Composer · investment strategy
by Composer Technologies · via Composer
Rules‑based swing strategy that buys 3x stock/tech after sell‑offs, hedges with volatility or holds cash when markets look overheated, and otherwise uses a simple bond‑vs‑short‑stock check plus 200/20‑day trends to choose offense (SPXL/TECL) or defense (BIL/SH/VXX).
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 ()
4 of 9 funds in its are : SH, SPXL, TECL, TQQQ
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 rotates among: SPXL/TECL (3x bull S&P/tech), SPY (plain S&P), SH (short S&P), VXX (volatility), and BIL (cash‑like T‑bills). It uses RSI (a 0–100 “heat” gauge): if QQQ or SPY look very hot, split to VXX+cash; if very cold, buy the dip with SPXL or TECL. If TQQQ just surged in a day, briefly step aside. Otherwise a trend filter (bonds vs shorting stocks + 200/20‑day MAs) picks SPXL (offense) or BIL/SH (defense).
Rules‑based swing strategy that buys 3x stock/tech after sell‑offs, hedges with volatility or holds cash when markets look overheated, and otherwise uses a simple bond‑vs‑short‑stock check plus 200/20‑day trends to choose offense (SPXL/TECL) or defense (BIL/SH/VXX).
Out-of-sample return ~46% vs ~17% for the S&P, with Calmar ~1.17 and Sharpe ~1.02. A rules-based, tactical mix of leverage and hedges targets bigger upside and solid risk-adjusted results vs the S&P (higher drawdowns).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $25.5M | 2026-10-11 | |
| Backtest regulatory fees | $41k | 2026-10-11 | |
| Backtest slippage cost | $381k | 2026-10-11 |
| AI categories (Composer) | leveraged-etfs, mean-reversion, momentum, tactical-allocation, trend-following, volatility-hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 81 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "QQQ", "SH", "SPXL", "SPY", "TECL", "TQQQ", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.31 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 23 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 561 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 146.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 255k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 134.02% | 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) | 57.66% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 57.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.19 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.83% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.22% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
