Composer · investment strategy
by Composer Technologies · via Composer
A fast, risk-on/risk-off rotator. It pits ETFs in short “drawdown duels” and rides the one holding up best. When markets run too hot, it flips into VIX “fear” funds or cash; when they cool, it leans into tech/semis. Falls back to steady stocks or KMLM/BTAL if shaky.
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.
6 positions as of 2026-10-19
: 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
0.0% 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% · 2026-10-19 ()
31 of 60 funds in its are : AAPB, BITX, CARD, CONL, CURE, DRN, ERX, FAS, FBL, FNGD, FNGG, JNUG, KOLD, NAIL, NUGT, NVDL, OILD, PSQ, QLD, RETL, SOXL, SOXS, SPXL, TECL, TMF, TNA, TQQQ, TSLR, UVIX, UVXY, WANT
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:<br>- Stages 11–12 day “duels” and owns the ETF that had the smallest recent drop.<br>- Uses a heat gauge (RSI) on indexes/sectors: very hot → buy VIX “fear” funds or T‑bills; very cold → buy growth/tech (often 2x/3x).<br>- If risk rises, shifts to a steady stock basket (LLY, NVO, COST, GE/PGR) or diversifiers like KMLM (managed futures) and BTAL. Also rotates semis/energy/utilities.
A fast, risk-on/risk-off rotator. It pits ETFs in short “drawdown duels” and rides the one holding up best. When markets run too hot, it flips into VIX “fear” funds or cash; when they cool, it leans into tech/semis. Falls back to steady stocks or KMLM/BTAL if shaky.
Out-of-sample, this strategy targets ~37.5% annualized return vs SPY's ~23.3%, with a Calmar ~1.06. It uses regime-switching hedges (VIX/futures) to pursue bigger upside while controlling risk—though drawdowns can exceed SPY in stress.
NOVA: 7/31/2024 major rework putting specific groups of tickers against each other in a drawdown. Generally, I find for two ticker compare 11d works best whereas for a multi-ticker compare 12d is best. also added JRT to the end w/bil. contains: NOVA | Draw-down Duel v2 | Just (front)run this & Overcompensating Frontrunner & WHS 60d block |
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $94k | 2026-10-19 | |
| Backtest regulatory fees | $336 | 2026-10-19 | |
| Backtest slippage cost | $2,461 | 2026-10-19 |
| AI categories (Composer) | defensive stocks, drawdown rotation, leveraged etfs, managed futures, momentum/mean-reversion, regime switching, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 437 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "BIL", "BITX", "BTAL", "CARD", "CONL", "COST", "CURE", "DRN", "EETH", "ERX", "FAS", "FBL", "FNGD", "FNGG", "FNGS", "FTLS", "GBTC", "GE", "GEHC", "IEF", "IOO", "JNUG", "KMLM", "KOLD", "LLY", "NAIL", "NUGT", "NVDL", "NVO", "OILD", "PGR", "PSQ", "QLD", "QQQ", "RETL", "SMH", "SOXL", "SOXS", "SPLV", "SPXL", "SPY", "TECL", "TMF", "TNA", "TQQQ", "TSLR", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VTV", "VXX", "WANT", "XLE", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.37 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 743 | 2026-10-19 | |
| Out-of-sample length | 358 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 113.36% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 836.90% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.47% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 56.18% | ||
| Return, trailing 1 day (out-of-sample) | -3.57% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.13% | ||
| Return, trailing 1 week (out-of-sample) | -5.36% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -0.69% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 8.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.73% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.48% | ||
| SPY annualized return over the backtest window (backtest) | 24.29% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.18 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.06 | ||
| Maximum drawdown, backtest period (backtest) | -35.67% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.46% | ||
| Sharpe ratio, backtest period (backtest) | 2.31 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Sortino ratio, backtest period (backtest) | 3.72 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 35.69% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.36% |
| Annualized turnover, backtest period (backtest) | 66.19 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 68.74 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.37% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.35% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
