Composer · investment strategy
by Composer Technologies · via Composer
A daily, three‑sleeve tactical mix that flips among leveraged Nasdaq, long/short Treasuries, and emerging markets (bull or bear), plus cash, using simple trend (200‑day) and “hot/cold” (RSI) signals to ride strength, buy big dips, or step aside.
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.
4 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.
0.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 68% · 2026-10-11 ()
100.0% 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 ()
9 of 18 funds in its are : EDC, EDZ, QLD, SPXL, SQQQ, TMF, TMV, TQQQ, UPRO
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.
The portfolio has 3 sleeves (28% US stocks, 40% bonds/stock toggle, 32% emerging markets). It checks two ideas daily: trend (price vs 200‑day average) and RSI (a 0–100 “hot/cold” gauge). It then rotates among: - TQQQ/UPRO/IVV (US stocks), SQQQ (short Nasdaq), TMF/TMV/TLT (long/short 20‑yr Treasuries), EDC/EDZ (3× EM bull/bear), and BIL/SHV (T‑Bills/cash). In uptrends it rides winners; if things look “too hot” it steps to cash; in downtrends it may buy sharp dips or go defensive/short.
A daily, three‑sleeve tactical mix that flips among leveraged Nasdaq, long/short Treasuries, and emerging markets (bull or bear), plus cash, using simple trend (200‑day) and “hot/cold” (RSI) signals to ride strength, buy big dips, or step aside.
Out-of-sample, this strategy delivered ~44% annualized return vs ~18% for the S&P, with Sharpe ~1.29 and Calmar ~1.37. A three-sleeve mix of tech, Treasuries, and EM targets big upside with disciplined risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.7B | 2026-10-11 | |
| Backtest regulatory fees | $8.6M | 2026-10-11 | |
| Backtest slippage cost | $82.4M | 2026-10-11 |
| AI categories (Composer) | emerging markets, leveraged etfs, momentum/rsi, nasdaq 100, risk-on/risk-off, tactical rotation, treasuries, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 119 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "EDC", "EDZ", "EEM", "IEI", "IGIB", "IVV", "IWM", "QLD", "SHV", "SPXL", "SPY", "SQQQ", "TLT", "TMF", "TMV", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 40 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,171 | 2026-10-11 | |
| Out-of-sample length | 502 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 122.64% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 56840k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.10% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 107.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.49% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.66% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 67.31% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 67.28% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.73% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
