Composer · investment strategy
by Composer Technologies · via Composer
A fast, tech‑tilted, leveraged strategy. It detects regime and momentum: ride 3x tech/Nasdaq in uptrends; rotate to Treasuries, T‑Bills, or gold when stress rises; and occasionally short tech on extremes. Driven by simple “heat” (RSI) and volatility checks.
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.
4 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.
0.2% 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. : 95% · 2026-10-11 ()
70.6% 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 ()
14 of 27 funds in its are : CURE, EDC, SH, SOXL, SPXL, SPXS, SQQQ, TECL, TECS, TMF, TQQQ, UDOW, 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 if the market is jumpy (recent S&P 500 swings). If jumpy, it flips between 3x S&P up/down funds or moves to long‑Treasury bonds. If calmer, it asks: is growth (Nasdaq 100) beating defensive utilities over ~6 months? If yes, it leans into 3x tech/Nasdaq; if not, it shifts to Treasuries, T‑Bills, and some gold. It also uses an RSI “heat” score (0–100): high=hot, low=cold. That score drives quick buy‑the‑dip entries, bond vs tech choices, and rare short‑tech hedges.
A fast, tech‑tilted, leveraged strategy. It detects regime and momentum: ride 3x tech/Nasdaq in uptrends; rotate to Treasuries, T‑Bills, or gold when stress rises; and occasionally short tech on extremes. Driven by simple “heat” (RSI) and volatility checks.
Tech-tilted, regime-switching strategy delivers outsized OOS upside: 52.8% annualized return vs 20.8% for the S&P, Calmar ~0.87, and built-in stress hedges—aiming for bigger long-run gains than the S&P despite drawdown risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $436k | 2026-10-11 | |
| Backtest regulatory fees | $1,204 | 2026-10-11 | |
| Backtest slippage cost | $9,815 | 2026-10-11 |
| AI categories (Composer) | gold, hedging/shorting, leveraged etfs, momentum/rsi, tactical, tech‑tilted, treasuries/t‑bills, trend/regime switch | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 492 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "CURE", "EDC", "IEF", "JEPQ", "QQQ", "SH", "SOXL", "SPXL", "SPXS", "SPY", "SQQQ", "TECL", "TECS", "TLH", "TLT", "TMF", "TQQQ", "UDOW", "UGL", "UPRO", "XLK", "XLP", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 100 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,112 | 2026-10-11 | |
| Out-of-sample length | 829 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 135.08% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4261% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 304.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.66% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 74.90% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 74.90% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.81% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.02% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -60.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 63.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 59.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.40% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
