Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based, multi‑strategy portfolio. It rides tech/semis in good trends, buys severe dips, times Treasuries and energy, and hedges with T‑Bills, volatility (UVXY), or inverse ETFs when markets overheat or crack. Uses leveraged ETFs; 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.
41 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Top 25 of 41 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.
2.0% of weight in (IVV: 3.0%)
33 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 ()
11.2% 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 ()
38 of 94 funds in its are : BOIL, DIG, DRN, DUG, EDC, EFO, ERX, FAS, GUSH, KOLD, PSQ, QID, QLD, SDS, SH, SOXL, SOXS, SPXL, 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.
Every day the system asks: 1) Is the trend up or down? (Price vs its moving average, a simple trend line.) 2) Is the market hot or cold? (RSI, a 0–100 ‘heat meter’; >80 = too hot, <30 = washed‑out.)<br>In calm uptrends it rides growth (QQQ and 3× tech/semis). If too hot or breaking down, it moves to T‑Bills (BIL), Treasuries (TLT/TMF), or hedges with volatility (UVXY) or inverse funds (SQQQ). Severe dips trigger “buy‑the‑dip.” Separate sleeves time bonds and energy/commodities.<br>Typical exposures: US stocks (tech/semis heavy), Treasuries, volatility (VIX), energy/nat gas, commodities, US dollar, gold, and T‑Bills. Rebalanced daily.
A daily, rules‑based, multi‑strategy portfolio. It rides tech/semis in good trends, buys severe dips, times Treasuries and energy, and hedges with T‑Bills, volatility (UVXY), or inverse ETFs when markets overheat or crack. Uses leveraged ETFs; high risk.
Out-of-sample edge: 21.45% annualized return vs 19.80% for the S&P 500; drawdown 14.12% vs 18.76%; Sharpe 1.39 vs 1.23; beta ~0.72. Diversified, trend-following strategy with hedges for resilience.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $511k | 2026-10-11 | |
| Backtest regulatory fees | $893 | 2026-10-11 | |
| Backtest slippage cost | $6,676 | 2026-10-11 |
| AI categories (Composer) | cash/t-bills, commodities, energy, leveraged etfs, mean-reversion, multi-strategy, tactical, tech/semis, treasuries, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,945 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOIL", "BSV", "BTAL", "COP", "CVE", "CVX", "DBC", "DBO", "DIA", "DIG", "DINO", "DRN", "DUG", "EDC", "EFO", "ENPH", "ERX", "FAN", "FAS", "FCG", "GLD", "GUSH", "HYG", "ICLN", "IEF", "IEI", "IPO", "KOLD", "LQD", "MPC", "PSQ", "QID", "QLD", "QQQ", "QUAL", "RPV", "RSP", "SCHD", "SDS", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPXL", "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", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "VLO", "VOOG", "VOOV", "VTIP", "VTV", "XLE", "XLF", "XLK", "XLP", "XLU", "XLY", "XNTK", "XOM" ] | 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) | 0.72 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,853 | 2026-10-11 | |
| Out-of-sample length | 663 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 41.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5005% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.86% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.44% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.14% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.76% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -14.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 14.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.48% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
