Composer · investment strategy
by Composer Technologies · via Composer
A daily, one-position market timer that mostly holds SPY. In downtrends it buys XLK if the Nasdaq looks washed-out; otherwise it hedges with SH or PSQ (inverse funds). Uses a 200-day trend line and simple 0–100 momentum scores (RSI).
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 2026-10-11
: 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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
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 7 funds in its are : PSQ, SH
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Daily, it aims to stay in SPY (the S&P 500). Two quick checks can green-light SPY. If not, and SPY is above its 200-day average, stay in SPY. If SPY is below that and the Nasdaq (QQQ) looks washed-out (RSI, a 0–100 momentum score, under 30), buy XLK (tech). Otherwise buy an inverse fund that rises when stocks fall: SH (S&P 500) or PSQ (Nasdaq). IEF/BSV are Treasury bond funds used only as signals. Exposures: broad US stocks, tech, or inverse S&P/Nasdaq.
A daily, one-position market timer that mostly holds SPY. In downtrends it buys XLK if the Nasdaq looks washed-out; otherwise it hedges with SH or PSQ (inverse funds). Uses a 200-day trend line and simple 0–100 momentum scores (RSI).
SPY overlay with tech tilt and hedges: mostly long SPY; XLK when Nasdaq oversold; inverse hedges in downturns. OOS: ~18.7% annual return, Sharpe ~1.23, Calmar ~1.00, max drawdown ~18.8%. Similar risk to SPY, with added downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $207k | 2026-10-11 | |
| Backtest regulatory fees | $136 | 2026-10-11 | |
| Backtest slippage cost | $1,132 | 2026-10-11 |
| AI categories (Composer) | 200-day moving average, daily rebalance, inverse etfs, market timing, momentum, rsi, tactical allocation, technology sector, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 34 | 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[ "BSV", "IEF", "PSQ", "QQQ", "SH", "SPY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,893 | 2026-10-11 | |
| Out-of-sample length | 817 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 16.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1971% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 74.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.58 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.91 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 8.01 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 2.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.20% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
