Composer · investment strategy
by Composer Technologies · via Composer
One-position, rules-based swing strategy: fade overheated markets with BTAL, buy 2× QQQ/S&P 500 on sharp selloffs to catch a pop, otherwise park in T‑bills. Uses RSI as a “hot/cold” gauge. Avoids K‑1 funds; no special crash hedge.
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 2026-06-30)
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 ()
2 of 13 funds in its are : QLD, 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 watches a 0–100 “speedometer” of recent price moves (RSI) on big US stock trackers (S&P 500, Nasdaq‑100), major sectors (tech, staples, discretionary), and value/growth mixes.<br>If readings are very hot, it moves to BTAL, a fund that bets boring/safer stocks beat the flashy/riskier ones.<br>If readings are very cold, it tries to catch a quick rebound using a 2× Nasdaq‑100 (QLD) or 2× S&P 500 (SSO) fund (or short‑term bonds if those look weaker).<br>Otherwise it sits in T‑bills (BIL).
One-position, rules-based swing strategy: fade overheated markets with BTAL, buy 2× QQQ/S&P 500 on sharp selloffs to catch a pop, otherwise park in T‑bills. Uses RSI as a “hot/cold” gauge. Avoids K‑1 funds; no special crash hedge.
RSI-driven, regime-switching strategy reduces downside (OOS drawdown 15.24% vs 18.76% SPY), delivers solid risk-adjusted results (Calmar ~1.21) and ~18.4% annualized returns with opportunistic leverage—safer, smoother exposure than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $103k | 2026-10-11 | |
| Backtest regulatory fees | $357 | 2026-10-11 | |
| Backtest slippage cost | $2,470 | 2026-10-11 |
| AI categories (Composer) | cash‑parking, contrarian, large‑cap tech tilt, leveraged etfs, market‑neutral, mean reversion, rsi‑based, tactical timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 57 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "BTAL", "QLD", "QQQ", "SPY", "SSO", "VOOG", "VOOV", "VTV", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 16.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 932.67% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.38% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.24% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.74 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 45.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 77.33% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
