Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based trader that flips daily among 3x tech/semis, short/volatility ETFs, and long/short Treasuries using simple “hot/cold” and trend checks. It buys dips, fades rips, and even toggles ARK and Bitcoin proxies. Extremely 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.
5 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.
0.8% 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. : 100% · 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 ()
38 of 69 funds in its are : BITI, CURE, DRV, EDC, ERX, EUO, HIBL, JDST, LABD, LABU, MVV, PSQ, QID, QLD, SARK, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, UBT, UCO, UGL, UPRO, USD, UVXY, YCS, YINN
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.
Each day it checks a few “dials”: - Is the stock market hot or cold (RSI: a heat gauge for “too hot/too cold”)? - Is the trend up or down (moving averages)? - Are bonds rising or falling (Treasury ETFs)? Then it picks one aggressive ETF: 3x tech/semis if dips look buyable; UVXY or inverse ETFs if things look overheated; TMF/TMV if rate moves dominate. Side modules flip long/short ARK and Bitcoin proxies.<br>Very high risk.
A fast, rules-based trader that flips daily among 3x tech/semis, short/volatility ETFs, and long/short Treasuries using simple “hot/cold” and trend checks. It buys dips, fades rips, and even toggles ARK and Bitcoin proxies. Extremely high risk.
Daily regime-switching, volatility-aware strategy across tech, bonds, and crypto proxies. Out-of-sample: 33.7% annualized return vs SPY’s 21.6%, with higher upside and adaptive risk controls—though drawdowns can be larger in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $550k | 2026-10-11 | |
| Backtest regulatory fees | $5,174 | 2026-10-11 | |
| Backtest slippage cost | $39k | 2026-10-11 |
| AI categories (Composer) | bonds/rates, crypto proxy, daily rebalance, leveraged etfs, mean reversion & momentum, regime switching, tactical multi-asset, tech/semis focus, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,180 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BSV", "BTAL", "COIN", "CURE", "DBC", "DRV", "EDC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "IEI", "JDST", "LABD", "LABU", "MSTR", "MVV", "PSQ", "PUI", "QID", "QLD", "SARK", "SH", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TARK", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYO", "UBT", "UCO", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXY", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 30 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 787 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 155.20% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5402% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 148.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.43% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.66% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -13.16% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -13.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.98% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.63% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.05 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.32% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.32% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.48% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 128.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 124.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.84% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
