Composer · investment strategy
by Composer Technologies · via Composer
Daily, tactical rotation. Uses BDRY and stock “heat” to go risk-on with leaders (often 3x equity ETFs), shifts to commodities if they trend, and flips to cash/bonds/shorts or UVXY+BTAL when markets look overheated or weak.
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.
7 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.
17.4% of weight in (IVV: 3.0%)
3 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. : 99% · 2026-10-11 ()
83.6% 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 ()
57 of 121 funds in its are : AGQ, BOIL, BRZU, CHAU, CURE, CWEB, DPST, DRIP, DRN, DRV, DUST, EDZ, ERX, ERY, EURL, FAS, FAZ, GUSH, INDL, JDST, JNUG, KOLD, KORU, LABD, LABU, MEXX, MIDU, PILL, PSQ, RETL, SCO, SH, SOXL, SOXS, SPDN, SPUU, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, TZA, UCO, UGL, UPRO, URE, UTSL, UVXY, YANG, YINN
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.
It’s a daily “weather station.” When its gauges say risk is on (BDRY and stock trends healthy), it chases leaders (often 3x stock funds like TQQQ/UPRO). If markets look overheated, it hedges with UVXY (bet on volatility spikes) plus BTAL (anti‑beta). If selling hits, it flips to cash/T‑Bills, Treasuries, or inverse funds (SQQQ/SPXU). RSI = a 0–100 hot/cold speed gauge; moving averages = trend filters. It also rotates into commodities when that trend turns up.
Daily, tactical rotation. Uses BDRY and stock “heat” to go risk-on with leaders (often 3x equity ETFs), shifts to commodities if they trend, and flips to cash/bonds/shorts or UVXY+BTAL when markets look overheated or weak.
Out-of-sample, this tactical rotation delivers superior risk-adjusted returns vs the S&P 500: Sharpe ~1.64 vs 1.04, Calmar ~4.0, and ~100% annualized return vs ~17% for SPY, with active hedges and risk-on/risk-off rotations to protect capital.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.0B | 2026-10-11 | |
| Backtest regulatory fees | $4.5M | 2026-10-11 | |
| Backtest slippage cost | $42.9M | 2026-10-11 |
| AI categories (Composer) | commodity rotation, daily rebalance, leveraged etfs, momentum/trend, risk-on/risk-off, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 599 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.59 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BDRY", "BIL", "BND", "BOIL", "BRZU", "BSV", "BTAL", "CANE", "CHAU", "COM", "COMT", "COPX", "CORN", "CURE", "CWEB", "DBA", "DBB", "DBC", "DBO", "DPST", "DRIP", "DRN", "DRV", "DUST", "ECC", "EDZ", "EEM", "EFA", "ERX", "ERY", "ESPO", "EURL", "EWA", "EWG", "EWI", "EWJ", "EWN", "EWP", "EWQ", "EWU", "FAS", "FAZ", "GLD", "GUSH", "IAU", "IEF", "INDL", "IOO", "JDST", "JNUG", "KOLD", "KORU", "LABD", "LABU", "MEXX", "MIDU", "NURE", "PALL", "PDBC", "PEJ", "PILL", "PSQ", "QQQ", "REMX", "RETL", "SCO", "SH", "SHV", "SHY", "SLV", "SOXL", "SOXS", "SPDN", "SPUU", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TAGS", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "TZA", "UCO", "UGL", "UPRO", "URA", "URE", "USO", "UTSL", "UUP", "UVXY", "VAW", "VDC", "VDE", "VEA", "VFH", "VGT", "VHT", "VIS", "VIXM", "VNQ", "VNQI", "VOX", "VPU", "VTV", "VXX", "WEAT", "WOOD", "XLF", "XLP", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 41 | 2026-10-11 | |
| Watchers | 33 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,965 | 2026-10-11 | |
| Out-of-sample length | 496 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 403.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 30159k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 99.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 292.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.87% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.86% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 121.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 121.18% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 39.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 16.18 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.97% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.97% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.98 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 68.55 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.42% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
