Composer · investment strategy
by Composer Technologies · via Composer
An 80/20 daily, tactical system. It reads trend and a “hot/cold” score, then rotates across 3x tech/semis, inverse/volatility hedges, bond trades, and cash/income (JEPI/BIL), with small crypto and ARK tilts. Very aggressive; expect sharp swings.
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.
0.6% 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. : 97% · 2026-10-11 ()
80.0% 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 ()
28 of 62 funds in its are : BITI, CURE, ERX, EUO, HIBL, MVV, QLD, SARK, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TARK, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UPRO, USD, UVIX, 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 times the market daily using simple ideas:<br>- Trend: Are stocks (SPY) and bonds (TLT) rising or falling?<br>- Hot/Cold: RSI (a 0–100 “speed” score) says if prices are overheated or washed‑out.<br>It then rotates: buy 3x tech/semis (TQQQ=3x Nasdaq, SOXL=3x semis) in uptrends; hedge/short (SQQQ=3x short QQQ; UVIX=volatility) if overheated or after big spikes; buy dips when very cold; or sit in cash/income (BIL/JEPI) or use bond trades (TMF/TMV). Small crypto (BITO/BITI) and ARK (TARK/SARK) modules toggle too.
An 80/20 daily, tactical system. It reads trend and a “hot/cold” score, then rotates across 3x tech/semis, inverse/volatility hedges, bond trades, and cash/income (JEPI/BIL), with small crypto and ARK tilts. Very aggressive; expect sharp swings.
Out-of-sample: 22.76% vs 22.35% SPY, aided by levered tech/semis and hedges. Captures extra upside in regime shifts, but with bigger drawdowns and lower risk-adjusted return—suitable for risk-tolerant, active investors seeking alpha beyond SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $186k | 2026-10-11 | |
| Backtest regulatory fees | $1,145 | 2026-10-11 | |
| Backtest slippage cost | $8,799 | 2026-10-11 |
| AI categories (Composer) | cross-asset signals, crypto/ark overlay, daily rebalanced, leveraged etfs, tactical allocation, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,393 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BND", "BSV", "COIN", "CURE", "DBC", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "IEI", "JEPI", "LQD", "MSTR", "MVV", "PUI", "QLD", "QQQ", "SARK", "SGOV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TARK", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UPRO", "USD", "USDU", "UUP", "UVIX", "UVXY", "VIXM", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.17 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 954 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 97.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1756% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 117.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.83% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 5.15% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 0.85% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.44% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.97% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.16% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 77.15 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 71.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.57% | 2026-10-11 |
Collective2
Composer Technologies · Composer
