Composer · investment strategy
by Composer Technologies · via Composer
Daily rules flip between 3x tech/market bets, steadier Dow/small‑caps, or mostly T‑Bills with small inverse hedges. Uses short‑ and medium‑term strength/trend gauges to turn risk on/off. High risk due to leverage and fast moves.
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.
1.2% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
100.0% 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 ()
5 of 10 funds in its are : PSQ, SH, TECL, TQQQ, UPRO
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) First, check if a growth‑heavy S&P fund is above its 21‑day average. If yes, use fast‑moving 3x tech/market funds; if the tape looks “too hot,” switch to steadier Dow + small‑caps.<br>2) If that fund is weak, very short‑term checks (2/5/10‑day averages and a quick strength meter) choose between: mostly T‑Bills with a small inverse hedge, or a contrarian 3x long. Rebalanced daily.
Daily rules flip between 3x tech/market bets, steadier Dow/small‑caps, or mostly T‑Bills with small inverse hedges. Uses short‑ and medium‑term strength/trend gauges to turn risk on/off. High risk due to leverage and fast moves.
Out-of-sample edge: ~74% annualized return vs ~22% for SPY, Calmar ~2.05, strong risk-adjusted gains. A rules-based rotation captures tech rallies and trims risk in heat—producing higher upside than the S&P, with larger but manageable drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.6M | 2026-10-11 | |
| Backtest regulatory fees | $7,766 | 2026-10-11 | |
| Backtest slippage cost | $56k | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, mean reversion, momentum, risk-on/risk-off, tactical rotation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 33 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DIA", "IWM", "PSQ", "SH", "SPY", "SPYG", "TECL", "TQQQ", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,190 | 2026-10-11 | |
| Out-of-sample length | 714 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 39.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 26k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 74.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 384.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 15.03% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.74% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.62% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.05 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 0.91 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 50.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.72% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
