Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switcher: press tech (often leveraged) when trend is up and QQQ looks washed out; hedge or go defensive when it’s hot or trend weak. Uses RSI, 200‑day trend, and transport/homebuilding “breadth” checks; may use VIX funds. High risk.
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.
16 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.
0.3% of weight in (IVV: 3.0%)
14 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. : 83% · 2026-10-19 ()
21.1% 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 ()
34 of 91 funds in its are : CURE, DOG, DRN, DRV, EDC, EDZ, EUM, FAS, PSQ, QID, QLD, RETL, RWM, SCC, SH, SMN, SOXL, SPXL, SQQQ, SRTY, SSO, TBF, TECL, TECS, TMF, TMV, TQQQ, UDN, UGE, UPRO, UPW, URTY, UVXY, UYM
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: if the S&P 500 (SPY) is above its 200‑day trend, it plays offense; otherwise it defends. It times entries with RSI (a speed/heat gauge: high=hot, low=sold‑off) on QQQ. High RSI → hedge with VIX funds (VIXY/UVXY) or short QQQ (PSQ). Low RSI → buy dips in tech (QQQ; 2–3x TQQQ/TECL/SOXL). A transport/homebuilding check (IYT, ITB vs SPY) sets aggressiveness. Weak risk → cash/T‑bills (BIL/SHV), Treasuries (TLT), staples/utilities (XLP/XLU).
A daily, rules-based switcher: press tech (often leveraged) when trend is up and QQQ looks washed out; hedge or go defensive when it’s hot or trend weak. Uses RSI, 200‑day trend, and transport/homebuilding “breadth” checks; may use VIX funds. High risk.
Out-of-sample annualized return ~29.2% vs SPY ~27%; max drawdown ~8.9% (similar); Calmar 3.27. A daily regime-switching system targets upside in tech while hedging risk in pullbacks—delivering higher risk-adjusted upside 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) | $338.9M | 2026-10-19 | |
| Backtest regulatory fees | $831k | 2026-10-19 | |
| Backtest slippage cost | $7.9M | 2026-10-19 |
| AI categories (Composer) | leveraged/inverse etfs, mean reversion, momentum, multi-strategy, regime-switching, sector rotation, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,396 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMZN", "BIL", "BND", "BRK/B", "BSV", "BTAL", "CORP", "COST", "CURE", "DOG", "DRN", "DRV", "EDC", "EDZ", "EEM", "EUM", "FAS", "GDX", "GE", "GLD", "GOOGL", "IEF", "IEI", "IGIB", "IOO", "ITB", "IWM", "IYC", "IYR", "IYT", "IYW", "IYY", "LLY", "MRK", "MSFT", "NVDA", "NVO", "PG", "PSQ", "QID", "QLD", "QQQ", "RETL", "RWM", "SCC", "SH", "SHV", "SMN", "SOXL", "SOXX", "SPHB", "SPXL", "SPY", "SQQQ", "SRTY", "SSO", "TBF", "TECL", "TECS", "TIP", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "UDN", "UGE", "UPRO", "UPW", "URTY", "UUP", "UVXY", "UYM", "VGT", "VIXM", "VIXY", "VOX", "VPU", "VTV", "WTMF", "XLE", "XLF", "XLK", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-19 |
| Remixes (copies) | 107 | 2026-10-19 | |
| Watchers | 37 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,760 | 2026-10-19 | |
| Out-of-sample length | 362 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 101.16% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3389k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.19% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.74% | ||
| Return, trailing 1 day (out-of-sample) | -0.49% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.06% | ||
| Return, trailing 1 week (out-of-sample) | -4.68% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 12.63% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.18% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.82% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 12.25% | ||
| SPY annualized return over the backtest window (backtest) | 14.98% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.54 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.27 | ||
| Maximum drawdown, backtest period (backtest) | -15.48% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.92% | ||
| Sharpe ratio, backtest period (backtest) | 3.32 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.61 | ||
| Sortino ratio, backtest period (backtest) | 7.02 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.38 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 21.80% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.85% |
| Annualized turnover, backtest period (backtest) | 49.15 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.40 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.71% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.31% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
