Composer · investment strategy
by Composer Technologies · via Composer
Tech‑heavy growth core that adds a 20% volatility hedge when markets look overheated, goes all‑in growth when global shipping trends up, and otherwise flips to tactical shorts or a quality dip‑buy basket in weak markets.
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.
11 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.
0.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
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 ()
0.0% 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 ()
10 of 41 funds in its are : CURE, FAS, PSQ, RETL, SPXS, SPXU, SQQQ, TECL, TQQQ, UVXY
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.
It rotates among three modes:<br>1) Hot market: if many major stock/sector funds look “too hot” on a short‑term speedometer (RSI: how fast prices rose/fell lately), it holds 80% in a concentrated big‑growth basket and 20% in a fear hedge (UVXY).<br>2) Normal/bullish: if global shipping (BDRY) trends up, it’s 100% in that growth basket.<br>3) Caution/bear: if shipping is weak, it either buys a quality dip (Pershing picks when SPY is washed‑out) or uses inverse/leveraged index funds based on trend and bond strength.
Tech‑heavy growth core that adds a 20% volatility hedge when markets look overheated, goes all‑in growth when global shipping trends up, and otherwise flips to tactical shorts or a quality dip‑buy basket in weak markets.
Out-of-sample edge: ~28.5% annualized return vs ~18.2% for the S&P, lower drawdown (14.6% vs 18.8%). Calmar ~1.95, Sharpe ~1.18. A hedged growth core aims for bigger upside with smaller max losses.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-11 | |
| Backtest regulatory fees | $3,120 | 2026-10-11 | |
| Backtest slippage cost | $26k | 2026-10-11 |
| AI categories (Composer) | concentrated growth, leveraged etfs, macro (shipping/bdry), momentum/rsi, risk-on/risk-off, tactical shorting, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 341 | 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) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMZN", "ASML", "BDRY", "BIL", "BN", "BND", "CMG", "CP", "CURE", "FAS", "GOOGL", "HHH", "HLT", "IEF", "IOO", "META", "MSFT", "NFLX", "NKE", "NVDA", "PSQ", "QQQ", "QQQE", "QSR", "RETL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "TSM", "TW", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,890 | 2026-10-11 | |
| Out-of-sample length | 507 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 100.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.47% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.73% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.79% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.59% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.59% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.88% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.16 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.08% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.06% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
