Composer · investment strategy
by Composer Technologies · via Composer
Rules-based “buy the dip, sell the rip” system. Buys 3x tech/semis on oversold signals if bonds confirm; hedges with inverse/volatility when overbought; shifts to defensive when commodities/rates lead. Includes a crypto/ARK momentum sidecar. Very 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.
4 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%)
3 funds (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 67% · 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 ()
44 of 84 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, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UBT, UCO, UGL, UPRO, URTY, USD, UVIX, UVXY, WEBL, YANG, 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 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.
Think of it as a market “thermostat.” It measures short‑term heat (RSI = a 0–100 speedometer of recent rises/falls). If stocks are too cold and bonds say conditions are OK, it buys high‑octane tech/semis (3x funds). If too hot, it hedges (inverse or volatility funds). If commodities or rates dominate, it shifts defensive. A small crypto/ARK sleeve flips long/short on momentum.<br>Very high risk.
Rules-based “buy the dip, sell the rip” system. Buys 3x tech/semis on oversold signals if bonds confirm; hedges with inverse/volatility when overbought; shifts to defensive when commodities/rates lead. Includes a crypto/ARK momentum sidecar. Very high risk.
Dynamic rules-based strategy rotates into leveraged tech with macro filters and hedges; adds crypto/ARK overlays for diversification beyond SPY. Aims for growth in favorable regimes, but accepts higher drawdowns and different risk-adjusted profile.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $109k | 2026-10-11 |
| AI categories (Composer) | crypto overlay, leveraged etfs, macro regime, mean reversion, tactical asset allocation, tech/semiconductors tilt, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,574 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BND", "BSV", "BTAL", "COIN", "CURE", "DBC", "DRV", "EDC", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "IEI", "JDST", "LABD", "LABU", "LQD", "MSTR", "MVV", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SCHZ", "SH", "SHV", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TARK", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UBT", "UCO", "UGL", "UPRO", "URTY", "USD", "USDU", "UUP", "UVIX", "UVXY", "VGLT", "VIXY", "VTIP", "WEBL", "YANG", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 42 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,057 | 2026-10-11 | |
| Out-of-sample length | 728 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 246.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.79% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.67% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 26.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 75.66% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 75.64% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 9.97% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 31.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.00 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.44 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.59 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.42% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 139.48 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 133.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.01% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
