Composer · investment strategy
by Composer Technologies · via Composer
A daily “switchboard” of market health tests flips between risk‑on (top‑momentum stocks/leveraged index ETFs) and risk‑off (Treasuries, gold, dollar, utilities, commodities, volatility hedges). Selections are momentum‑based; RSI and VIX guard against extremes.
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.
8.9% of weight in (IVV: 3.0%)
12 funds (SEC N-PORT, as of 2026-05-31)
: 1.2% (DBC 3% × 0.37), 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 ()
63.2% 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 ()
11 of 76 funds in its are : SPXL, SPXS, TBT, TMF, TMV, TQQQ, TYD, UDOW, UGL, UPRO, 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 several “canaries” that hint at market health: S&P trend (50/200 and 20/50 moving averages), Tech vs Utilities, lumber vs gold, bonds vs T‑bills, and inflation‑linked bonds. It also checks RSI (a heat gauge of how fast prices moved) and volatility (VIX).<br>If healthy, it rotates into the strongest stock plays—often 3x index funds (TQQQ/SPXL/UDOW) or top mega‑caps. If weak or jumpy, it shifts to havens like long Treasuries (TMF), gold (UGL/GLD), the US dollar (UUP), utilities (XLU), commodities (DBC/PDBC), or volatility hedges (VIXM/UVXY). It rebalances daily and picks by recent returns.
A daily “switchboard” of market health tests flips between risk‑on (top‑momentum stocks/leveraged index ETFs) and risk‑off (Treasuries, gold, dollar, utilities, commodities, volatility hedges). Selections are momentum‑based; RSI and VIX guard against extremes.
Out-of-sample, this strategy targets ~30% annualized return versus SPY's ~21%, with disciplined risk controls. Calmar ~1.09 signals risk-adjusted performance. Daily tactical switches seek trend leaders while hedging downside for stronger upside.
https://bit.ly/welcome-to-algo-investing
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $565k | 2026-10-11 | |
| Backtest regulatory fees | $1,838 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | daily tactical allocation, leveraged etfs, macro canaries, momentum, risk-on/off switching, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,587 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BA", "BIL", "BND", "BNDX", "BRK/B", "BTAL", "BWX", "CAT", "COM", "COST", "CRM", "CSCO", "DBA", "DBB", "DBC", "EMB", "FAAR", "FTGC", "GBIL", "GLD", "GLTR", "GOOG", "GOOGL", "GS", "HD", "HON", "HYG", "IEF", "IEO", "JNJ", "JPM", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PEP", "QQQ", "SHV", "SPXL", "SPXS", "SPY", "TBT", "TIP", "TMF", "TMV", "TQQQ", "TRV", "TSLA", "TYD", "UDOW", "UGL", "UNH", "UPRO", "USDU", "UUP", "UVXY", "V", "VGSH", "VIXM", "VIXY", "VWO", "WOOD", "XLK", "XLU", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,295 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 55.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5550% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.74% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.72% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.54% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.55% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.46% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.30% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.58 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.19% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.01 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.23 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.69% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
