Composer · investment strategy
by Composer Technologies · via Composer
A regime‑switching, momentum/mean‑reversion strategy that toggles between leveraged tech exposure, hedges/shorts, and a defensive stock basket using simple “hot/cold” signals, a market trend filter, and tech‑vs‑macro strength checks (incl. KMLM and bonds).
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.
5 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%)
No funds
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 ()
12 of 23 funds in its are : FNGU, PSQ, QID, QLD, SH, SOXL, SPXL, SQQQ, 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 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.
1) Checks if the S&P 500 (SPY) is above its 200‑day average: uptrend vs downtrend. 2) Uses RSI (a “how hot/cold” score: >~80 very hot, <~30 washed‑out) and short‑term averages to choose: - Ride tech hard (TQQQ/TECL/FNGU/SOXL), - Hedge/short (SQQQ/QID/PSQ/UVXY), or - Park in steadier stocks (LLY/NVO/COST/GE). 3) Compares tech (XLK) vs KMLM (managed‑futures) and bonds (IEF/AGG/TLT) to read the macro tone.
A regime‑switching, momentum/mean‑reversion strategy that toggles between leveraged tech exposure, hedges/shorts, and a defensive stock basket using simple “hot/cold” signals, a market trend filter, and tech‑vs‑macro strength checks (incl. KMLM and bonds).
Out-of-sample edge: ~41% annualized return vs SPY ~17%, with a regime-driven mix of leveraged tech, hedges, and defensives. Higher upside, higher drawdowns (~44%), but a Calmar ~0.94 and positive alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18k | 2026-10-11 | |
| Backtest regulatory fees | $37 | 2026-10-11 | |
| Backtest slippage cost | $272 | 2026-10-11 |
| AI categories (Composer) | defensive equities, leveraged tech momentum, regime switching, rsi and moving averages, short tech, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 70 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.57 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "COST", "FNGU", "GE", "IEF", "KMLM", "LLY", "NVO", "PSQ", "QID", "QLD", "QQQ", "SH", "SOXL", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 411 | 2026-10-11 | |
| Out-of-sample length | 411 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 75.40% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 75.43% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.25% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.06% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.44% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.78% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.84 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 67.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 58.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.82% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
