Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based swing strategy that flips among leveraged Nasdaq/biotech bets, a volatility spike play, shorting the market, or short‑term bonds. It uses a 200‑day trend filter plus simple “heat” (RSI) and recent‑return triggers.
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.
4 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%)
No funds
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 ()
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 ()
4 of 25 funds in its are : LABU, SQQQ, 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 Thematic 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.
1) Check trend: if the S&P 500 (SPY) is above its 200‑day average = risk‑on; else risk‑off.<br>2) Risk‑on: if markets/sectors look overheated (RSI≈>79), briefly buy UVXY (a fear spike bet). If Nasdaq just fell hard, either short it (SQQQ) or buy a biotech dip (LABU). Otherwise, put a chunk into the 3 strongest mega‑caps (last 20 days).<br>3) Risk‑off: rotate among LABU, SQQQ, UVXY, or short‑term bonds (BSV) using RSI and 20‑day trend. RSI=0–100 “heat” gauge; MA=trend; Cum return=% change.
A daily, rules‑based swing strategy that flips among leveraged Nasdaq/biotech bets, a volatility spike play, shorting the market, or short‑term bonds. It uses a 200‑day trend filter plus simple “heat” (RSI) and recent‑return triggers.
Out-of-sample edge: higher risk‑adjusted returns and much bigger upside vs the S&P. Sharpe ~1.25 vs 1.14; Calmar ~1.74; annualized return ~60.9% vs ~19.6%. Dynamic regime and volatility timing hedge risk while pursuing growth.
https://discord.gg/8e7bHnJMwE
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23.5B | 2026-10-11 | |
| Backtest regulatory fees | $53.0M | 2026-10-11 | |
| Backtest slippage cost | $513.9M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, sector rotation, tactical allocation, trend-following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 106 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ADBE", "AMD", "AMZN", "BRK/B", "BSV", "COST", "GOOGL", "LABU", "LLY", "META", "MRK", "MSFT", "NVDA", "PG", "QQQ", "SPY", "SQQQ", "TQQQ", "TSLA", "UVXY", "VOX", "VTV", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 43 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,859 | 2026-10-11 | |
| Out-of-sample length | 437 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 264.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 235118k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 128.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 88.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 88.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.28% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.85% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 65.64 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.39 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.72% | 2026-10-11 |
Collective2
Composer Technologies · Composer
