Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical strategy. First, it checks the market’s trend (SPY vs 200‑day average). In uptrends, it hedges when stocks look overheated and buys rebounds when they look washed out; otherwise it rotates across sectors/commodities. In downtrends, it leans on hedges, Treasuries, or cash, with occasional bounce trades.
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.
14 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.
1.6% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31) · not identified: ECC 4%
: -15.8% (KOLD 4% × -2.00, SCO 4% × -2.00), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 73% · 2026-10-11 ()
32.3% 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 ()
59 of 116 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, QID, QLD, 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.
Daily, rules-based, risk-on/risk-off. 1) Big switch: if the S&P 500 (SPY) is above its 200‑day average → Bull; else → Bear. 2) Bull: if markets look overheated (RSI = an overbought/oversold gauge; very high = “too hot”), buy crash insurance (UVXY, sometimes mixed with BTAL). If washed out (very low RSI), buy rebounds (TQQQ/UPRO). Otherwise rotate among ETFs (stocks, sectors, commodities), tilting to commodities when they trend. 3) Bear: favor hedges (short QQQ via PSQ/SQQQ), Treasuries (TLT/IEF), or cash (BIL), but take quick rebound trades when signals say so.
A daily tactical strategy. First, it checks the market’s trend (SPY vs 200‑day average). In uptrends, it hedges when stocks look overheated and buys rebounds when they look washed out; otherwise it rotates across sectors/commodities. In downtrends, it leans on hedges, Treasuries, or cash, with occasional bounce trades.
Out-of-sample, this strategy aims for ~28.7% annualized return vs SPY's ~18.6%, using regime hedges and contrarian rotations. Calmar ~0.90 signals solid risk-adjusted upside and defined risk, offering higher potential rewards for patient investors (with larger drawdowns).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $57.8M | 2026-10-11 | |
| Backtest regulatory fees | $187k | 2026-10-11 | |
| Backtest slippage cost | $1.7M | 2026-10-11 |
| AI categories (Composer) | commodities tilt, contrarian rotation, leveraged/inverse etfs, risk-on/risk-off, tactical asset allocation, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 306 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BIL", "BND", "BOIL", "BRZU", "BTAL", "CANE", "CHAU", "COM", "COMT", "COPX", "CORN", "CURE", "CWEB", "DBA", "DBB", "DBC", "DBO", "DPST", "DRIP", "DRN", "DRV", "DUST", "ECC", "EDZ", "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", "QID", "QLD", "QQQ", "REMX", "RETL", "SCO", "SH", "SHV", "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", "VNQ", "VNQI", "VOX", "VPU", "VTV", "VXX", "WEAT", "WOOD", "XLF", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,976 | 2026-10-11 | |
| Out-of-sample length | 519 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 201.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 578k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.69% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.21% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.10% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.96% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.65% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.78% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.30% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.86% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.86% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.27 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.73% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 62.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.90 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.40% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
