Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based portfolio that rotates across tech, emerging markets, bonds, gold, and real estate, flipping between leveraged long, inverse, Treasuries, or a VIX hedge using trend and RSI. Rebalanced daily. Very aggressive and 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.
6 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.
0.2% of weight in (IVV: 3.0%)
4 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. : 74% · 2026-10-11 ()
100.0% 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% · 2026-10-11 ()
15 of 24 funds in its are : DRN, DRV, EDC, EDZ, GLL, QLD, SPXL, SQQQ, TECL, TMF, TMV, TQQQ, UGL, UPRO, 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.
Splits money into 5 buckets and checks them daily using two signals: trend (200‑day average) and heat (RSI = short‑term overbought/oversold). In uptrends it holds 2x–3x bull funds; if too hot it briefly parks in a VIX hedge (UVXY). In downtrends it flips to bear funds or Treasuries. Uses: TQQQ/SQQQ (Nasdaq ±3x), UPRO/SPXL/IVV (S&P), TMF/TMV/TLT (Treasuries), UGL/GLL (gold), DRN/DRV (REITs), EDC/EDZ (emerging), BIL/SHV (T‑bills).
A fast, rules‑based portfolio that rotates across tech, emerging markets, bonds, gold, and real estate, flipping between leveraged long, inverse, Treasuries, or a VIX hedge using trend and RSI. Rebalanced daily. Very aggressive and high risk.
Out-of-sample, this dynamic, rules-based strategy targets ~55% annualized returns vs ~24% for the S&P, with stronger risk-adjusted metrics (Sharpe ~1.38, Calmar ~2.14) and positive alpha, powered by regime switches and diversified leverage—note higher drawdowns can occur.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.6B | 2026-10-11 | |
| Backtest regulatory fees | $7.0M | 2026-10-11 | |
| Backtest slippage cost | $67.1M | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, momentum (rsi), multi-asset, regime switching, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 200 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DRN", "DRV", "EDC", "EDZ", "EEM", "GLL", "IEI", "IGIB", "IVV", "IWM", "QLD", "SHV", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 390 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 142.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 56447k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 55.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 98.18% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.49% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.09% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.66% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.11 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.10% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
