Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, tactical mix that rides uptrends with leveraged S&P 500 (SSO), but rotates to cash-like T‑bills or defensive staples—and occasionally uses Nasdaq long/short ETFs—based on simple trend (moving averages), momentum (RSI), and volatility signals.
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.
2.5% 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% · 2026-10-11 ()
80.0% 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 10 funds in its are : PSQ, 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 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.
It’s a simple rules blend. Default is SSO (a fund that tries to double the S&P 500’s daily move). If trends weaken or volatility heats up, it shifts to safety: BIL (T‑bills, cash‑like) or XLP (defensive staples). It sometimes uses Nasdaq tools: TQQQ (triple‑long), SQQQ/PSQ (short). Signals: moving averages (trend), RSI (hot/cold: >70 hot, <30 cold), and VIXM (volatility) to step aside.
A rules-based, tactical mix that rides uptrends with leveraged S&P 500 (SSO), but rotates to cash-like T‑bills or defensive staples—and occasionally uses Nasdaq long/short ETFs—based on simple trend (moving averages), momentum (RSI), and volatility signals.
Out-of-sample, this strategy delivers ~30.8% annualized return vs ~19.9% for the S&P, with Calmar >1 signaling solid risk-adjusted upside. A trend-driven, tactical mix aims for higher growth while rotating to safety, though drawdowns can be larger.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $775k | 2026-10-11 | |
| Backtest regulatory fees | $802 | 2026-10-11 | |
| Backtest slippage cost | $5,824 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, moving averages, risk-on/risk-off, rsi signals, tactical allocation, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 71 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.82 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "PSQ", "QQQ", "SPY", "SQQQ", "SSO", "TLT", "TQQQ", "VIXM", "XLP" ] | 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) | 1.65 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,954 | 2026-10-11 | |
| Out-of-sample length | 625 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 31.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7652% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.12% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.46% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 20.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.62% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.31% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 12.13 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
