Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical rotation. Adds a ~30% bitcoin sleeve when BTC is trending. For stocks it buys 3× tech/semis on selloffs, flips to inverse ETFs in downtrends, and uses a fear fund after overheated moves; Treasury signals steer long/short bond bets. Rebalances daily.
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.
3 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
: 50.3% (DBO 50% × 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. : 100% · 2026-10-11 ()
0.0% 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 ()
22 of 41 funds in its are : BULZ, CONL, DRN, DRV, LABD, LABU, PSQ, SCO, SH, SOXL, SPXL, SPXS, SQQQ, TECL, TECS, TMF, TMV, TQQQ, TYO, UPRO, URTY, 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.
Daily it picks the stronger of two playbooks. If bitcoin trends up (price above long‑term averages), ~30% goes to the strongest bitcoin fund or crypto stock. Stocks use three cues:<br>• Heat (RSI): very hot (>80) → buy a fear fund (UVXY); very cold (<30) → buy 3× tech/semis for a bounce.<br>• Trend: S&P above its 200‑day avg → staples/oil; below → inverse funds that rise when stocks fall.<br>• Bonds: Treasury strength decides owning or shorting long bonds (TMF/TMV) and tilts bull vs bear. It rebalances daily.
Daily tactical rotation. Adds a ~30% bitcoin sleeve when BTC is trending. For stocks it buys 3× tech/semis on selloffs, flips to inverse ETFs in downtrends, and uses a fear fund after overheated moves; Treasury signals steer long/short bond bets. Rebalances daily.
Aggressive, rules-based rotation with a crypto sleeve targets outsized upside. Out-of-sample return ~162% vs SPY ~39%, aided by a Calmar ~4.16. A higher drawdown (~39%) accompanies potential multi-bagger gains and hedges the S&P lacking.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.4M | 2026-10-11 | |
| Backtest regulatory fees | $13k | 2026-10-11 | |
| Backtest slippage cost | $106k | 2026-10-11 |
| AI categories (Composer) | biotech, crypto, energy, leveraged etfs, mean reversion, real estate, small caps, staples, tactical rotation, tech/semis, treasuries, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 383 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.90 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BITO", "BITQ", "BITS", "BND", "BTF", "BULZ", "COIN", "CONL", "DBO", "DRN", "DRV", "IEF", "IWM", "KEEL", "LABD", "LABU", "MARA", "MSTR", "PSQ", "QQQ", "RIOT", "SCO", "SH", "SHY", "SOXL", "SPXL", "SPXS", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TYO", "UPRO", "URTY", "UVXY", "XBI", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.34 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 |
| Remixes (copies) | 92 | 2026-10-11 | |
| Watchers | 29 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 939 | 2026-10-11 | |
| Out-of-sample length | 130 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 465.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 64k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 162.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.87% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 171.39% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 320.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 34.71% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.44% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.16 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -78.89% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.02% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.81 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 106.89% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 105.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 74.63 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
