Composer · investment strategy
by Composer Technologies · via Composer
Weekly switcher: 3× short S&P 500 when SPY looks overheated, 4× long after pullbacks, or a basket of recent winners (mostly big tech) sized by stability. Built to ride swings; high risk due to leverage and concentration.
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.
“it buys SPXS, a fund that moves about 3× opposite the S&P 500”
“it buys the 6 best recent performers from a preset list”
“it buys SPYU, about 4× the S&P 500”
“Each week it checks SPY’s RSI (a 0–100 gauge of how fast it’s been rising/falling)”
“Else if RSI<48, it buys SPYU, about 4× the S&P 500”
“If RSI>75, it buys SPXS, a fund that moves about 3× opposite the S&P 500”
“sizes them so steadier names get larger weights”
7 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.
0.0% of weight in (IVV: 3.0%)
No funds
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-19 ()
2 of 14 funds in its are : SPXS, SPYU
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Each week it checks SPY’s RSI (a 0–100 gauge of how fast it’s been rising/falling). If RSI>75, it buys SPXS, a fund that moves about 3× opposite the S&P 500. Else if RSI<48, it buys SPYU, about 4× the S&P 500. Otherwise it buys the 6 best recent performers from a preset list (NVDA, TSLA, AAPL, AMZN, META, PLTR, LMT, GOOGL/GOOG, USFD, MSTR) and sizes them so steadier names get larger weights.
Weekly switcher: 3× short S&P 500 when SPY looks overheated, 4× long after pullbacks, or a basket of recent winners (mostly big tech) sized by stability. Built to ride swings; high risk due to leverage and concentration.
RSI-driven weekly rotations blend 3x inverse, 4x long, and momentum picks to ride leadership swings. OOS return ~17.8% vs SPY ~18.6%, but with higher drawdowns and weaker risk-adjusted Sharpe—ideal as a high-risk diversification sleeve, not core SPY.
Leveraged SPY weekly trader, starting with a protection via short if overbought. In a squeeze grabs some of my favs via RSI and MAR sorters.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $36k | 2026-10-19 | |
| Backtest regulatory fees | $36 | 2026-10-19 | |
| Backtest slippage cost | $297 | 2026-10-19 |
| AI categories (Composer) | inverse-vol weighting, leveraged s&p 500, momentum rotation, rsi signal, weekly tactical | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 22 | 2026-10-19 | |
| Rebalance frequency | weekly |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMZN", "GOOG", "GOOGL", "LMT", "META", "MSTR", "NVDA", "PLTR", "SPXS", "SPY", "SPYU", "TSLA", "USFD" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.19 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.76 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 719 | 2026-10-19 | |
| Out-of-sample length | 458 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 57.25% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 264.48% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.81% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.26% | ||
| Return, trailing 1 day (out-of-sample) | -2.54% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 9.78% | ||
| Return, trailing 1 week (out-of-sample) | -1.81% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 42.78% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 48.14% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.25% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 15.62% | ||
| SPY annualized return over the backtest window (backtest) | 21.41% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.98 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.30 | ||
| Maximum drawdown, backtest period (backtest) | -58.68% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -58.69% | ||
| Sharpe ratio, backtest period (backtest) | 1.20 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.57 | ||
| Sortino ratio, backtest period (backtest) | 1.85 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 46.55% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.19% |
| Annualized turnover, backtest period (backtest) | 22.82 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.62 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.96% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.84% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
