Composer · investment strategy
by Composer Technologies · via Composer
A tactical, no‑leverage plan that owns growth ETFs (QQQ=Nasdaq‑100, SPMO=S&P momentum) when the market trend is up, and shifts to defense (SPLV=low‑vol stocks, BSV=short‑term bonds) when short‑term “too hot/too cold” and risk alarms flash; growth tilt (big tech) risk‑on, defensive tilt risk‑off.
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 2026-10-19
: 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.
1.9% 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. : 97% · 2026-10-19 ()
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% · 2026-10-19 ()
4 of 10 funds in its are : SPXL, SQQQ, TQQQ, 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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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) Trend check: if SPY is above its 200‑day average, it’s “bull”; else “bear.” (Average = smoothed price.)<br>2) Bull: if short‑term “heat” is high (RSI = hot/cold meter), after sharp drops, or during big drawdowns/vol spikes → shift to defense: SPLV (low‑vol stocks) + BSV (short‑term bonds); else hold growth: QQQ (Nasdaq‑100) or mix with SPMO (S&P momentum).<br>3) Bear: mostly SPLV/BSV; may buy QQQ/SPY on oversold bounces. Leveraged tickers (TQQQ/SPXL/SQQQ/UVXY) guide signals only.
A tactical, no‑leverage plan that owns growth ETFs (QQQ=Nasdaq‑100, SPMO=S&P momentum) when the market trend is up, and shifts to defense (SPLV=low‑vol stocks, BSV=short‑term bonds) when short‑term “too hot/too cold” and risk alarms flash; growth tilt (big tech) risk‑on, defensive tilt risk‑off.
Out-of-sample: ~37.3% annualized return vs SPY ~24%; Sharpe ~1.73 vs ~1.35; drawdowns ~10.7% vs 12.7%; beta ~0.92; Calmar ~3.50. Higher risk-adjusted growth with smaller drawdowns 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) | $174k | 2026-10-19 | |
| Backtest regulatory fees | $472 | 2026-10-19 | |
| Backtest slippage cost | $4,102 | 2026-10-19 |
| AI categories (Composer) | defensive rotation, momentum, nasdaq tilt, no leverage, risk management, rsi signals, tactical asset allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 80 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.74 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BSV", "QQQ", "SPLV", "SPMO", "SPXL", "SPY", "SQQQ", "TQQQ", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-19 |
| Remixes (copies) | 39 | 2026-10-19 | |
| Watchers | 19 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,770 | 2026-10-19 | |
| Out-of-sample length | 393 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 29.69% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1644% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.26% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.84% | ||
| Return, trailing 1 day (out-of-sample) | -2.40% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.84% | ||
| Return, trailing 1 week (out-of-sample) | -4.14% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.41% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.43% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.97% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.19% | ||
| SPY annualized return over the backtest window (backtest) | 14.77% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.02 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.50 | ||
| Maximum drawdown, backtest period (backtest) | -14.70% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.66% | ||
| Sharpe ratio, backtest period (backtest) | 1.57 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.73 | ||
| Sortino ratio, backtest period (backtest) | 2.41 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.57% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.43% |
| Annualized turnover, backtest period (backtest) | 33.46 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.59 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.15% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.00% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
