Composer · investment strategy
by Composer Technologies · via Composer
A tactical, banks-focused strategy that uses XLF as a stress/trend gauge. It flips between 3x long (FAS), 3x short (FAZ), or a safety basket (gold, USD, defensive sectors). A small sleeve rotates into top big-bank stocks. Aggressive; rebalances daily.
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.
2 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
75.4% 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 ()
3 of 34 funds in its are : FAS, FAZ, TMF
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.
1) Treat XLF (financials) as the “thermometer.”<br>2) If trend is up and stress is low, hold FAS (3x long financials).<br>3) If things look overheated or jumpy (RSI extremes, big 5–10 day drops/spikes), hedge with FAZ (3x short) or shift to a safety mix (gold, USD, defensive sectors).<br>4) Bond signals (BND/IEF/TLT/TMF) push it toward safety when bonds lead or are turbulent.<br>5) A small sleeve buys the strongest big-bank stocks.<br>6) Rebalances daily.
A tactical, banks-focused strategy that uses XLF as a stress/trend gauge. It flips between 3x long (FAS), 3x short (FAZ), or a safety basket (gold, USD, defensive sectors). A small sleeve rotates into top big-bank stocks. Aggressive; rebalances daily.
Out-of-sample annualized return ~29% vs SPY ~20%, driven by bank-focused tilts, leveraged bets, and active hedges (gold, USD, defensives). Higher upside and solid risk-adjusted potential, but with larger drawdowns and more complexity.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $282k | 2026-10-11 | |
| Backtest regulatory fees | $2,043 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | financials-focused, leveraged etfs, risk-on/off, tactical sector rotation, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 468 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BAC", "BBVA", "BCS", "BND", "C", "COF", "DB", "FAS", "FAZ", "FITB", "GLD", "GS", "HSBC", "IEF", "JPM", "KEY", "MS", "MTB", "PNC", "RF", "SAN", "TFC", "TLT", "TMF", "USDU", "WFC", "XLB", "XLE", "XLF", "XLI", "XLP", "XLRE", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,514 | 2026-10-11 | |
| Out-of-sample length | 797 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 74.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2718% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 125.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.63% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.77% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.18% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.69 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 90.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 90.16 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
