Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based swing strategy that rotates daily among leveraged stock funds (often tech/semis), bonds, cash, and volatility. It buys rebounds when markets are cold and hedges or shorts when they’re hot or falling. High risk; built for quick switches.
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.
8 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.
6.6% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-06-30)
: 15.2% (DBO 13% × 1.00, DBC 6% × 0.37), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 73% · 2026-10-11 ()
30.5% 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 ()
49 of 98 funds in its are : CHAU, CURE, DIG, DRV, EDC, EET, EPV, ERX, EUM, EUO, EURL, INDL, LABD, LABU, MIDU, MVV, PSQ, QLD, ROM, SCO, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UGE, UGL, UPV, UPW, URTY, USD, UVXY, YANG, YCS, YINN, YXI
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.
Each day it checks: are stocks strong or weak vs bonds, and are prices “hot” or “cold”? If healthy or very oversold, it buys high‑octane stock funds (often 3x tech/semis like TQQQ/TECL/SOXL) to catch quick rebounds. If overheated or breaking down, it flips to hedges: inverse stock funds, long/short Treasuries (TMF/TMV), cash‑like T‑bills (BIL), or volatility (UVXY). RSI is a speedometer for price moves; moving averages flag the bigger trend.
A fast, rules‑based swing strategy that rotates daily among leveraged stock funds (often tech/semis), bonds, cash, and volatility. It buys rebounds when markets are cold and hedges or shorts when they’re hot or falling. High risk; built for quick switches.
Out-of-sample upside: ~43% annualized vs SPY’s ~18%, Calmar ~1.23. A fast, rules-based rotation with hedges and volatility protection seeks big trend gains while keeping risk contained—though drawdowns can exceed the S&P.
467/Std46/20 | QM 496/Vol 47/20 | YCTO 247/25 | New Filter Logic. ADDED: Where in the World. | CUT (due to size): Lowcore, Filtered TQQQ FTLT, V1 BWC: Medium Time Frame Switches (Base Edition), V1 BWC: Sub Zero Selector (BT June 2 2015)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.2M | 2026-10-11 | |
| Backtest regulatory fees | $10k | 2026-10-11 | |
| Backtest slippage cost | $79k | 2026-10-11 |
| AI categories (Composer) | bond trend filter, daily rebalanced, global rotation, leveraged etfs, momentum and mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,193 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BNDX", "BSV", "BTAL", "CBON", "CHAU", "COMT", "CTA", "CURE", "DBC", "DBO", "DGRW", "DIG", "DRV", "EBND", "EDC", "EEM", "EET", "EFA", "EPI", "EPV", "ERX", "EUM", "EUO", "EURL", "EZU", "GLD", "IAUM", "IEF", "IEI", "IEO", "INDL", "IWM", "IXUS", "LABD", "LABU", "LQDH", "MCHI", "MIDU", "MVV", "PDBC", "PSQ", "PTY", "PUI", "QLD", "QQQ", "ROM", "SCHZ", "SCO", "SH", "SHV", "SHY", "SHYL", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "SVXY", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UGE", "UGL", "UPV", "UPW", "URTY", "USD", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "XLK", "XLP", "XLU", "XLV", "YANG", "YCS", "YINN", "YXI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,152 | 2026-10-11 | |
| Out-of-sample length | 440 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 225.60% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 22k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.35% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 87.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.97% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.28% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.32% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.06% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.45% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.27% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -43.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.05 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 86.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 81.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
