Composer · investment strategy
by Composer Technologies · via Composer
A rule-driven “buy the dip, sell the rip” strategy for US stocks—especially tech. Uses trend (200‑day) and RSI to swing between 3x bull funds, inverse/volatility hedges, and short-term Treasuries, with occasional tilts to bonds, dollar, or gold.
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.
0.2% of weight in (IVV: 3.0%)
3 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. : 97% · 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 ()
17 of 38 funds in its are : DRN, DRV, PSQ, QLD, SH, SOXL, SPXL, SPXS, SPXU, SQQQ, TECL, TMV, TQQQ, UDN, UGL, UPRO, 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 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.
It’s a rules-based “buy the dip, sell the rip” timer. - Trend gate: If the S&P 500 (SPY) is above its 200‑day average, it’s risk‑on; below is risk‑off. - RSI: a hot/cold gauge of recent moves (over ~80 = overheated; under ~30 = washed‑out). - Short bursts/drops (1–6 days) also guide flips. Risk‑on: buy dips in 3x Nasdaq/tech/S&P (TQQQ, SOXL, TECL, UPRO/SPXL). Overheated/weak: rotate to hedges (SQQQ/SPXU) or VIX funds (UVXY/VIXY), or park in T‑bills (BIL/SHV/SHY/STIP). Sometimes tilts to Treasuries (TLT/IEF), dollar (UUP/UDN) or gold (UGL). High risk.
A rule-driven “buy the dip, sell the rip” strategy for US stocks—especially tech. Uses trend (200‑day) and RSI to swing between 3x bull funds, inverse/volatility hedges, and short-term Treasuries, with occasional tilts to bonds, dollar, or gold.
Out-of-sample, this strategy delivers tech-driven upside with risk discipline: ~68.6% annualized return vs SPY ~18.2%, ~1.09 Sharpe, Calmar ~1.40. Expect larger drawdowns (~49%) in stress, but superior risk-adjusted gains.
azqato
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $272.5B | 2026-10-11 | |
| Backtest regulatory fees | $353.4M | 2026-10-11 | |
| Backtest slippage cost | $2.6B | 2026-10-11 |
| AI categories (Composer) | bonds/cash, gold, inverse/volatility hedges, leveraged etfs, market-timing, rsi/mean-reversion, s&p 500, tactical, tech/semis, trend-following, us dollar | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 288 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "DRN", "DRV", "IEF", "IOO", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SOXL", "SOXX", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TMV", "TQQQ", "UDN", "UGL", "UPRO", "UUP", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 63 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,398 | 2026-10-11 | |
| Out-of-sample length | 506 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 255.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2724683k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 68.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 186.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.70% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 12.76% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.42% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 96.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 95.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.17% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 67.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
