Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-driven swing strategy. It reads stock and bond trends plus a simple “heat” score, then rotates among leveraged tech/semis/S&P funds, their inverse hedges, or safe havens (cash, Treasuries, USD, commodities). High risk and high turnover.
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.
12 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. : 99% · 2026-10-11 ()
62.4% 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 ()
32 of 71 funds in its are : CURE, DOG, DRN, DRV, EDC, ERX, LABD, LABU, MVV, PSQ, QLD, RWM, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SSO, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, UDOW, UPRO, URTY, USD
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.
What it does, in plain English: 1) Checks the market trend (vs ~200‑day avg) and what bonds are doing. 2) Uses a simple “heat” score (RSI: 0–100; >70=too hot, <30=too cold) and recent returns. 3) In uptrends it buys fast movers like 3× Nasdaq (TQQQ), 3× semis (SOXL) or 2–3× S&P (SSO/UPRO). 4) If things are too hot or turn down, it cuts risk or flips to inverse funds (SQQQ/SOXS) or to cash/Treasuries (BIL/SHY, TMF/TMV), USD or commodities. Rebalanced daily. Uses leveraged/short ETFs—very risky.
A daily, rules-driven swing strategy. It reads stock and bond trends plus a simple “heat” score, then rotates among leveraged tech/semis/S&P funds, their inverse hedges, or safe havens (cash, Treasuries, USD, commodities). High risk and high turnover.
Out-of-sample annualized return about 26% vs 19% for the S&P, with dynamic regime-switching among leveraged growth and hedges. Designed to capture big upside in up markets, while adapting to risk-off periods. Higher upside, but higher drawdowns.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $110.1M | 2026-10-11 | |
| Backtest regulatory fees | $487k | 2026-10-11 | |
| Backtest slippage cost | $4.6M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, momentum + mean reversion, multi-asset, risk-on/risk-off, tactical allocation, trend/regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,537 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.39 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "AMD", "AMZN", "BIL", "BSV", "BTAL", "CURE", "DBMF", "DIA", "DOG", "DRN", "DRV", "EDC", "EEM", "EFA", "EPI", "ERX", "EWZ", "GLD", "IEF", "IWM", "LABD", "LABU", "MSFT", "MVV", "NVDA", "OILK", "PDBC", "PSQ", "PUI", "QLD", "QQQ", "RWM", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "SSO", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSM", "UDOW", "UPRO", "URTY", "USD", "USDU", "VTI", "VXX", "XLK", "XLP", "XLRE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,789 | 2026-10-11 | |
| Out-of-sample length | 599 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 270.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1101k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 73.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 79.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 79.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.73% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.80% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.31 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.51 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.66 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 105.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 102.35 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.52% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
