Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based strategy. It uses a long-term trend filter and a short-term “heat gauge” (RSI). In uptrends it holds a small TQQQ stake unless overheated (then UVXY). In downtrends it buys small bounces or rotates to Treasuries or a small bearish Nasdaq bet, with most cash in SHV.
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 2026-10-19
: 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.
0.1% of weight in (IVV: 3.0%)
2 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% · 2026-10-19 ()
26.5% 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% · 2026-10-19 ()
6 of 9 funds in its are : SPXL, SQQQ, TECL, TQQQ, 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 Leveraged ETFs 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.
1) Trend check: Is SPY above its 200‑day average? If yes (uptrend): hold a small slice of TQQQ (3x Nasdaq) and park the rest in SHV (cash‑like Treasuries)—unless the market looks “too hot” (RSI, a 0–100 heat gauge; > ~80). If it’s too hot, switch to UVXY (spikes when fear rises) + SHV.<br>2) If not (downtrend): after sharp drops (RSI < ~30) buy small bounce bets in TECL or UPRO + SHV. Otherwise, if tech is weak short term, pick either long Treasuries (TLT) or a small bearish Nasdaq bet (SQQQ) + SHV, whichever shows stronger recent strength.<br>Rebalanced daily; most money sits in SHV to limit risk. Each risky slice targets ~1% portfolio risk.
A daily, rules-based strategy. It uses a long-term trend filter and a short-term “heat gauge” (RSI). In uptrends it holds a small TQQQ stake unless overheated (then UVXY). In downtrends it buys small bounces or rotates to Treasuries or a small bearish Nasdaq bet, with most cash in SHV.
Out-of-sample shows higher risk-adjusted returns (21.37% vs 19.29%), lower drawdown (14.58% vs 18.76%), and Sharpe ~1.19 with a lower beta. Regime-based tilts plus cash ballast offer stronger upside with less downside vs the S&P 500.
Weighted using 1% Portfolio Risk on each asset
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.4M | 2026-10-19 | |
| Backtest regulatory fees | $1,380 | 2026-10-19 | |
| Backtest slippage cost | $10k | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, risk-managed, rsi mean-reversion, tactical asset allocation, treasuries, trend-following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 51 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.61 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "SHV", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 533 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 38.75% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 14k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.37% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.05% | ||
| Return, trailing 1 day (out-of-sample) | -1.97% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.89% | ||
| Return, trailing 1 week (out-of-sample) | -2.95% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.41% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 13.49% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.97% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.14% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.79 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.47 | ||
| Maximum drawdown, backtest period (backtest) | -21.65% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.58% | ||
| Sharpe ratio, backtest period (backtest) | 1.82 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.19 | ||
| Sortino ratio, backtest period (backtest) | 3.12 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 18.96% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.62% |
| Annualized turnover, backtest period (backtest) | 11.16 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.14 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.81% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.53% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
