Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based portfolio: buys leveraged S&P/Nasdaq/semis only after short‑term “washouts,” sits in T‑Bills when neutral, flips to a volatility hedge in panic spikes, adds a small trend sleeve (healthcare/Treasuries/dollar/commodities) and a monthly‑income sleeve.
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.
5 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.
4.4% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30) · not identified: CII 5%
: 16.6% (PDBC 34% × 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. : 94% · 2026-10-11 ()
15.8% 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 ()
9 of 21 funds in its are : CURE, QLD, SOXL, SPXL, SSO, TMF, TQQQ, USD, 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 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.
Checks daily. 1) Panic test (VIXM): if its 10‑day RSI—a 0–100 gauge of how “hot/cold” recent moves are—is >70, go defensive: mostly T‑Bills (BIL) plus a UVXY hedge. 2) Rebound hunt: if 10‑day RSI <30 on SPXL/TQQQ/SOXL (3x S&P 500/Nasdaq‑100/semis), buy; if RSI >80, use UVXY; else hold BIL. 3) A stricter sleeve buys only when the backdrop looks healthy (medium‑term SPY/bond checks). 4) When no buys, a small income sleeve holds CII and AMZA. 5) A macro sleeve trends among CURE, TMF, USDU, PDBC, weighting steadier picks more.
Daily, rules‑based portfolio: buys leveraged S&P/Nasdaq/semis only after short‑term “washouts,” sits in T‑Bills when neutral, flips to a volatility hedge in panic spikes, adds a small trend sleeve (healthcare/Treasuries/dollar/commodities) and a monthly‑income sleeve.
Out-of-sample: 38.5% vs SPY 20.9%; Calmar 1.53; Sharpe 1.29. Diversified, rules-based strategy with panic hedges, dip buys, macro rotation and income sleeves offers far higher upside with disciplined risk vs the S&P 500 (drawdown ~25%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.7M | 2026-10-11 | |
| Backtest regulatory fees | $10k | 2026-10-11 | |
| Backtest slippage cost | $78k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, income tilt, leveraged etfs, mean-reversion, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 318 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMZA", "BIL", "BND", "CII", "CURE", "DBC", "IEF", "PDBC", "QLD", "SOXL", "SPXL", "SPY", "SSO", "TLT", "TMF", "TQQQ", "USD", "USDU", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,975 | 2026-10-11 | |
| Out-of-sample length | 968 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 71.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 57k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.50% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 249.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.82% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 86.27% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 86.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.80% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.67 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.11% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.53% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.24% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
