Composer · investment strategy
by Composer Technologies · via Composer
A cautious, tactical switcher: buy dips in big US tech with leveraged ETFs when conditions are cool, and shift to cash, Treasuries, or a volatility hedge when markets look overheated, choppy, or trending down. Picks recent top‑performing sub‑systems.
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.
8 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.
0.4% of weight in (IVV: 3.0%)
6 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. : 99% · 2026-10-19 ()
76.9% 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 ()
14 of 44 funds in its are : CURE, EDC, EDZ, FAS, PSQ, RETL, SH, SPXL, TBT, TECL, TMF, TNA, TQQQ, USD
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.
A rules‑based switcher. It rotates between offense (TQQQ/SPXL), defense (BIL T‑bills, EDV/TMF long Treasuries or TBT short bonds), and hedge (VXX volatility).<br>It uses 3 dials: (1) Heat meter (RSI): low = buy dips (often 66% TQQQ + 34% BIL); very high = step out to VXX/cash. (2) Trend: 200‑day averages and stock‑vs‑bond strength gate offense. (3) Calmness: when SPY’s swings are small it tries more ideas; when large it simplifies/defends. It also favors the ~5 sub‑systems that worked best recently.
A cautious, tactical switcher: buy dips in big US tech with leveraged ETFs when conditions are cool, and shift to cash, Treasuries, or a volatility hedge when markets look overheated, choppy, or trending down. Picks recent top‑performing sub‑systems.
Dynamic, rules-based rotation across leveraged tech, bonds, and hedges; it seeks growth in favorable regimes and diversification when markets heat up or turn volatile, offering an alternative path to the S&P with potential regime-shift resilience.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-19 | |
| Backtest regulatory fees | $8,366 | 2026-10-19 | |
| Backtest slippage cost | $69k | 2026-10-19 |
| AI categories (Composer) | hedging, leveraged etfs, mean-reversion, risk-on/risk-off, tactical etf rotation, trend-following, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,277 | 2026-10-19 | |
| Rebalance corridor width | 3.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BNDX", "BSV", "BWZ", "CURE", "DBMF", "EDC", "EDV", "EDZ", "EEM", "FAS", "IEF", "IEI", "IWM", "IXG", "PSQ", "QQQ", "QQQE", "RETL", "SH", "SHY", "SPXL", "SPY", "TBT", "TECL", "TLT", "TMF", "TNA", "TQQQ", "USD", "VIXM", "VOOG", "VOOV", "VOX", "VT", "VTV", "VXX", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-19 |
| Remixes (copies) | 11 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 1,812 | 2026-10-19 | |
| Out-of-sample length | 558 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 106.14% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 18k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 13.79% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.78% | ||
| Return, trailing 1 day (out-of-sample) | -2.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.97% | ||
| Return, trailing 1 week (out-of-sample) | -7.54% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 8.26% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.62% | ||
| Return, trailing 2 weeks (out-of-sample) | -7.78% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.26% | ||
| SPY annualized return over the backtest window (backtest) | 16.00% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.05 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | ||
| Maximum drawdown, backtest period (backtest) | -34.81% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.81% | ||
| Sharpe ratio, backtest period (backtest) | 2.72 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.61 | ||
| Sortino ratio, backtest period (backtest) | 4.94 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 28.05% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.14% |
| Annualized turnover, backtest period (backtest) | 59.83 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 65.26 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.84% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.76% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
