Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane, regime‑aware swing strategy: use a 200‑day trend filter and an RSI “heat meter” to buy tech on dips, fade extreme spikes, and, in selloffs, pivot to bonds, USD, or gold miners. Heavy use of 3× leveraged ETFs.
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 2026-10-11
: 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 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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 ()
9 of 17 funds in its are : QLD, SOXL, SPXU, SQQQ, TECL, TMV, TQQQ, UDN, UPRO
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.
RSI is a 0–100 “heat meter” (high=overheated, low=washed‑out).<br>1) First, trend: if the S&P 500 is above its 200‑day line, stay risk‑on: usually long 3× Nasdaq (TQQQ). If it gets too hot, briefly flip short (SQQQ) or mix with TIPS (STIP).<br>2) If below the 200‑day, buy big dips (TECL/UPRO). Otherwise run a buy‑dips/sell‑rips toggle between TQQQ and SQQQ. After sharp drops, rotate to Treasuries (TLT/TMV), T‑bills (SHY/SHV/STIP), US dollar (USDU/UDN), or gold miners (GDX).
A high‑octane, regime‑aware swing strategy: use a 200‑day trend filter and an RSI “heat meter” to buy tech on dips, fade extreme spikes, and, in selloffs, pivot to bonds, USD, or gold miners. Heavy use of 3× leveraged ETFs.
Out-of-sample, regime-aware RSI strategy aims for 64% annualized return vs SPY’s 21%, with Calmar ~1.56 and Sharpe ~1.17. Tech upside with defensive hedges delivers higher growth and disciplined risk vs the S&P 500.
V2.1 - w/RSI Divination - without VIXen
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.9B | 2026-10-11 | |
| Backtest regulatory fees | $7.3M | 2026-10-11 | |
| Backtest slippage cost | $70.0M | 2026-10-11 |
| AI categories (Composer) | crash protection, leveraged etfs, risk-on/off, rsi-driven tactical, tech-heavy, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 86 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GDX", "QLD", "QQQ", "SHV", "SHY", "SOXL", "SPXU", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TMV", "TQQQ", "UDN", "UPRO", "USDU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,210 | 2026-10-11 | |
| Out-of-sample length | 773 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 174.72% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 39119k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 357.31% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -6.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.98% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -11.30% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.27 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.28% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 57.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.42% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
