Composer · investment strategy
by Composer Technologies · via Composer
Daily switches between an aggressive, momentum-driven sleeve (leveraged tech/crypto/miners + a gold/bitcoin/cash trend mix) and a defensive sleeve (one oversold quality stock + the best of gold/bitcoin/long bonds) using a simple fear-vs-bonds check.
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.
5 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.
0.4% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
80.0% 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 ()
3 of 14 funds in its are : JNUG, TMV, TQQQ
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 asks: is fear (VIXY) cooling vs safe bonds (TLT) heating up? If yes, go Aggressive: 80% in the strongest of 3x Nasdaq (TQQQ), gold miners (JNUG), or bitcoin (GBTC)—sometimes a short‑bond pick (TMV)—based on short‑term strength (RSI = recent hot/cold). Plus 20% in the 2–3 strongest of gold (GLD), bitcoin, or cash‑like T‑bills (SHV) by 56‑day trend. If fear is higher, go Defensive: 70% in one sturdy, temporarily weak stock (from NVR/CAT/AXP/ISRG/TXRH/PGR), 30% in the best of GLD/GBTC/TLT.
Daily switches between an aggressive, momentum-driven sleeve (leveraged tech/crypto/miners + a gold/bitcoin/cash trend mix) and a defensive sleeve (one oversold quality stock + the best of gold/bitcoin/long bonds) using a simple fear-vs-bonds check.
Stronger upside: out-of-sample annualized return ~27% vs SPY ~19%, driven by disciplined regime-switching between momentum tech/crypto and defensive bets. Higher volatility/drawdowns are possible; risk managed by rules.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.0M | 2026-10-19 | |
| Backtest regulatory fees | $60k | 2026-10-19 | |
| Backtest slippage cost | $537k | 2026-10-19 |
| AI categories (Composer) | crypto/gold/treasuries, leveraged etfs, momentum + mean-reversion, regime-switching, single-stock tilt, tactical allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 41 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.63 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AXP", "CAT", "GBTC", "GLD", "ISRG", "JNUG", "NVR", "PGR", "SHV", "TLT", "TMV", "TQQQ", "TXRH", "VIXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.34 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 |
| Remixes (copies) | 17 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,826 | 2026-10-19 | |
| Out-of-sample length | 449 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 89.50% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 130k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.01% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.40% | ||
| Return, trailing 1 day (out-of-sample) | -0.87% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.73% | ||
| Return, trailing 1 week (out-of-sample) | -1.02% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.36% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 6.52% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.31% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -2.33% | ||
| SPY annualized return over the backtest window (backtest) | 14.08% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.13 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.73 | ||
| Maximum drawdown, backtest period (backtest) | -42.02% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.05% | ||
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | ||
| Sortino ratio, backtest period (backtest) | 2.36 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 50.43% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.59% |
| Annualized turnover, backtest period (backtest) | 80.60 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 79.81 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.56% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.90% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
