID", "QLD", "QQQ", "SH", "SHV", "SHY", "SPY", "SSO", "TLT", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,788 | 2026-10-11 | |
| Out-of-sample length | 704 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 362k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 118.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.87% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.57 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
