Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “switchboard” that rides strong uptrends in 3x tech/semis/S&P, buys dips after panics (with a bond check), and hedges overheated or falling markets using volatility or inverse ETFs. Main tilts: US tech/semis; can rotate to Treasuries, energy, USD, or cash.
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)
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 ()
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 ()
36 of 65 funds in its are : CURE, DIG, ERX, EUO, FAS, INDL, MIDU, MVV, PSQ, QLD, ROM, RXL, SCO, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UGE, UGL, UMDD, UPRO, UPW, 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 the strategy checks the market’s mood (stocks vs bonds/commodities, long‑term trend).<br>If trend is healthy and not overheated, it buys the strongest 3x growth fund (often tech/semis/S&P).<br>If too “hot,” it hedges with fear (UVXY) or inverse funds.<br>If panic hits (very “cold”), it buys the dip—only if bonds confirm.<br>When rates drive markets, it switches to 3x Treasury bull/bear. In stress, it parks in cash‑like bonds.
A daily, rules‑based “switchboard” that rides strong uptrends in 3x tech/semis/S&P, buys dips after panics (with a bond check), and hedges overheated or falling markets using volatility or inverse ETFs. Main tilts: US tech/semis; can rotate to Treasuries, energy, USD, or cash.
Out-of-sample annualized return ~41% vs ~22% for the S&P, driven by adaptive regime-switching and leveraged tech exposure, plus hedges and bond-dip buying. Higher upside, but larger drawdowns in crises.
4/20/2013 BT (Lots of K-1s)
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | leveraged etfs, mean reversion, regime switching, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,238 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBA", "DBC", "DIA", "DIG", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "GLD", "IEF", "INDL", "IWM", "MIDU", "MVV", "PSQ", "PUI", "QLD", "QQQ", "ROM", "RXL", "SCHB", "SCO", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UDOW", "UGE", "UGL", "UMDD", "UPRO", "UPW", "USD", "UUP", "UVXY", "VIXY", "XLP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Out-of-sample length | 714 | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 164.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.27% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 71.97% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.15% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.44% | 2026-10-11 |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -61.06% | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.63% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.51 | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
