Composer · investment strategy
by Composer Technologies · via Composer
A daily rules-based “offense/defense” system. It rides tech/Nasdaq uptrends with leveraged ETFs and buys sharp dips, but flips to hedges (inverse QQQ), Treasury bonds, cash-like T‑bills, or volatility when markets look overheated or fearful.
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.
3 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.
0.4% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
84.8% 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 ()
28 of 47 funds in its are : CURE, DIG, ERX, EUO, MVV, PSQ, QID, QLD, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, TECL, TECS, TMF, TMV, TQQQ, UCO, UGE, UGL, UPRO, USD, UVXY, YCS
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.
Each day it checks 3 gauges:<br>1) Stock trend: is the S&P 500 above its 200‑day average?<br>2) Rates: are 20+yr Treasuries (TLT) rising or falling?<br>3) Fear: is volatility spiking (UVXY)?<br>If trends are healthy it goes on offense with leveraged growth funds (TQQQ, TECL, SOXL, SPXL/UPRO) and buys sharp Nasdaq dips. If moves get overheated (RSI = hot/cold meter) or fear jumps, it shifts to defense: inverse QQQ (SQQQ/QID), long Treasuries (TMF), cash‑like T‑bills (SHY/BIL), sometimes gold/oil (GLD/DBC).
A daily rules-based “offense/defense” system. It rides tech/Nasdaq uptrends with leveraged ETFs and buys sharp dips, but flips to hedges (inverse QQQ), Treasury bonds, cash-like T‑bills, or volatility when markets look overheated or fearful.
Out-of-sample, this strategy captures tech leadership with dynamic offense/defense, delivering 34.28% annualized vs SPY's 20.99%, Calmar ~0.93. Higher drawdowns are possible, but the approach targets clearly higher long-run returns than the S&P 500.
Cashen Mod
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $267.0M | 2026-10-11 | |
| Backtest regulatory fees | $491k | 2026-10-11 | |
| Backtest slippage cost | $4.7M | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalance, leveraged etfs, tactical allocation, tech/semis tilt, treasury timing, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,651 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.53 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BTAL", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "MVV", "PSQ", "PUI", "QID", "QLD", "QQQ", "SH", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UGE", "UGL", "UPRO", "USD", "UUP", "UVXY", "VIXY", "XLP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 68 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,762 | 2026-10-11 | |
| Out-of-sample length | 827 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 97.89% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2670k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 163.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 0.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.87% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.10 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.64 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
