Composer · investment strategy
by Composer Technologies · via Composer
Hyper‑active strategy that buys dips in tech/semis and hedges “rips,” using hot/cold readings (RSI), short‑term momentum, and bond‑trend filters. Rotates among 3x bull/bear ETFs, volatility hedges, and TMF/TMV, with ARKK and Bitcoin side sleeves.
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.
“If hot, it hedges/shorts (UVXY, SQQQ).”
“If trend is up and things look cold, it buys fast leaders (3x tech/semis like TQQQ, SOXL).”
“Every day it asks”
“If rates shift, it flips TMF↔TMV.”
“Is it risk‑on or risk‑off? (long‑term stock trend and stocks vs. commodities)”
“Side sleeves trade ARKK (TARK/SARK) and Bitcoin (BITO/BITI).”
2 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 2026-07-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 99% · 2026-10-19 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-19 ()
40 of 80 funds in its are : BITI, CURE, DRV, EDC, ERX, EUO, HIBL, JDST, 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, YCS
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Every day it asks: 1) Is it risk‑on or risk‑off? (long‑term stock trend and stocks vs. commodities). 2) Are prices hot or cold now? (RSI = a 0–100 “heat” score; high = stretched up, low = washed‑out). 3) Are rates falling or rising? (bond trends).<br>If trend is up and things look cold, it buys fast leaders (3x tech/semis like TQQQ, SOXL). If hot, it hedges/shorts (UVXY, SQQQ). If rates shift, it flips TMF↔TMV. Side sleeves trade ARKK (TARK/SARK) and Bitcoin (BITO/BITI).
Hyper‑active strategy that buys dips in tech/semis and hedges “rips,” using hot/cold readings (RSI), short‑term momentum, and bond‑trend filters. Rotates among 3x bull/bear ETFs, volatility hedges, and TMF/TMV, with ARKK and Bitcoin side sleeves.
Dynamic, regime‑driven strategy chasing tech leaders with built‑in hedges and rate bets. Out‑of‑sample: ~19.9% annualized vs SPY 20.7%; higher drawdowns but adds diversification via volatility hedges, ARK/crypto sleeves, and bonds.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $418k | 2026-10-19 | |
| Backtest regulatory fees | $5,226 | 2026-10-19 | |
| Backtest slippage cost | $40k | 2026-10-19 |
| AI categories (Composer) | crypto/ark sleeve, leveraged etfs, multi-asset, rates regime, tactical allocation, trend + mean reversion, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5,525 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.43 | 2026-10-19 | |
| 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", "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", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.12 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.92 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 2 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 1,063 | 2026-10-19 | |
| Out-of-sample length | 689 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 142.13% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4083% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.54% | ||
| Return, trailing 1 day (out-of-sample) | -10.68% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 11.12% | ||
| Return, trailing 1 week (out-of-sample) | -15.79% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -17.52% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 14.15% | ||
| Return, trailing 2 weeks (out-of-sample) | -14.31% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.90% | ||
| SPY annualized return over the backtest window (backtest) | 18.52% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.92 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Maximum drawdown, backtest period (backtest) | -48.59% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.84% | ||
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Sortino ratio, backtest period (backtest) | 3.47 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 52.82% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.09% |
| Annualized turnover, backtest period (backtest) | 134.21 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 129.63 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.37% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.51% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
