Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, risk-on/risk-off: rides uptrends with leveraged S&P/Nasdaq ETFs, shifts to volatility, bonds, gold, or short/defensive ETFs when markets get overheated or weak, and buys deep dips for quick rebounds.
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 2026-10-19
: 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.
3.2% of weight in (IVV: 3.0%)
1 fund (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 ()
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% · 2026-10-19 ()
7 of 16 funds in its are : EUM, PSQ, QLD, SH, SQQQ, SSO, 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.
Goal: ride uptrends with leverage, step aside when risk is high.<br>- If stocks look “red‑hot” (RSI, a 0–100 heat gauge of recent price moves, runs high), it parks in hedges: VIXY (volatility), bonds (BSV/TLT), or gold (IAU).<br>- If the S&P 500 stays above its 200‑day average (a long‑term trend line), it holds SSO (2× S&P).<br>- If the trend breaks, it mostly defends (PSQ, BTAL/EUM), but buys sharp dips with QLD/SSO using oversold RSI and short‑term signals.
Rules-based, risk-on/risk-off: rides uptrends with leveraged S&P/Nasdaq ETFs, shifts to volatility, bonds, gold, or short/defensive ETFs when markets get overheated or weak, and buys deep dips for quick rebounds.
Out-of-sample edge: ~31% annualized return vs ~18% for the S&P, with solid risk-adjusted performance (Calmar ~1.25) and disciplined drawdowns. Attractive growth potential with structured risk safeguards and proactive risk management.
Credit: BrianE, Krazie00, Beaver Nuggets | Original: c1GX7jAX5h9ZnkP6t0BS | Added SSO during the bull market. Beats holding SSO (more AR and lower MDD) + minimum trades
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $101.2M | 2026-10-19 | |
| Backtest regulatory fees | $108k | 2026-10-19 | |
| Backtest slippage cost | $1.0M | 2026-10-19 |
| AI categories (Composer) | bonds/gold rotation, leveraged/inverse etfs, mean reversion, tactical allocation, trend-following, us large-cap/tech focus, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 75 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "BSV", "BTAL", "EUM", "IAU", "PSQ", "QLD", "QQQ", "SH", "SPY", "SQQQ", "SSO", "TLT", "TQQQ", "VIXY" ] | 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) | 1.39 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,786 | 2026-10-19 | |
| Out-of-sample length | 451 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 84.72% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1011k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.31% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.94% | ||
| Return, trailing 1 day (out-of-sample) | -2.22% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.17% | ||
| Return, trailing 1 week (out-of-sample) | -3.07% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 17.74% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 21.30% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.38% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.97% | ||
| SPY annualized return over the backtest window (backtest) | 15.28% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.97 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | ||
| Maximum drawdown, backtest period (backtest) | -28.54% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.03% | ||
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Sortino ratio, backtest period (backtest) | 3.43 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 32.87% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.86% |
| Annualized turnover, backtest period (backtest) | 25.30 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.57 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.39% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.99% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
