Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “offense/defense” system. It chases strong trends with leveraged stock ETFs when markets are healthy, and quickly retreats to T‑bills/bonds, commodities, or inverse/volatility hedges when stress or downtrends appear.
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.
7 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.
17.4% 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 ()
83.6% 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 ()
55 of 114 funds in its are : AGQ, BOIL, BRZU, CHAU, CURE, CWEB, DPST, DRIP, DRN, DRV, DUST, EDZ, ERX, ERY, EURL, FAS, FAZ, GUSH, INDL, JDST, JNUG, KOLD, KORU, LABD, LABU, MEXX, MIDU, PILL, RETL, SCO, SH, SOXL, SOXS, SPDN, SPUU, SPXL, SPXS, SPXU, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, TZA, UCO, UGL, UPRO, URE, UTSL, UVXY, YANG, YINN
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 runs three playbooks (“battleships”) and puts money in the one behaving best lately. Each day it: - Checks market stress (VIXM). If stress is hot (RSI = speed of recent moves), it hedges or goes inverse (e.g., SPXU). - If trends are up (prices above longer averages) and growth leads, it buys fast movers (UPRO/TQQQ), ranked by recent gains. - If trends weaken, it shifts to commodities (DBC, gold, oil, ag) when they trend; otherwise parks in T‑bills/short bonds (BIL/SHV/BSV) or Treasuries, and can use VIX or inverse ETFs. Daily rebalance.
A daily, rules‑based “offense/defense” system. It chases strong trends with leveraged stock ETFs when markets are healthy, and quickly retreats to T‑bills/bonds, commodities, or inverse/volatility hedges when stress or downtrends appear.
High-conviction, out-of-sample edge: annualized return 95.2% vs 20.7%; Sharpe 1.71 vs 1.24; Calmar 4.53; vol ~0.45 with max drawdown ~21%—stronger upside with disciplined risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.9M | 2026-10-11 | |
| Backtest regulatory fees | $17k | 2026-10-11 | |
| Backtest slippage cost | $141k | 2026-10-11 |
| AI categories (Composer) | commodities, crash hedging, leveraged etfs, momentum, multi-asset, tactical allocation, trend-following, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 216 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BIL", "BND", "BOIL", "BRZU", "BSV", "CANE", "CHAU", "COM", "COMT", "COPX", "CORN", "CURE", "CWEB", "DBA", "DBB", "DBC", "DBO", "DPST", "DRIP", "DRN", "DRV", "DUST", "ECC", "EDZ", "EEM", "EFA", "ERX", "ERY", "ESPO", "EURL", "EWA", "EWG", "EWI", "EWJ", "EWN", "EWP", "EWQ", "EWU", "FAS", "FAZ", "GLD", "GUSH", "IAU", "IEF", "INDL", "JDST", "JNUG", "KOLD", "KORU", "LABD", "LABU", "MEXX", "MIDU", "NURE", "PALL", "PDBC", "PEJ", "PILL", "QQQ", "REMX", "RETL", "SCO", "SH", "SHV", "SHY", "SLV", "SOXL", "SOXS", "SPDN", "SPUU", "SPXL", "SPXS", "SPXU", "SPY", "TAGS", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "TZA", "UCO", "UGL", "UPRO", "URA", "URE", "USO", "UTSL", "UUP", "UVXY", "VAW", "VDC", "VDE", "VEA", "VFH", "VGT", "VHT", "VIS", "VIXM", "VNQ", "VNQI", "VOX", "VPU", "VXX", "WEAT", "WOOD", "XLP", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 51 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,965 | 2026-10-11 | |
| Out-of-sample length | 524 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 138.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 89k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 95.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 302.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.87% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.86% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 106.00% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 105.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.03% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
