Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, high-octane blend: in uptrends it piles into tech/semis (often 3x funds); in selloffs it shifts to T‑Bills/Treasuries or hedges (short Nasdaq, long volatility). Separate sleeves time bonds, gold, commodities, and energy. Daily rebalance; high risk.
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.
39 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Top 25 of 39 shown.
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.
4.6% of weight in (IVV: 3.0%)
34 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
: 1.5% (DBC 4% × 0.37, 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 ()
12.5% 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.
1) Check trend: if S&P 500 (SPY) is above its 200‑day avg → “bull”; if not → “defensive”.<br>2) Bull: ride tech/semis strength (QQQ/TQQQ, XLK/TECL, SOXL).<br>3) If prices look too hot (RSI>~80) park in T‑Bills (BIL) or buy UVXY; if washed‑out (RSI<~30) buy dips with 3x tech.<br>4) If Nasdaq breaks trend, short it (PSQ/SQQQ).<br>5) Separate sleeves time Treasuries (TLT/TMF/TMV), gold (GLD), commodities (DBC), energy (XLE/DIG/UCO) via moving‑average/RSI rules.<br>RSI = 0–100 “speedometer” of recent moves; MAs = trend lines.
Rules-based, high-octane blend: in uptrends it piles into tech/semis (often 3x funds); in selloffs it shifts to T‑Bills/Treasuries or hedges (short Nasdaq, long volatility). Separate sleeves time bonds, gold, commodities, and energy. Daily rebalance; high risk.
Out-of-sample strategy delivering higher risk-adjusted returns: annualized 22.15% vs SPY 20.09%, Sharpe 1.45 vs 1.25, max drawdown 14.06% vs 18.76%, plus diversified tech, bonds, gold, commodities, and energy.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $483k | 2026-10-11 | |
| Backtest regulatory fees | $862 | 2026-10-11 | |
| Backtest slippage cost | $6,405 | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, dip-buying, energy, leveraged etfs, momentum, tactical trend-following, tech-heavy, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,979 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.38 | 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) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 39 | 2026-10-11 | |
| Watchers | 15 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,853 | 2026-10-11 | |
| Out-of-sample length | 662 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 40.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4729% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.15% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.83% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.44% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -14.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.01% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.51% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.12 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.76% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
