Composer · investment strategy
by Composer Technologies · via Composer
Daily trend+momentum. Uses SPY’s 200‑day trend and a short‑term “hot/cold” score (RSI) to switch among TQQQ/UPRO/TECL (leveraged stocks), TMF (3x Treasuries), UGL (2x gold), SVXY/UVXY (volatility), and PSQ/SQQQ/SPXS/TYO/BTAL (inverse/defensive).
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.
0.0% 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. : 100% · 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 ()
11 of 15 funds in its are : PSQ, SPXS, SQQQ, SVXY, TECL, TMF, TQQQ, TYO, UGL, UPRO, UVXY
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 if the S&P 500 (SPY) is above its 200‑day average (a long‑term trend line). If yes, it rotates among aggressive stock funds, long bonds (TMF), gold (UGL) and volatility funds (SVXY/UVXY) using RSI, a 0–100 “hot/cold” gauge. If no, it favors inverse funds (PSQ, SQQQ, SPXS, TYO) or BTAL.
Daily trend+momentum. Uses SPY’s 200‑day trend and a short‑term “hot/cold” score (RSI) to switch among TQQQ/UPRO/TECL (leveraged stocks), TMF (3x Treasuries), UGL (2x gold), SVXY/UVXY (volatility), and PSQ/SQQQ/SPXS/TYO/BTAL (inverse/defensive).
Dynamic, rules-based strategy rotates among leveraged equities, bonds, gold, volatility, and hedges using SPY’s trend and RSI. Out-of-sample Sharpe ~0.62 and Calmar ~0.37 deliver risk-adjusted diversification versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1B | 2026-10-19 | |
| Backtest regulatory fees | $2.9M | 2026-10-19 | |
| Backtest slippage cost | $27.9M | 2026-10-19 |
| AI categories (Composer) | daily rebalance, inverse etfs, leveraged etfs, momentum (rsi), risk-on/risk-off, tactical allocation, trend following, volatility (vix) trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 70 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "IEF", "PSQ", "QQQ", "SPXS", "SPY", "SQQQ", "SVXY", "TECL", "TMF", "TQQQ", "TYO", "UGL", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-19 |
| Remixes (copies) | 12 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 727 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 116.81% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 11064k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.70% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.44% | ||
| Return, trailing 1 day (out-of-sample) | -3.97% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.09% | ||
| Return, trailing 1 week (out-of-sample) | 1.83% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 29.80% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.27% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.34% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.55% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.29 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.37 | ||
| Maximum drawdown, backtest period (backtest) | -51.05% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.06% | ||
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Sortino ratio, backtest period (backtest) | 2.88 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 50.96% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.41% |
| Annualized turnover, backtest period (backtest) | 45.19 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.98 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.81% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.92% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
