Composer · investment strategy
by Composer Technologies · via Composer
Daily, high‑octane ETF strategy that swings between leveraged tech/semis bulls and bears using “hot/cold” signals plus bond and volatility checks, and parks in T‑bills when conditions aren’t friendly.
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.
1 positions as of 2026-10-19
: 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. : 98% · 2026-10-19 ()
100.0% 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% · 2026-10-19 ()
18 of 35 funds in its are : ERX, HIBL, HIBS, QID, SOXL, SOXS, SQQQ, SVIX, TBF, TECL, TECS, TMF, TQQQ, TYD, TYO, UGL, 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 Macro signals 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 checks the backdrop first: is volatility calm (SVIX, an inverse VIX fund, is firm) and is Tech not too hot vs KMLM (a trend‑following managed‑futures fund)? If not, it holds T‑bills (BIL).<br>If yes, bond/credit trends pick a bull or bear stance. Then a “hot/cold” meter (RSI) on TQQQ (3× Nasdaq) and recent 1–6 day moves drive tactics:<br>- Washed‑out → buy TECL/SOXL/HIBL (3× Tech/Semis/High‑Beta).<br>- Overheated or big pop → use UVXY/TECS/SOXS/HIBS (hedges) or step back to T‑bills.<br>Bond cues can add or cut long‑Treasury exposure.
Daily, high‑octane ETF strategy that swings between leveraged tech/semis bulls and bears using “hot/cold” signals plus bond and volatility checks, and parks in T‑bills when conditions aren’t friendly.
Out-of-sample upside: 21.13% annualized return vs S&P 17.33%. Uses dynamic hedges and regime filters to capture tech/semis leadership with risk controls; note larger drawdowns (~33.6% vs ~18.8%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $306k | 2026-10-19 | |
| Backtest regulatory fees | $1,423 | 2026-10-19 | |
| Backtest slippage cost | $12k | 2026-10-19 |
| AI categories (Composer) | bond/credit filters, daily rebalance, leveraged tech/semis, tactical etf rotation, trend and mean‑reversion, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 407 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.90 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "EDV", "ERX", "HIBL", "HIBS", "IEI", "KMLM", "LQD", "QID", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPY", "SQQQ", "STIP", "SVIX", "TBF", "TECL", "TECS", "TLH", "TMF", "TQQQ", "TYD", "TYO", "UGL", "USD", "UUP", "UVXY", "VIXY", "VTIP", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.70 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.27 | 2026-10-19 |
| Remixes (copies) | 30 | 2026-10-19 | |
| Watchers | 9 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,139 | 2026-10-19 | |
| Out-of-sample length | 477 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 113.07% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2963% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.19% | ||
| Return, trailing 1 day (out-of-sample) | -12.76% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -8.18% | ||
| Return, trailing 1 week (out-of-sample) | -2.66% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -3.99% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.25% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.15% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 24.68% | ||
| SPY annualized return over the backtest window (backtest) | 13.63% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.37 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | ||
| Maximum drawdown, backtest period (backtest) | -33.58% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.58% | ||
| Sharpe ratio, backtest period (backtest) | 1.94 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Sortino ratio, backtest period (backtest) | 3.94 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 43.81% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.14% |
| Annualized turnover, backtest period (backtest) | 71.03 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 74.62 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 64.97% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 63.10% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
