Composer · investment strategy
by Composer Technologies · via Composer
Daily, an ensemble of “bots” buys strength and dips in S&P 500, Nasdaq, and semis with 3x ETFs, then rotates to commodities, gold, Treasuries, dollar, utilities, or cash‑like bills when momentum weakens. Includes a volatility (UVXY) crash hedge.
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.
9 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.
0.2% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 5.1% (PDBC 11% × 0.48), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 2026-10-11 ()
18.1% 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 ()
11 of 28 funds in its are : CURE, JNUG, SH, SOXL, SPXL, TMF, TMV, TQQQ, UPRO, USD, UVXY
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 checks markets each day. Think of RSI as a 0–100 “hot/cold” meter: very hot → add a crash hedge (UVXY); very cold → buy the dip. Otherwise, it compares stock vs bond trends. If stocks look healthy, it rides 3x funds (SPXL=S&P, TQQQ=Nasdaq, SOXL=semis). If not, it shifts to PDBC (commodities), GLD (gold), TLT/TMF (Treasuries), USDU (USD), XLU (utilities), BIL (T‑bills).
Daily, an ensemble of “bots” buys strength and dips in S&P 500, Nasdaq, and semis with 3x ETFs, then rotates to commodities, gold, Treasuries, dollar, utilities, or cash‑like bills when momentum weakens. Includes a volatility (UVXY) crash hedge.
Out-of-sample, this tactical, multi-asset strategy delivers far stronger risk-adjusted returns: ~38.5% annualized vs S&P’s ~20.4%, Sharpe ~1.46 vs ~1.31, Calmar ~1.68. Higher upside with hedges—note larger drawdowns in downturns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $855k | 2026-10-11 | |
| Backtest regulatory fees | $2,226 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged equity, multi-asset hedged, risk-on/risk-off, tactical momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,400 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "CURE", "DBC", "DBMF", "GLD", "IEF", "JNUG", "MOAT", "PDBC", "PHDG", "SH", "SMH", "SOXL", "SPXL", "SPY", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USD", "USDU", "USMV", "UUP", "UVXY", "VIXM", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 977 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 82.28% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8447% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.49% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 253.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.95% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.93% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 64.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 64.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.54% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.57 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.33% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
