Composer · investment strategy
by Composer Technologies · via Composer
Tech‑tilted, rules‑driven portfolio. Core rotates among Apple/Nvidia/Google/TSM or cash. A tactical sleeve swings between leveraged bull funds and hedges using short‑term “heat” (RSI) and relative‑strength checks (SPY vs utilities; tech vs commodities). Daily.
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.
3 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.
50.8% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
50.8% 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 ()
9 of 30 funds in its are : ERX, FAS, SOXL, SPXL, SVXY, TECL, TMF, TQQQ, UVXY
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 the portfolio splits in two: 1) Core: holds the 2 most active of Apple, Nvidia, Google, TSM—only if their 1‑month trend is up; otherwise parks that slice in BIL (T‑bill ETF). 2) Tactical: flips risk on/off using simple “heat” signals (RSI: high=overheated, low=washed‑out). It buys leveraged bulls (TECL/SOXL/SPXL/ERX) in uptrends, or fear/bond/dollar hedges (UVXY/VIXM/SVXY, TMF, USDU) when markets look stretched or weak.
Tech‑tilted, rules‑driven portfolio. Core rotates among Apple/Nvidia/Google/TSM or cash. A tactical sleeve swings between leveraged bull funds and hedges using short‑term “heat” (RSI) and relative‑strength checks (SPY vs utilities; tech vs commodities). Daily.
Out-of-sample annualized return ~36.6% vs SPY ~18.4%, driven by a tech-led core plus tactical risk-on/off overlays (levered bulls and hedges). Bigger upside with disciplined risk control—though drawdowns can be larger than SPY.
[JH] Few Tech + BIL + FTLT or Bull or Bonds
Every value on file, each labelled with its calculation basis and as-of date.
| AI categories (Composer) | daily rebalancing, leveraged etfs, momentum/rsi, tactical risk-on/off, tech rotation, volatility hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 249 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.37 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "BIL", "BTAL", "DBC", "ERX", "FAS", "GOOG", "NVDA", "QQQE", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "TSM", "USDU", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.80 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Out-of-sample length | 423 | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.97% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.67% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.56% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.84% | 2026-10-11 |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.05% | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.17% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.15 | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.03% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
