Composer · investment strategy
by Composer Technologies · via Composer
Daily, it splits across S&P 500, Nasdaq‑100, Dow, and small‑caps. In uptrends it leans into winners (often 2×/3× funds); if markets look overheated it hedges with VIXY; in downtrends it tries small bounces or parks in BTAL.
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 2026-10-11
: 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.
2.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV · not identified: DIA 20%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 78% · 2026-10-11 ()
0.0% 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 ()
9 of 21 funds in its are : DDM, QLD, SPXL, SSO, TECL, TNA, TQQQ, UDOW, UWM
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.
Four buckets: S&P 500 35%, Nasdaq‑100 30%, Dow 20%, Small‑caps 15%. Rebalanced daily.<br>Uptrend (price > 200‑day avg): if short‑term “heat” (RSI; high=overheated) is extreme across big U.S. groups, that bucket flips to VIXY (often up when fear jumps). Otherwise it buys the 1×/2×/3× version with the strongest recent gains.<br>Downtrend: if tech is washed‑out, try TECL (3× tech); if the index is above its 30‑day avg, re‑enter with the least aggressive fund; else sit in BTAL (defensive).
Daily, it splits across S&P 500, Nasdaq‑100, Dow, and small‑caps. In uptrends it leans into winners (often 2×/3× funds); if markets look overheated it hedges with VIXY; in downtrends it tries small bounces or parks in BTAL.
Out-of-sample annualized return ~52% vs ~19% for the S&P; Sharpe ~1.18; Calmar ~2.12. Higher beta but hedged with VIXY/BTAL to chase upside while managing risk—stronger, risk-adjusted growth than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $56.6M | 2026-10-11 | |
| Backtest regulatory fees | $88k | 2026-10-11 | |
| Backtest slippage cost | $815k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, market neutral, momentum, tactical allocation, trend following, us equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 220 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DDM", "DIA", "IWM", "IYY", "QLD", "QQQ", "SPXL", "SPY", "SSO", "TECL", "TNA", "TQQQ", "UDOW", "UWM", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.26 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 75 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 551 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 77.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 566k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 51.78% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 149.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.47% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.92% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.91% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.11 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.39% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.84 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.35 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.53% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 44.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
