Composer · investment strategy
by Composer Technologies · via Composer
A daily, risk‑on/risk‑off system. In calm uptrends it rides fast-moving tech/semis; in overheated or falling markets it hedges or shorts, and rotates through bonds, gold, cash-like T‑Bills. Uses simple heat/trend checks to switch quickly.
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.
13 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.
0.1% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 10.3% (DBO 10% × 1.00), 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 ()
50.0% 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% · 2026-10-11 ()
44 of 104 funds in its are : AAPU, AMZU, DPST, DXD, ERX, ERY, FAS, FAZ, FNGD, GGLL, HIBL, HIBS, LABD, LABU, NAIL, PSQ, QID, QLD, SARK, SCO, SDS, SH, SOXL, SOXS, SPXS, SQQQ, SRTY, SVXY, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TSLL, TYO, UBT, UDOW, UGL, UPRO, URTY, UVXY, WANT
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.
Every day it asks three things: (1) Is the market’s long-term trend up or down (price vs 200‑day average)? (2) Is the market “hot” or “cold” (a simple up‑days vs down‑days score)? (3) Did we just see a big pop or drop? It then:<br>- Uptrend + not overheated: owns fast tech/semis funds (3x versions).<br>- Overheated or downtrend: switches to hedges/short funds, cash‑like T‑Bills, gold, or bonds.<br>- Bonds: flips between long/short bonds by their own trends.<br>- Small side bets: top leaders (NVDA, LLY, etc.) and a tiny biotech swing.
A daily, risk‑on/risk‑off system. In calm uptrends it rides fast-moving tech/semis; in overheated or falling markets it hedges or shorts, and rotates through bonds, gold, cash-like T‑Bills. Uses simple heat/trend checks to switch quickly.
Out-of-sample, this risk-on/risk-off strategy aims ~43% annualized return vs ~17% for the S&P, using rapid trend shifts and hedges (bonds, gold, cash). Calmar ~1.36; Sharpe ~0.97; max drawdown ~31.6%. Higher upside with disciplined risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $286k | 2026-10-11 | |
| Backtest regulatory fees | $1,051 | 2026-10-11 | |
| Backtest slippage cost | $8,243 | 2026-10-11 |
| AI categories (Composer) | bond rotation, leveraged etfs, long/short, risk-on/risk-off, tactical allocation, trend-following, volatility-aware | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6,555 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AAPU", "ADBE", "AMD", "AMZN", "AMZU", "AVGO", "BIL", "BND", "BRK/B", "BTAL", "C", "COST", "CSCO", "CSX", "DBO", "DPST", "DXD", "ERX", "ERY", "FAS", "FAZ", "FNGD", "GE", "GGLL", "GLD", "GOOG", "GOOGL", "GOVT", "HIBL", "HIBS", "IBM", "IEF", "INTC", "IWM", "JNJ", "JPM", "KLAC", "LABD", "LABU", "LLY", "MDB", "META", "MSFT", "NAIL", "NFLX", "NVDA", "NVO", "PEP", "PSQ", "QID", "QLD", "QQQ", "SARK", "SCO", "SDS", "SH", "SHV", "SHY", "SMCI", "SOXL", "SOXS", "SPHB", "SPLV", "SPXS", "SPY", "SQQQ", "SRTY", "SVXY", "TARK", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSLL", "TYO", "UBT", "UDOW", "UGL", "UNH", "UPRO", "UPS", "URTY", "USDU", "USRT", "UUP", "UVXY", "V", "VIXM", "VIXY", "WANT", "WFC", "XLB", "XLE", "XLI", "XLP", "XLRE", "XLU", "XLV", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.93 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 953 | 2026-10-11 | |
| Out-of-sample length | 411 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 142.60% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2765% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.26% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.72% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.31 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.08% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.62 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 71.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 77.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
