Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical strategy that chases strong tech runs with leveraged ETFs, buys dips when bonds confirm, and hedges overheated markets with VIX/dollar or goes defensive (SCHD). It also rotates bonds/commodities by trend and trades ARK/Bitcoin tactically.
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.
9 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.
4.0% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 4.2% (BOIL 2% × 2.00, PDBC 2% × 0.48), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 80% · 2026-10-11 ()
55.7% 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 ()
38 of 87 funds in its are : BITI, BOIL, CURE, ERX, EUO, HIBL, KOLD, MVV, PSQ, QID, QLD, SARK, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UDOW, UGL, UPRO, USD, UST, UVIX, 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 Income / dividends 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 watches a few simple gauges: stocks too hot or too cold (RSI), short‑term momentum, and what bonds are doing. If tech is strong and trends are up, it uses turbocharged tech funds; if markets look overheated, it hedges with VIX/dollar or goes defensive (SCHD/cash). Bonds and commodities are rotated by trend. It also flips ARK and Bitcoin long/short based on recent moves. Uses leveraged funds—expect big swings.
A fast, tactical strategy that chases strong tech runs with leveraged ETFs, buys dips when bonds confirm, and hedges overheated markets with VIX/dollar or goes defensive (SCHD). It also rotates bonds/commodities by trend and trades ARK/Bitcoin tactically.
Out-of-sample edge: 21.74% annualized return vs SPY’s 20.70%, Calmar 0.815, with hedged, diversified risk (tech leadership, volatility hedges, bonds/defense). Strong upside with disciplined risk vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $57k | 2026-10-11 | |
| Backtest regulatory fees | $211 | 2026-10-11 | |
| Backtest slippage cost | $1,516 | 2026-10-11 |
| AI categories (Composer) | all-weather, ark/bitcoin tilts, bonds/commodities rotation, leveraged etfs, tactical multi-asset, trend + mean-reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,461 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BND", "BOIL", "BSV", "BTAL", "COIN", "COMT", "CORN", "CURE", "DBC", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "IEI", "KOLD", "MSTR", "MVV", "PDBC", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SCHD", "SGOV", "SH", "SHY", "SLV", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "STIP", "SUB", "TARK", "TDTF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UDOW", "UGL", "UPRO", "USD", "USDU", "USO", "UST", "UUP", "UVIX", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "WEAT", "XLK", "XLP", "XLU", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 922 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 50.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 471.91% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.80% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.02% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.13% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.68% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.83 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.15 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.11% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.65 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.44 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.39% | 2026-10-11 |
Collective2
Composer Technologies · Composer
