Composer · investment strategy
by Composer Technologies · via Composer
Daily, risk-on/risk-off swing strategy. Rides big-tech in uptrends, shifts to bonds/dollar/defensive or inverse funds when markets are hot or weak, and uses “buy the dip/sell the rip” rules after sharp moves. Uses leveraged ETFs; 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.
2 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 2026-07-31)
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 : QID, QLD, SOXL, SQQQ, TECL, TMF, TMV, TQQQ, UDN, UGL, 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.
First it checks trend: is the S&P 500 above its 200‑day average (MA=past avg)? If yes, it plays offense; if not, defense.<br>Offense: when things look “too hot” (RSI=hot/cold meter) it rotates to hedges (TMF/UUP/VIXY/XLP/SPLV). Otherwise it rides leveraged tech (TQQQ/SOXL/TECL), parking some in short Treasuries when momentum cools (SHY/SHV/STIP).<br>Big pops/drops trigger “sell the rip” (hedge) or “buy the dip” (add tech). If trend weak, it may use bonds (TLT/TMV), dollar (UUP/UDN), gold (UGL) or inverse Nasdaq (SQQQ/QID). Rebalanced daily.
Daily, risk-on/risk-off swing strategy. Rides big-tech in uptrends, shifts to bonds/dollar/defensive or inverse funds when markets are hot or weak, and uses “buy the dip/sell the rip” rules after sharp moves. Uses leveraged ETFs; high risk.
Out-of-sample: ~63% annualized return vs SPY ~20%; Calmar ~1.48 and Sharpe ~1.17 signal strong risk-adjusted upside. Dynamic risk-on/off hedging with levered tech seeks big gains with disciplined downside control (higher risk/reward).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.9B | 2026-10-11 | |
| Backtest regulatory fees | $11.2M | 2026-10-11 | |
| Backtest slippage cost | $108.3M | 2026-10-11 |
| AI categories (Composer) | hedged, leveraged etfs, momentum, multi-asset, risk-on/risk-off, tactical asset allocation, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 119 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QID", "QLD", "QQQ", "SHV", "SHY", "SOXL", "SPLV", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDN", "UGL", "UPRO", "UUP", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.65 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 184 | 2026-10-11 | |
| Watchers | 81 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,870 | 2026-10-11 | |
| Out-of-sample length | 797 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 137.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 59167k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 63.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 373.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -6.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 54.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.63% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.98% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -11.30% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.41% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
