Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily swing between offense and defense. In uptrends it piles into the fastest movers (often 3× S&P/Nasdaq/Dow). When warning lights flash (volatility, rates, momentum), it shifts to Treasuries, cash, dollar, utilities, gold, and commodities.
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.
10 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.
8.0% of weight in (IVV: 3.0%)
9 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 ()
76.8% 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 ()
23 of 88 funds in its are : DRV, EDC, JDST, LABD, LABU, PSQ, SH, SPXL, SPXS, TBT, TECL, TMF, TMV, TQQQ, TYD, TYO, UDOW, UGL, UPRO, URTY, UVXY, 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 Macro signals 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 checklist: 1) Uptrend? It compares short vs long moving averages of the S&P 500 (a moving average = average price over the last 20/50/200 days). 2) Stress? It watches VIX (via VIXY), bonds/inflation (TIP), and RSI (a 0–100 heat‑meter). If green: buy 2–3 fastest ETFs (often 3× SPXL, TQQQ, UDOW or top SPY/QQQ/DIA names). If red: rotate to Treasuries (TMF), T‑Bills (BIL), dollar (USDU), utilities (XLU), gold (UGL/GLD), commodities (PDBC/DBC). 3× funds = high volatility.
Rules-based, daily swing between offense and defense. In uptrends it piles into the fastest movers (often 3× S&P/Nasdaq/Dow). When warning lights flash (volatility, rates, momentum), it shifts to Treasuries, cash, dollar, utilities, gold, and commodities.
Out-of-sample, this rules-based strategy beats the S&P on risk-adjusted terms: ~43% annualized return vs 22%, Sharpe ~1.42, alpha ~0.18. It leverages in uptrends and rotates to risk-off in stress; drawdowns ~32% vs ~19%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.7M | 2026-10-11 | |
| Backtest regulatory fees | $28k | 2026-10-11 | |
| Backtest slippage cost | $225k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, multi-signal ensemble, risk-on/risk-off, tactical asset allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6,555 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BA", "BIL", "BND", "BNDX", "BRK/B", "BTAL", "BWX", "CAT", "COM", "COST", "CRM", "CSCO", "DBA", "DBB", "DBC", "DRV", "EDC", "EMB", "FAAR", "FTGC", "GBIL", "GLD", "GLTR", "GOOG", "GOOGL", "GS", "HD", "HON", "HYG", "IEF", "IEO", "JDST", "JNJ", "JPM", "LABD", "LABU", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PEP", "PSQ", "QQQ", "SH", "SHV", "SOXX", "SPXL", "SPXS", "SPY", "TBT", "TECL", "TIP", "TMF", "TMV", "TQQQ", "TRV", "TSLA", "TYD", "TYO", "UDOW", "UGL", "UNH", "UPRO", "URTY", "USDU", "UVXY", "V", "VGSH", "VIXM", "VIXY", "VWO", "WOOD", "XLK", "XLU", "XOM", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 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) | 0.55 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,305 | 2026-10-11 | |
| Out-of-sample length | 724 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 103.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 67k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 180.71% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.94% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.39% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 83.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 83.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.04% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.14% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.20 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 82.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 83.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
