Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based, daily rotation that rides chip/tech upswings with leveraged ETFs and quickly flips to hedges (inverse, volatility, bonds or cash‑like T‑bills) when markets look overheated or fragile.
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.
3 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%)
2 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. : 100% · 2026-10-11 ()
52.0% 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 ()
40 of 84 funds in its are : AAPB, AAPD, BITI, CURE, DRV, EDC, ERX, EUO, MVV, PSQ, QID, QLD, SARK, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TARK, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TSLL, TSLS, TYD, TYO, UBT, UCO, UDN, UGL, UPRO, USD, UVXY, 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 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 reads two “traffic lights”: 1) Heat of stocks (RSI = a quick ‘too hot/too cold’ gauge; high = overbought, low = oversold). 2) Bond trend (short T‑bills vs long Treasuries like TLT/IEF) to judge risk‑on/off. Risk‑on: buy fast movers, mainly leveraged tech/semis (TQQQ, TECL, SOXL). Too hot or risk‑off: hedge with inverse funds (SQQQ, SOXS), volatility (UVXY), or sit in cash‑like BIL. Small side modules trade ARKK, Bitcoin (BITO/BITI), oil/gold, and USD.
A fast, rules‑based, daily rotation that rides chip/tech upswings with leveraged ETFs and quickly flips to hedges (inverse, volatility, bonds or cash‑like T‑bills) when markets look overheated or fragile.
Out-of-sample edge: Sharpe 1.59 vs SPY 1.46, annualized return 99% vs 23%, Calmar ~2.0. Levered tech bets with hedges aim for higher risk-adjusted growth than the S&P, even as drawdowns can be larger in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | crypto/ark satellite, leveraged etf rotation, macro overlays, regime switching, tech/semis focus, trend+mean reversion, volatility hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,422 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPD", "AGG", "AMD", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BND", "BSV", "BTAL", "COIN", "CURE", "DBC", "DRV", "EDC", "EDV", "EEM", "EFA", "ENPH", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "IEI", "LQD", "MSTR", "MVV", "NVDA", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SHV", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TARK", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLL", "TSLS", "TYD", "TYO", "UBT", "UCO", "UDN", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VGLT", "VIXM", "VIXY", "VTIP", "XLE", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 53 | 2026-10-11 | |
| Watchers | 25 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Out-of-sample length | 758 | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 99.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 699.00% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.88% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.84% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 157.97% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 41.95% | 2026-10-11 |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.99% | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.76 | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.57% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 78.46 | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
