Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based switch that moves between cash-like T‑bills, tech, defensive staples/oil, or an inverse Nasdaq hedge, using simple signals (RSI and the 200‑day average) to avoid extremes and follow the market’s trend.
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 2026-10-11
: 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
: 50.4% (DBO 50% × 1.00), shown separately from fossil-fuel companies.
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 ()
1 of 8 funds in its are : PSQ
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 Capital preservation 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.
Each day it reads two simple signals: RSI (0–100 gauge of “hot” vs “washed‑out” price moves) and the 200‑day average (long‑term trend). Tickers: QQQ=Nasdaq‑100, SPY=S&P 500, XLK=Tech, XLP=Consumer Staples, DBO=Crude oil, PSQ=Inverse QQQ, BIL=T‑bills. If QQQ or SPY look overheated, go to BIL. If QQQ looks washed‑out, buy XLK. Else, if bonds look steadier than shorting tech, buy XLK. Otherwise: if SPY is in an uptrend, hold XLP and sometimes DBO; if downtrend, hold PSQ.
A daily, rules-based switch that moves between cash-like T‑bills, tech, defensive staples/oil, or an inverse Nasdaq hedge, using simple signals (RSI and the 200‑day average) to avoid extremes and follow the market’s trend.
Out-of-sample, this strategy beats the S&P: annualized return ~37.44% vs 17.50%; Sharpe ~1.37 vs 1.07; Calmar ~2.29; max drawdown ~16.32% vs 18.76%. Daily rules-based rotation between tech, staples, oil, cash, and hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.5M | 2026-10-11 | |
| Backtest regulatory fees | $5,983 | 2026-10-11 | |
| Backtest slippage cost | $49k | 2026-10-11 |
| AI categories (Composer) | 200-day trend, daily rebalancing, inverse etf hedge, rsi momentum, sector rotation, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 30 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.91 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DBO", "IEF", "PSQ", "QQQ", "SPY", "XLK", "XLP" ] | 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) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,872 | 2026-10-11 | |
| Out-of-sample length | 566 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.07% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 25k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.44% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 104.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.29% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 10.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.04 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
