Composer · investment strategy
by Composer Technologies · via Composer
An active, daily offense/defense system. It buys tech-heavy stocks when trends are healthy and shifts to Treasuries, cash-like T-Bills, shorts, or volatility hedges when markets look stretched or fearful. Uses many leveraged ETFs and strict rules.
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 risk looks bad: move to Treasuries (TLT/TMF), T-Bills (BIL/SHV), market shorts (PSQ/SH), or volatility funds (UVXY/VIXY).”
“Uses many leveraged ETFs and strict rules.”
“Daily, it checks simple gauges: RSI (a hot/cold meter), moving averages (trend lines), short-term returns, and fear (VIX).”
“It can flip long/short bonds (TMF/TMV) and use SVXY when fear fades.”
“EM (EDC/EDZ) only if trends allow.”
12 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.
0.1% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 2026-10-19 ()
85.7% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-19 ()
19 of 52 funds in its are : AGQ, EDC, EDZ, PSQ, QID, QLD, SH, SOXL, SPXL, SQQQ, SVXY, TBF, TBT, TECL, TMF, TMV, TQQQ, UGL, UVXY
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.
Daily, it checks simple gauges: RSI (a hot/cold meter), moving averages (trend lines), short-term returns, and fear (VIX). If risk looks good: buy fast-moving growth (mainly tech via QQQ/TQQQ/TECL/SOXL) or broad stocks. If risk looks bad: move to Treasuries (TLT/TMF), T-Bills (BIL/SHV), market shorts (PSQ/SH), or volatility funds (UVXY/VIXY). It can flip long/short bonds (TMF/TMV) and use SVXY when fear fades. EM (EDC/EDZ) only if trends allow.
An active, daily offense/defense system. It buys tech-heavy stocks when trends are healthy and shifts to Treasuries, cash-like T-Bills, shorts, or volatility hedges when markets look stretched or fearful. Uses many leveraged ETFs and strict rules.
Out-of-sample: 25.6% annualized return vs 20% for the S&P, with dynamic offense/defense and hedges. Calmar ~1.07 suggests solid risk-adjusted upside and stronger long-run growth, even with occasional larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $234.1M | 2026-10-19 | |
| Backtest regulatory fees | $598k | 2026-10-19 | |
| Backtest slippage cost | $5.7M | 2026-10-19 |
| AI categories (Composer) | bonds vs stocks, emerging markets, leveraged etfs, mean reversion, multi-strategy, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 895 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "BIL", "BND", "BSV", "BTAL", "COKE", "COST", "DBC", "EDC", "EDZ", "EEM", "IEF", "IEI", "IGIB", "IOO", "IWM", "IXN", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "RINF", "SH", "SHV", "SOXL", "SOXX", "SPHB", "SPXL", "SPY", "SQQQ", "SVXY", "TBF", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UVXY", "VIXM", "VIXY", "VTI", "VTV", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-19 |
| Remixes (copies) | 67 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,663 | 2026-10-19 | |
| Out-of-sample length | 529 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 99.77% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2341k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.63% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.72% | ||
| Return, trailing 1 day (out-of-sample) | -4.22% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.48% | ||
| Return, trailing 1 week (out-of-sample) | -5.64% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 1.96% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 17.04% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.92% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 12.62% | ||
| SPY annualized return over the backtest window (backtest) | 14.38% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.15 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Maximum drawdown, backtest period (backtest) | -24.02% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.02% | ||
| Sharpe ratio, backtest period (backtest) | 2.88 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | ||
| Sortino ratio, backtest period (backtest) | 5.48 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 25.13% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.16% |
| Annualized turnover, backtest period (backtest) | 40.26 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.96 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.59% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.80% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
