Composer · investment strategy
by Composer Technologies · via Composer
A tech dip‑buyer using TQQQ with an automatic safety switch. It adds TQQQ when markets are weak and shifts to cash/hedges (BIL, SH, GLD, TLT, XLU) when overheated, guided by RSI and 200‑day trends, blending across four timeframes; rebalanced daily.
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.
6 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.
0.4% of weight in (IVV: 3.0%)
4 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. : 100% · 2026-10-19 ()
19.9% 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 ()
4 of 17 funds in its are : FAS, SH, TECL, 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.
It buys a tech‑heavy fund (TQQQ) on market “dips” and moves to a safety asset when things look “too hot.” It judges hot/cold with a 0–100 heat gauge of recent moves (RSI) on the Nasdaq, S&P 500, and semiconductors. If very weak: 100% TQQQ. If very hot: 100% in safety (cash/T‑Bills, an S&P‑hedge, gold, Treasuries, or utilities). Otherwise it blends TQQQ with safety using four lookbacks and is stricter in downtrends. Rebalances daily.
A tech dip‑buyer using TQQQ with an automatic safety switch. It adds TQQQ when markets are weak and shifts to cash/hedges (BIL, SH, GLD, TLT, XLU) when overheated, guided by RSI and 200‑day trends, blending across four timeframes; rebalanced daily.
Out-of-sample: ~54% annual return vs ~19% (S&P 500), Sharpe ~1.67 vs ~1.41, Calmar ~3.71; max drawdown ~14.5% vs ~8.9%. A tech-dip strategy with a built-in safety switch, aiming for higher upside with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.2M | 2026-10-19 | |
| Backtest regulatory fees | $7,568 | 2026-10-19 | |
| Backtest slippage cost | $58k | 2026-10-19 |
| AI categories (Composer) | defensive rotation, leveraged equity, rsi mean‑reversion, tactical allocation, tech‑focused, trend filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,275 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "FAS", "GLD", "QQQ", "QQQE", "SH", "SMH", "SPY", "TECL", "TLT", "TQQQ", "VOOG", "VOOV", "VTV", "XLP", "XLU", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.72 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-19 |
| Remixes (copies) | 26 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,655 | 2026-10-19 | |
| Out-of-sample length | 3,655 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 57.41% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 72k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.98% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.93% | ||
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.46% | ||
| Return, trailing 1 week (out-of-sample) | 0.72% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 49.09% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.32% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.74% | ||
| SPY annualized return over the backtest window (backtest) | 14.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.64 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.71 | ||
| Maximum drawdown, backtest period (backtest) | -34.91% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.55% | ||
| Sharpe ratio, backtest period (backtest) | 1.62 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.67 | ||
| Sortino ratio, backtest period (backtest) | 2.81 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.82 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 30.95% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.27% |
| Annualized turnover, backtest period (backtest) | 20.51 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.31 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.20% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.15% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
