Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules‑based, daily mix of leveraged stock, bond, and hedge ETFs. It rides tech‑led uptrends and buy‑the‑dip signals, then defends with cash, Treasuries, volatility and short funds when risk rises.
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.
9 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.
0.3% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
: 7.4% (DBO 7% × 1.00), shown separately from fossil-fuel companies.
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 57% · 2026-10-11 ()
85.3% 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 ()
41 of 88 funds in its are : BRZU, CURE, DPST, DUST, EDC, EDZ, ERX, ERY, FAS, FAZ, NAIL, NUGT, PSQ, QID, QLD, SCO, SDS, SH, SOXL, SOXS, SPXL, SPXS, SQQQ, SRTY, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, TZA, UBT, UDOW, UGL, UMDD, UPRO, URTY, 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.
It’s a daily‑rebalanced mix of many small rule sets. Each one checks simple signals—trend (price above/below its average), “heat” (RSI: a 0‑100 gauge of how fast price just moved; high=overheated, low=washed‑out), recent % moves, volatility, and bond trends—and then picks one ETF.<br>In calm uptrends it owns 3x tech/US stocks (TQQQ, UPRO, TECL, SOXL). On sharp drops it “buys the dip.” When markets look overheated or shaky it shifts to cash/T‑bills (BIL), Treasuries (TLT/TMF), a market‑neutral hedge (BTAL), or bear/volatility funds (SQQQ, SOXS, VIXY). It can also flip gold‑miners, small‑caps, and emerging‑markets bull/bear funds when their signals turn.
An aggressive, rules‑based, daily mix of leveraged stock, bond, and hedge ETFs. It rides tech‑led uptrends and buy‑the‑dip signals, then defends with cash, Treasuries, volatility and short funds when risk rises.
Out-of-sample annualized return ~40% vs SPY ~21%; levered tech tilt with adaptive hedges and cash, aiming big upside while pruning risk. Expect higher drawdowns in stress, but potential for superior long-run gains.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3B | 2026-10-11 | |
| Backtest regulatory fees | $6.5M | 2026-10-11 | |
| Backtest slippage cost | $62.6M | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged etfs, macro regime, tactical multi‑strategy, tech/semis tilt, trend & mean‑reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,722 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AMZN", "BIL", "BND", "BRZU", "BSV", "BTAL", "C", "CSX", "CURE", "DBC", "DBO", "DPST", "DUST", "EDC", "EDZ", "EPI", "ERX", "ERY", "EWZ", "FAS", "FAZ", "GE", "GLD", "GOOG", "IBM", "IEF", "INTC", "IWM", "JPM", "LLY", "META", "MSFT", "NAIL", "NFLX", "NUGT", "NVDA", "PSQ", "PUI", "QID", "QLD", "QQQ", "SCO", "SDS", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPY", "SQQQ", "SRTY", "STIP", "SVXY", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TYO", "TZA", "UBT", "UDOW", "UGL", "UMDD", "UPRO", "UPS", "URTY", "USD", "USDU", "USRT", "UUP", "UVXY", "VIXM", "VIXY", "WFC", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.81 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 61 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,770 | 2026-10-11 | |
| Out-of-sample length | 684 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 207.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 23105k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 151.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 15.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.57% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.49% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.14% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.28% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.93% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.48 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.49% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 64.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.85% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
