Composer · investment strategy
by Composer Technologies · via Composer
Daily timer that flips between cash (BIL), 3x stock bulls (UPRO/TQQQ/HIBL), 3x stock bears (SPXU/SQQQ/HIBS), or 2x gold (UGL) using SPY’s 20‑day trend, an RSI up/down‑days score, and short‑term returns to decide risk‑on vs risk‑off.
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%)
No funds
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 ()
100.0% 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 ()
14 of 16 funds in its are : DOG, HIBL, HIBS, PSQ, QID, QLD, SDOW, SH, SPXU, SQQQ, SSO, TQQQ, 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.
Each day it checks SPY vs its 20‑day average (about 1 month).<br>If below: go defensive. If RSI (0–100 score of recent up vs down days) >50 and SPY is down over 10 days, buy the best‑performing inverse ETF; otherwise hold BIL (T‑Bills). If RSI ≤50: if RSI <32 (oversold) buy the strongest 2x/3x S&P/Nasdaq ETF; else pick SPY or BIL by 20‑day results.<br>If above: if SPY is up over 10 days, buy the 2x/3x ETF (stocks or gold) that just dipped; else BIL.
Daily timer that flips between cash (BIL), 3x stock bulls (UPRO/TQQQ/HIBL), 3x stock bears (SPXU/SQQQ/HIBS), or 2x gold (UGL) using SPY’s 20‑day trend, an RSI up/down‑days score, and short‑term returns to decide risk‑on vs risk‑off.
Out-of-sample: ~35% annualized return, beta ~0.87, Calmar ~0.94, Sharpe ~1.01—strong risk-adjusted performance vs SPY’s ~21%. Expect higher drawdowns (~38%) in stress, but the strategy’s tactical use of leverage/hedges aims to capture upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.7M | 2026-10-11 | |
| Backtest regulatory fees | $7,602 | 2026-10-11 | |
| Backtest slippage cost | $62k | 2026-10-11 |
| AI categories (Composer) | 20‑day trend, gold, leveraged/inverse etfs, mean reversion, momentum (rsi), nasdaq‑100, risk‑on/off, s&p 500, tactical timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 47 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DOG", "HIBL", "HIBS", "PSQ", "QID", "QLD", "SDOW", "SH", "SPXU", "SPY", "SQQQ", "SSO", "TQQQ", "UGL", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 55 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,718 | 2026-10-11 | |
| Out-of-sample length | 702 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 113.03% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 17k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 132.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.03% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -22.83% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -22.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -4.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -10.06% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.88% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.99 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 55.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.36 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
