Composer · investment strategy
by Composer Technologies · via Composer
A rules-based “cockpit” that buys leveraged growth on dips, rides trends in bonds/energy, and flips to cash or volatility hedges when markets overheat or crack. Dozens of small bots use trend, overbought/oversold, volatility, and drawdown signals.
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.
15 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.
18.2% of weight in (IVV: 3.0%)
12 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 0.5% (BOIL 0% × 2.00), 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. : 99% · 2026-10-11 ()
24.2% 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 ()
36 of 79 funds in its are : BOIL, DIG, DRN, DUG, EDC, EFO, ERX, FAS, GUSH, KOLD, PSQ, QID, QLD, SH, SOXL, SOXS, SPXU, SQQQ, SSO, SVXY, TBF, TBX, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UDOW, 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.
It watches 4 dials: trend (price vs moving averages), heat (RSI: too hot/too cold), turbulence (volatility), and damage (recent drops).<br>- Trend up + dip: buy growth (often 2x/3x tech/S&P like TQQQ/UPRO/SOXL).<br>- Too hot: hedge with volatility (UVXY/VIXY) or short funds.<br>- Trend down: hold cash/defensives (BIL, Treasuries, GLD, USDU) or short.<br>- Oil up: own XLE/DIG/UCO; oil down: DUG/bonds.<br>It blends many small bots and leans toward those working best lately.
A rules-based “cockpit” that buys leveraged growth on dips, rides trends in bonds/energy, and flips to cash or volatility hedges when markets overheat or crack. Dozens of small bots use trend, overbought/oversold, volatility, and drawdown signals.
Out-of-sample shows higher risk-adjusted returns than the S&P: Sharpe 1.37 vs 1.08, annualized return ~40% vs ~18%, Calmar ~2.09, max drawdown ~19%. A diversified, tactical overlay that rides trends and hedges risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $16.6M | 2026-10-11 | |
| Backtest regulatory fees | $27k | 2026-10-11 | |
| Backtest slippage cost | $225k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro trend, momentum and mean reversion, sector & commodity rotation, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,979 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOIL", "BSV", "BTAL", "DBC", "DBO", "DIA", "DIG", "DRN", "DUG", "EDC", "EFO", "ERX", "FAN", "FAS", "FCG", "GLD", "GUSH", "HYG", "ICLN", "IEF", "IEI", "IPO", "KOLD", "LQD", "MLPX", "PSQ", "QID", "QLD", "QQQ", "RSP", "SCHD", "SH", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPXU", "SPY", "SQQQ", "SSO", "SVXY", "TAN", "TBF", "TBX", "TECL", "TECS", "TIP", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UDOW", "UGL", "UNG", "UPRO", "USD", "USDU", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VTIP", "VTV", "XLE", "XLF", "XLK", "XLP", "XLU", "XLY", "XNTK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 38 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,603 | 2026-10-11 | |
| Out-of-sample length | 557 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 104.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 166k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 111.50% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.35% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.44% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.24% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.64% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.52 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 60.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
