Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based switch that rotates among tech (incl. 2x long/short), Treasuries, staples, oil, dollar, or cash. It buys bonds when stocks look overheated, buys tech on sharp dips, and uses trend filters to rotate or hedge.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
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 ()
4 of 12 funds in its are : PSQ, QID, QLD, ROM
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.
RSI is a 0–100 heat gauge of recent gains (hot >80, cold <30). A moving average is a price trend line.<br>Daily: if QQQ or SPY is very hot → long Treasuries (TLT). If QQQ is very cold → 2x tech (ROM). Else if bonds (IEF) beat inverse‑tech (PSQ) by RSI → 2x QQQ (QLD). Else if SPY > 200‑day → split Staples (XLP) and the strongest of oil (DBO), dollar (UUP), or SPY. Else if QQQ < 20‑day → short 2x QQQ (QID); otherwise cash‑like Treasuries (SHV).
A daily, rules‑based switch that rotates among tech (incl. 2x long/short), Treasuries, staples, oil, dollar, or cash. It buys bonds when stocks look overheated, buys tech on sharp dips, and uses trend filters to rotate or hedge.
Out-of-sample edge: Sharpe 1.57 vs SPY 1.36; annualized return 68.7% vs 21.9%; Calmar 2.77. A daily, rules-based multi-asset rotation that captures regime shifts (tech, bonds, staples, oil, dollar) for higher risk-adjusted growth than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $203.0M | 2026-10-11 | |
| Backtest regulatory fees | $366k | 2026-10-11 | |
| Backtest slippage cost | $3.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean‑reversion, momentum, multi‑asset, risk‑on/risk‑off, tactical allocation, trend‑following | 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) | 0.87 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBO", "IEF", "PSQ", "QID", "QLD", "QQQ", "ROM", "SHV", "SPY", "TLT", "UUP", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.58 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 82 | 2026-10-11 | |
| Watchers | 48 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,921 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2030k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 68.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 336.64% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.07% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 52.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 52.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.55% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 11.15% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.83% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.51 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 44.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.78 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.82% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
