Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “fund of strategies” that buys tech/semis on dips, hedges or goes defensive on rips, and rotates into bonds, cash, commodities, or volatility hedges based on simple trend and overbought/oversold signals to tame drawdowns.
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.
11 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.
11.6% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 89% · 2026-10-19 ()
88.3% 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 ()
32 of 99 funds in its are : CURE, DIG, ERX, FAS, HIBL, HIBS, MVV, NAIL, NUGT, PSQ, QID, QLD, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TBF, TECL, TECS, TMF, TMV, TQQQ, TYD, TYO, UGL, UPRO, 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.
Daily, it checks the market’s “weather.” If stocks trend up, it buys the dips in tech/semis (TQQQ, TECL, SOXL). If prices look over‑stretched or fear jumps, it flips to hedges (SQQQ, SOXS/TECS) or safe sleeves (Treasuries/cash). A chooser funds the calmest, best‑working sub‑strategies and cuts risk when volatility spikes.<br>Tools: trend lines (are we above/below the 200‑day?), RSI (a 0–100 “too hot/too cold” gauge), and short‑term % moves.
A daily, rules‑based “fund of strategies” that buys tech/semis on dips, hedges or goes defensive on rips, and rotates into bonds, cash, commodities, or volatility hedges based on simple trend and overbought/oversold signals to tame drawdowns.
Dynamic, rules-based fund-of-strategies that rotates between tech-dip plays, hedges, and bonds. Out-of-sample: 17.2% annualized return, with risk controls and diversification that provide ballast vs the S&P 500 in volatility.
Calm the crazy!
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $44.4M | 2026-10-19 | |
| Backtest regulatory fees | $293k | 2026-10-19 | |
| Backtest slippage cost | $2.7M | 2026-10-19 |
| AI categories (Composer) | leveraged etf rotation, mean reversion, multi-asset, tactical asset allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6,454 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ADBE", "AGG", "AMD", "AMZN", "BIL", "BND", "BRK/B", "BSV", "BTAL", "COST", "CURE", "DBC", "DIG", "EDV", "EEM", "EFA", "EPI", "ERX", "EWZ", "FAS", "GBTC", "GE", "GLD", "GOOGL", "HIBL", "HIBS", "HYG", "IEF", "IEI", "IYK", "LLY", "LQD", "META", "MRK", "MSFT", "MVV", "NAIL", "NUGT", "NVDA", "PDBC", "PG", "PSQ", "PUI", "QID", "QLD", "QQQ", "RWO", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVXY", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TYD", "TYO", "UGL", "UNH", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VOX", "VTI", "VTIP", "VTV", "VXX", "WMT", "XLE", "XLF", "XLK", "XLP", "XLU", "XLV", "XPH" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,706 | 2026-10-19 | |
| Out-of-sample length | 630 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 245.53% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 444k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.20% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 48.23% | ||
| Return, trailing 1 day (out-of-sample) | -6.81% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.89% | ||
| Return, trailing 1 week (out-of-sample) | -7.09% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 14.64% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 26.36% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.73% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 14.73% | ||
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.46 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.45 | ||
| Maximum drawdown, backtest period (backtest) | -38.03% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.62% | ||
| Sharpe ratio, backtest period (backtest) | 3.08 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Sortino ratio, backtest period (backtest) | 6.55 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 43.30% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.02% |
| Annualized turnover, backtest period (backtest) | 109.11 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 108.93 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.56% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.48% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
