Composer · investment strategy
by Composer Technologies · via Composer
Rules-based rotation: lever up in uptrends, play defense in downtrends. Diversifies across Nasdaq, S&P 500, semis, financials, utilities and Treasuries, using cash, gold, oil, dollar, volatility or inverse ETFs when trends turn.
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.
8 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.
11.3% of weight in (IVV: 3.0%)
6 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 ()
84.7% 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 ()
13 of 31 funds in its are : FAS, FAZ, PSQ, QID, QLD, SOXL, SQQQ, SSO, TMF, TMV, TQQQ, UPRO, UTSL
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 Leveraged ETFs 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.
The portfolio is split into 6 sleeves: 30% Nasdaq, 30% S&P 500, 10% each in Financials, Semis, Utilities, and long Treasuries. If a sleeve is above its ~200‑day average, it buys 2–3x bull funds; if below, it rotates to T‑bills, gold, oil/energy, the US dollar, volatility, or inverse ETFs. Short‑term “hot/cold” readings fine‑tune timing and pick the strongest defensive pair.<br>Goal: go fast in clear uptrends, play defense when trends weaken.
Rules-based rotation: lever up in uptrends, play defense in downtrends. Diversifies across Nasdaq, S&P 500, semis, financials, utilities and Treasuries, using cash, gold, oil, dollar, volatility or inverse ETFs when trends turn.
Out-of-sample edge: Sharpe 1.80 vs 1.36, annualized return 53% vs 21%, Calmar 2.25, with diversified trend-following hedges. Faster upside in uptrends, controlled risk in drawdown vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $238k | 2026-10-11 | |
| Backtest regulatory fees | $635 | 2026-10-11 | |
| Backtest slippage cost | $4,888 | 2026-10-11 |
| AI categories (Composer) | hedged/short-capable, leveraged etfs, multi-asset, risk-on/off, sector sleeves, tactical rotation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 610 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DBO", "DIA", "FAS", "FAZ", "GLD", "PSQ", "QID", "QLD", "QQQ", "SHY", "SMH", "SOXL", "SPY", "SQQQ", "SSO", "SVOL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "UTSL", "UUP", "VIXY", "XLE", "XLF", "XLP", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,337 | 2026-10-11 | |
| Out-of-sample length | 771 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2282% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 270.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.22% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 60.40% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 60.40% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.75% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.32 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
