Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based “bot of bots” that dials risk up in uptrends (often using leveraged US tech/S&P) and down in stress (T‑bills/Treasuries, gold, dollar, shorts, or volatility). It also runs trend trades in commodities/currencies. Rebalanced daily for fast regime shifts.
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.
35 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Top 25 of 35 shown.
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.
0.3% of weight in (IVV: 3.0%)
25 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
: 0.5% (UCO 0% × 2.00, BOIL 0% × 2.00, COM 0% × 0.15), 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. : 96% · 2026-10-11 ()
45.1% 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 ()
29 of 75 funds in its are : BOIL, EUM, EUO, FAS, GLL, KOLD, PSQ, QID, QLD, ROM, SCO, SDS, SH, SOXL, SPXL, SQQQ, SSO, SVXY, TECL, TMF, TMV, TQQQ, UCO, UGL, ULE, USD, UVXY, YCL, YCS
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 the “bot of bots” checks three things: the long‑term trend (is the market above its trend line), how “hot/cold” prices are (RSI: a 0–100 heat gauge), and signs of stress (big drops/volatility).<br>• If healthy: lean into US tech/S&P (often leveraged) and buy dips.<br>• If shaky: move to T‑bills/Treasuries, gold, the US dollar, or short/volatility funds.<br>• Separate sleeves trend‑trade oil, gas, metals, ags, and currencies, long or short.<br>• Positions are sized by recent volatility and rebalanced daily.
A rules‑based “bot of bots” that dials risk up in uptrends (often using leveraged US tech/S&P) and down in stress (T‑bills/Treasuries, gold, dollar, shorts, or volatility). It also runs trend trades in commodities/currencies. Rebalanced daily for fast regime shifts.
Out-of-sample superiority to the S&P: higher risk-adjusted returns (Sharpe ~1.23 vs ~1.14), much higher annualized return (34% vs ~20%), and smaller drawdowns (~17% vs ~19%), driven by adaptive hedging and multi-asset trend sleeves.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $4,100 | 2026-10-11 | |
| Backtest slippage cost | $33k | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, commodities, hedged, leveraged/inverse etfs, multi-asset, regime-switching, treasuries, trend/momentum, volatility hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,462 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOIL", "BSV", "BTAL", "CCOR", "COM", "DBA", "DBB", "DBO", "EEM", "EUM", "EUO", "EWA", "EWG", "EWI", "EWJ", "EWN", "EWP", "EWQ", "EWU", "FAAR", "FAS", "FTLS", "GLD", "GLL", "IEF", "IEI", "IGIB", "IOO", "IWM", "KOLD", "PSQ", "QID", "QLD", "QQQ", "ROM", "SCO", "SDS", "SH", "SHV", "SHY", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UGL", "ULE", "UNG", "URA", "USD", "USO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOX", "VTV", "WOOD", "XLF", "XLK", "XLP", "XLV", "YCL", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,357 | 2026-10-11 | |
| Out-of-sample length | 437 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 72.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.22% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.79% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.42% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.80% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.96% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.56 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.62% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
