Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical swing strategy that detects crashes and volatility, then rotates among defensive, bond, tech, and inverse ETFs—often leveraged—to play short-term rebounds. Equal-weighted positions; high turnover and 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.
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%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
18 of 29 funds in its are : DRV, EDC, JDST, LABD, LABU, PSQ, QID, SH, SVXY, TECL, TMF, TMV, TQQQ, TYO, UPRO, URTY, YANG, 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.
Daily, it checks: 1) Did the Nasdaq just crash then pop? If yes, buy the strongest “safety” ETFs (volatility, dollar, staples/low‑vol, inverse tech, bonds). 2) Else, is volatility high? If yes, hold the two calmest hedges. 3) Otherwise, compare bonds vs tech (RSI = a short‑term heat meter) and buy two recent laggards on the bullish or bearish side to play a bounce. Equal‑weighted.
A daily, tactical swing strategy that detects crashes and volatility, then rotates among defensive, bond, tech, and inverse ETFs—often leveraged—to play short-term rebounds. Equal-weighted positions; high turnover and high risk.
Out-of-sample: ~64.8% annualized vs ~21% for the S&P, driven by volatility gates, crash-detection hedges, and mean-reversion bets. Higher upside and diversification, but much larger drawdowns; risk tolerance needed.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $82.8M | 2026-10-11 | |
| Backtest regulatory fees | $311k | 2026-10-11 | |
| Backtest slippage cost | $2.9M | 2026-10-11 |
| AI categories (Composer) | crash detection, daily rebalance, inverse etfs, leveraged etfs, mean reversion, multi-asset, tactical, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 212 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "BTAL", "DRV", "EDC", "JDST", "LABD", "LABU", "PSQ", "QID", "QQQ", "SH", "SOXX", "SPLV", "SPY", "SVXY", "TECL", "TMF", "TMV", "TQQQ", "TYO", "UPRO", "URTY", "UUP", "VIXM", "VIXY", "XLP", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.07 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 |
| Remixes (copies) | 33 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,855 | 2026-10-11 | |
| Out-of-sample length | 791 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 121.67% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 828k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.78% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 380.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -3.66% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 17.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.77% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 197.20% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 196.96% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.05% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -67.30% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.46% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 119.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 118.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.10% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
