Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, daily‑adjusted strategy that rides strong tech/semis/biotech uptrends with leveraged ETFs, then quickly flips to hedges (volatility, inverse ETFs, bonds, cash) when markets look overheated or weak.
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 ()
72.2% 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.
Each day it checks “market heat” and trend. Think of RSI as a heat meter: very hot = likely to cool; very cold = likely to bounce. It also looks at stock vs bond trends and commodities.<br>• If uptrend and not overheated: ride strong areas (3x tech/semis: TQQQ, SOXL; 3x S&P: UPRO/SPXL).<br>• If overheated: buy short‑term crash insurance (UVXY/VIXY).<br>• If downtrend: use bear funds (SQQQ/SOXS/TECS), cash‑like T‑bills (BIL), or bond trades (TMF/TMV).<br>It blends several mini‑systems and shifts to what’s working.
An aggressive, daily‑adjusted strategy that rides strong tech/semis/biotech uptrends with leveraged ETFs, then quickly flips to hedges (volatility, inverse ETFs, bonds, cash) when markets look overheated or weak.
Growth edge beyond SPY: oos return ≈27% vs 21%, with solid risk-adjusted metrics (Calmar ≈0.63, Sharpe ≈0.71). Dynamic hedges/regime switches aim to ride tech leaders while managing risk; long-term upside with a drawdown caveat.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.6M | 2026-10-11 | |
| Backtest regulatory fees | $36k | 2026-10-11 | |
| Backtest slippage cost | $305k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum + mean‑reversion, regime switching, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,562 | 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", "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) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,149 | 2026-10-11 | |
| Out-of-sample length | 621 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 300.86% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 56k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 80.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 8.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.26% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.90 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.79 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.64% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 106.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 97.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.70% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 48.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
