Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based rotation that rides big uptrends in tech/Nasdaq with 3x funds, then flips to hedges (inverse ETFs, volatility, or short‑term Treasuries) when markets look overheated or weak. Uses trend, RSI, and bond signals to switch quickly.
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.
0.3% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
50.6% 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 ()
14 of 24 funds in its are : FAS, HIBL, PSQ, QID, QLD, SOXL, SOXS, SPXL, SQQQ, SSO, TECL, TQQQ, 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 Macro signals 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.
Daily rules flip between two playbooks. First, check trend: is the S&P 500 above its 200‑day average? In uptrends it rides growth using turbocharged funds tied to the Nasdaq/tech/semis (e.g., TQQQ, TECL, SOXL). If prices get “too hot” (RSI—a 0‑100 heat gauge—high) or after sharp drops, it hedges with inverse funds (SQQQ/SOXS), buys volatility (UVXY/VIXY), or parks in short‑term Treasuries (BSV/SHY/SHV/BIL). Bond signals (BIL vs IEF) confirm risk‑on/off. Very high risk.
A daily, rules‑based rotation that rides big uptrends in tech/Nasdaq with 3x funds, then flips to hedges (inverse ETFs, volatility, or short‑term Treasuries) when markets look overheated or weak. Uses trend, RSI, and bond signals to switch quickly.
Out-of-sample: ~27.7% annualized return vs SPY ~20.9%; Calmar ~0.82 shows solid risk-adjusted gains, despite higher drawdown (~33.9% vs 18.8%). Higher upside from disciplined tech/semis rotation with hedging.
Made by /Ken Luu /derecknielsen & V3 is modified by Garen Phillips. V4 by HinnomTX solves the TECL oversold RSI loop of death. V4.1 was .... V4.2 was an (Pareto) * (Pareto) mod by Belcampo69
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $43.7M | 2026-10-11 | |
| Backtest regulatory fees | $113k | 2026-10-11 | |
| Backtest slippage cost | $1.1M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etf rotation, mean reversion, tech/semis focus, trend & momentum, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 308 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "FAS", "HIBL", "IEF", "PSQ", "QID", "QLD", "QQQ", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "SSO", "TECL", "TQQQ", "UPRO", "UUP", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 63 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,728 | 2026-10-11 | |
| Out-of-sample length | 926 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 239.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 436k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 145.53% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.53% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.41% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.61% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.81% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
