Composer · investment strategy
by Composer Technologies · via Composer
A fast, daily‑switching system that rides tech/semis in uptrends, buys sharp dips, and quickly hedges or flips short when markets look overheated or macro signals turn risk‑off. Uses leveraged ETFs and volatility products; very high risk.
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.
14 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.
0.0% 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 ()
72.3% 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 ()
46 of 104 funds in its are : BULZ, CURE, DOG, DPST, DRN, DRV, EDC, ERX, ERY, EUO, FAS, FAZ, LABD, LABU, MVV, NAIL, PSQ, QID, QLD, RWM, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SVXY, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UPRO, URTY, USD, UVXY, WANT, YANG, YCS, 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 Macro signals 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.
Each day it asks: 1) Are stocks trending up or down? 2) Are bonds rising or falling (gives a read on interest rates)? 3) Are commodities and volatility heating up? 4) Are stocks short‑term “too hot” or “too cold”?<br>If overheated, it hedges with volatility or inverse funds. If deeply sold off (and bonds agree), it buys high‑octane tech/semis. Otherwise it picks the strongest fund from a small basket and holds it for a day.
A fast, daily‑switching system that rides tech/semis in uptrends, buys sharp dips, and quickly hedges or flips short when markets look overheated or macro signals turn risk‑off. Uses leveraged ETFs and volatility products; very high risk.
Out-of-sample edge: 23.7% annualized return vs 20.9% for the S&P, driven by dynamic hedging and daily rotation into tech leaders. Higher upside potential, with larger drawdowns in stressed markets.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.6M | 2026-10-11 | |
| Backtest regulatory fees | $44k | 2026-10-11 | |
| Backtest slippage cost | $373k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, macro filters, regime switching, tech/semis focus, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,902 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.31 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMZN", "BA", "BIL", "BSV", "BTAL", "BULZ", "C", "CSX", "CURE", "DBC", "DBMF", "DIA", "DOG", "DPST", "DRN", "DRV", "EDC", "EEM", "EFA", "EPI", "ERX", "ERY", "EUO", "EWZ", "FAS", "FAZ", "GE", "GLD", "GOOG", "IBM", "IEF", "INTC", "IWM", "JPM", "LABD", "LABU", "LLY", "MDB", "META", "MSFT", "MVV", "NAIL", "NFLX", "NVDA", "PSQ", "PUI", "QID", "QLD", "QQQ", "RWM", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "STX", "SVXY", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSM", "UCO", "UDOW", "UPRO", "UPS", "URTY", "USD", "USRT", "UUP", "UVXY", "VIXM", "VIXY", "VTI", "WANT", "WDC", "WFC", "XLK", "XLP", "XLRE", "YANG", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,149 | 2026-10-11 | |
| Out-of-sample length | 616 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 314.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 65k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 8.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -0.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.24% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.12 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.81% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 107.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 99.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.35% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
