Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, tech‑tilted strategy that rides AI/tech uptrends but quickly shifts to bonds, gold, the dollar, and hedges (VIX/anti‑beta/short ETFs) when markets overheat or fear spikes. Uses simple trend and “speedometer” (RSI) signals. Rebalances daily.
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.
3 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
0.0% 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 ()
27 of 115 funds in its are : BOIL, EDC, EDZ, EUM, FAS, KOLD, PSQ, PST, QID, QLD, SH, SOXL, SOXS, SPXL, SQQQ, SVXY, TBT, TECL, TMF, TMV, TQQQ, UCO, UGE, UGL, 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 Thematic 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’s a rules-based, daily‑rebalanced plan. 1) Read the market’s mood. If things are calm and semiconductors trend up, buy a small basket of AI‑infrastructure stocks. Otherwise use a broader playbook. 2) Ride strength (price above trendlines). RSI is a “speedometer” of recent moves (high=hot, low=cold). When prices overheat or fear spikes (VIX), add hedges (VIX funds, an anti‑beta fund BTAL) or even short tech/long bonds. 3) Use bonds, gold, oil, the dollar, and a KMLM‑style trend sleeve (a managed‑futures ETF that often helps when stocks/bonds struggle) to diversify.
A rules‑based, tech‑tilted strategy that rides AI/tech uptrends but quickly shifts to bonds, gold, the dollar, and hedges (VIX/anti‑beta/short ETFs) when markets overheat or fear spikes. Uses simple trend and “speedometer” (RSI) signals. Rebalances daily.
Out-of-sample, this strategy beats the S&P 500 on risk-adjusted return (Sharpe ~2.0 vs ~1.74) with positive alpha and a Calmar ~7.6. It captures AI/tech uptrends and hedges with bonds, gold, and VIX for durable upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $51k | 2026-10-19 | |
| Backtest regulatory fees | $116 | 2026-10-19 | |
| Backtest slippage cost | $832 | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged & inverse etfs, momentum/trend, multi-asset tactical, tech/ai tilt, volatility-hedged | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,941 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AIA", "AJG", "ALAB", "ANET", "APLD", "BGX", "BIL", "BND", "BOIL", "BSV", "BTAL", "BWZ", "CIEN", "COHR", "COST", "DBC", "DBO", "EDC", "EDV", "EDZ", "EEM", "EEMV", "EMB", "EQWL", "EUM", "FAN", "FAS", "FCG", "GLD", "GLW", "HYD", "IAU", "ICLN", "IDU", "IEF", "IEI", "IGIB", "IGSB", "ILCG", "INOD", "IOO", "IWM", "IYW", "KOLD", "KRE", "LITE", "LLY", "LQD", "MGC", "MO", "MRVL", "NBIS", "NVO", "OEF", "P", "PGR", "PSQ", "PST", "QID", "QLD", "QQQ", "RSPT", "SCHD", "SCHE", "SCHX", "SH", "SHV", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPXL", "SPY", "SQQQ", "STX", "SVXY", "TAN", "TBT", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UGE", "UGL", "UNG", "UPRO", "USD", "USMV", "USO", "UUP", "UVXY", "VBF", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VRT", "VTI", "VTV", "XLE", "XLF", "XLK", "XLP", "XLU", "XLV", "XMPT" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.52 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-19 |
| Remixes (copies) | 27 | 2026-10-19 | |
| Watchers | 21 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 634 | 2026-10-19 | |
| Out-of-sample length | 127 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 90.71% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 408.72% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 113.55% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.38% | ||
| Return, trailing 1 day (out-of-sample) | -6.42% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 6.77% | ||
| Return, trailing 1 week (out-of-sample) | -15.23% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 39.04% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.54% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.41% | ||
| SPY annualized return over the backtest window (backtest) | 18.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.96 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 7.57 | ||
| Maximum drawdown, backtest period (backtest) | -22.90% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.01% | ||
| Sharpe ratio, backtest period (backtest) | 1.78 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.98 | ||
| Sortino ratio, backtest period (backtest) | 2.92 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 40.96% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.20% |
| Annualized turnover, backtest period (backtest) | 57.47 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.71 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.57% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.69% | 2026-10-19 |
Collective2
Composer Technologies · Composer
