Composer · investment strategy
by Composer Technologies · via Composer
A rule‑driven switchboard: chase tech/semis with 2–3x funds when trends are favorable; hide in T‑Bills, dollar, gold, and hedges when not. Uses simple hot/cold price gauges to buy pullbacks, fade extremes, and add crash protection. 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.
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.
0.6% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 6.1% (PDBC 13% × 0.48), 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. : 83% · 2026-10-11 ()
45.7% 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 ()
30 of 77 funds in its are : CURE, ERX, ERY, FAS, FAZ, HDGE, PSQ, QLD, RETL, SDOW, SH, SJB, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, TBF, TBT, TMF, TNA, TQQQ, TTT, TZA, UBT, UDOW, UPRO, URTY
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.
RSI = a 0–100 speedometer of recent price moves (high=hot, low=cold). Moving averages = trend lines.<br>1) If chip stocks (SOXX) look weak, shift to defense: T‑Bills, dollar, gold, and inverse/defensive funds; special “crash” rules on vol spikes.<br>2) If chips are strong, ride tech with 2–3x Nasdaq/semis (TQQQ, SOXL), but cut or flip short (SQQQ, SOXS) when readings get too hot/cold.<br>~10% stays in T‑Bills; extra hedges are layered.
A rule‑driven switchboard: chase tech/semis with 2–3x funds when trends are favorable; hide in T‑Bills, dollar, gold, and hedges when not. Uses simple hot/cold price gauges to buy pullbacks, fade extremes, and add crash protection. High risk.
Out-of-sample: max drawdown 16.65% vs 18.76%, beta ~0, Calmar ~1.08. A rule-based regime switch between levered tech and hedges delivers smoother, more resilient exposure than the S&P 500 with tax-friendly design—slightly lower long-run return but better downside protection.
My name is CallingMyPuts, and I have been pantsless for the past 10 months.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.7M | 2026-10-11 | |
| Backtest regulatory fees | $26k | 2026-10-11 | |
| Backtest slippage cost | $214k | 2026-10-11 |
| AI categories (Composer) | crash protection, hedged, leveraged etfs, momentum & mean reversion, tactical multi-asset, volatility/regime switching | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 417 | 2026-10-11 | |
| Rebalance corridor width | 7.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "COST", "CURE", "ERX", "ERY", "FAS", "FAZ", "FEMB", "FTLS", "GLD", "HDGE", "HEFA", "HYEM", "IEF", "IYR", "IYZ", "LMBS", "MTUM", "PDBC", "PPLT", "PSQ", "QLD", "QQQ", "QUAL", "QYLD", "RETL", "SDOW", "SDY", "SH", "SHV", "SHY", "SHYG", "SJB", "SMH", "SOXL", "SOXS", "SOXX", "SPLV", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "STIP", "TBF", "TBT", "TIP", "TIPX", "TLT", "TMF", "TNA", "TQQQ", "TTT", "TZA", "UBT", "UDOW", "UNH", "UPRO", "URTY", "USDU", "UUP", "VIXM", "VMBS", "VTI", "XAR", "XHB", "XLI", "XLP", "XLU", "XLV", "XLY", "XYLD", "YYY", "ZROZ" ] | 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) | -0.02 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 |
| Remixes (copies) | 30 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,966 | 2026-10-11 | |
| Out-of-sample length | 812 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 68.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 46k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.06% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.74% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 6.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 6.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.74% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.12 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -16.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.68 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.29 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.84% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
