Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules rotate: 3x tech bulls in uptrends, T‑bills/defensives when choppy, and VIX funds during spikes. Adds bond‑trend trades and a switch to managed‑futures (KMLM/DBMF) when stocks lag. Heavy tech/semis/S&P exposure; uses high‑risk leveraged ETFs.
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.
5 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.
0.1% of weight in (IVV: 3.0%)
4 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% · 2026-10-19 ()
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% · 2026-10-19 ()
50 of 113 funds in its are : AGQ, CURE, DRV, DUG, DUSL, EDC, EDZ, ERX, FAS, FAZ, LABD, LABU, PSQ, QID, QLD, ROM, RXD, SCC, SDP, SH, SIJ, SMN, SOXL, SOXS, SPUU, SPXL, SQQQ, SSO, SVXY, SZK, TBF, TBT, TECL, TMF, TMV, TQQQ, TZA, UDN, UDOW, UGE, UGL, UPRO, URE, UST, UTSL, UVIX, UVXY, UYM, WANT, WEBS
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, simple rules rotate among: - 3x tech/growth funds (TQQQ/TECL/SOXL) in calm uptrends. - Cash‑like T‑bills (BIL/SGOV) or defensive/short funds (PSQ/SH/SQQQ/BTAL) when weak/choppy. - Volatility funds (UVXY/VIXY/VIXM) when markets look overheated or on sharp drops (“Black Swan Catcher”). - Bonds (TMF or TMV) by their trend. Signals use RSI (a 10‑day "heat meter"), trend, drawdown and volatility. It can switch to managed‑futures (KMLM/DBMF) when tech lags.
Daily, rules rotate: 3x tech bulls in uptrends, T‑bills/defensives when choppy, and VIX funds during spikes. Adds bond‑trend trades and a switch to managed‑futures (KMLM/DBMF) when stocks lag. Heavy tech/semis/S&P exposure; uses high‑risk leveraged ETFs.
Out-of-sample edge: ~25% annualized return vs S&P ~19%, by riding tech uptrends and using hedges (bonds, volatility, managed futures). Bigger upside but also much larger drawdowns—fits risk-tolerant investors seeking growth with diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.2M | 2026-10-19 | |
| Backtest regulatory fees | $9,142 | 2026-10-19 | |
| Backtest slippage cost | $74k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, managed futures, mean reversion, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,569 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "ALTY", "BIL", "BND", "BSV", "BTAL", "CLSE", "COKE", "COST", "CTA", "CURE", "DBMF", "DIA", "DRV", "DUG", "DUSL", "EDC", "EDZ", "EEM", "ERX", "FAS", "FAZ", "FCOM", "FNGS", "FXE", "GBTC", "IEF", "IEI", "IGIB", "IOO", "IWM", "IXN", "IXP", "KMLM", "LABD", "LABU", "LLY", "NVO", "PDBC", "PGR", "PSQ", "QAI", "QID", "QLD", "QQQ", "QQQE", "RINF", "ROM", "RSP", "RXD", "SCC", "SDP", "SGOV", "SH", "SHV", "SHY", "SIJ", "SMH", "SMN", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPUU", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "SZK", "TBF", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TZA", "UDN", "UDOW", "UGE", "UGL", "UPRO", "URE", "USDU", "UST", "UTSL", "UUP", "UVIX", "UVXY", "UYM", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTI", "VTV", "VXX", "WANT", "WEBS", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.45 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 415 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 233.25% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 22k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.04% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.84% | ||
| Return, trailing 1 day (out-of-sample) | 3.30% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.01% | ||
| Return, trailing 1 week (out-of-sample) | -6.86% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 0.52% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 7.89% | ||
| Return, trailing 2 weeks (out-of-sample) | -12.58% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.21% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.44 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.62 | ||
| Maximum drawdown, backtest period (backtest) | -52.49% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.53% | ||
| Sharpe ratio, backtest period (backtest) | 2.24 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Sortino ratio, backtest period (backtest) | 4.18 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 61.96% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.97% |
| Annualized turnover, backtest period (backtest) | 84.22 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 78.51 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.12% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.49% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
