Composer · investment strategy
by Composer Technologies · via Composer
Daily rule‑set that flips between 3x tech/semis, volatility (UVXY), inverse ETFs, and Treasury trades (TMF/TMV) based on simple “hot/cold” signals and bond trends. Very aggressive; aims to ride bursts and sidestep drops.
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.
13 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.
0.1% 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 ()
51.6% 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 ()
37 of 76 funds in its are : BULZ, CURE, DOG, DRN, DRV, EDC, ERX, EUO, LABD, LABU, MVV, PSQ, QLD, RWM, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SVXY, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UPRO, URTY, USD, UVXY, YCS
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’s a daily, rules‑based playbook that first asks: is the market overheated, washed‑out, or in between? It uses simple gauges: RSI (a 0–100 “speedometer” of recent gains vs losses), short‑term momentum, and bond trends.<br>• Hot market (RSI high): buy volatility (UVXY) or inverse funds for a pullback.<br>• Cold market (RSI low) and bonds supportive: buy the fastest rebounders (usually 3x tech/semis like TQQQ/SOXL).<br>• Rates rising: favor TMV/defense; rates falling: favor TMF/growth.<br>It holds one top pick for a day, then repeats.
Daily rule‑set that flips between 3x tech/semis, volatility (UVXY), inverse ETFs, and Treasury trades (TMF/TMV) based on simple “hot/cold” signals and bond trends. Very aggressive; aims to ride bursts and sidestep drops.
Out-of-sample annualized return ~22.6% vs S&P ~20.7%, with stronger upside capture and dynamic hedging across volatility, tech and bonds. Potential for higher growth, but expect larger drawdowns (~49%); risk controls are essential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.2M | 2026-10-11 | |
| Backtest regulatory fees | $59k | 2026-10-11 | |
| Backtest slippage cost | $521k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, regime switching, tactical allocation, trend following, volatility hedging | 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", "BULZ", "CURE", "DBC", "DBMF", "DIA", "DOG", "DRN", "DRV", "EDC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "IWM", "LABD", "LABU", "MSFT", "MVV", "NVDA", "PSQ", "PUI", "QLD", "QQQ", "RWM", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "SVXY", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSM", "UCO", "UDOW", "UPRO", "URTY", "USD", "UUP", "UVXY", "VIXM", "VIXY", "VTI", "XLK", "XLP", "XLRE", "YCS" ] | 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) | 1.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 32 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,213 | 2026-10-11 | |
| Out-of-sample length | 623 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 320.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 102k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.64% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.43% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.03% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.16% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 12.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.57 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.89% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.55 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 106.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 104.41 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.13% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
