Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, daily‑rebalanced, rules-based trader that flips between long/short volatility and leveraged tech or inverse ETFs using big Nasdaq moves, fear gauges, and the S&P 500 trend, with a small NVDA/LLY or cannabis tilt.
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.
0.0% 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. : 100% · 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 ()
40 of 89 funds in its are : DOG, DPST, DRN, DRV, ERX, ERY, FAS, FAZ, MSOX, NAIL, NVDL, PSQ, QID, RWM, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SVIX, SVXY, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UGL, UPRO, URTY, UVIX, 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 rebalanced. It watches for big one‑day pops/drops in a turbocharged Nasdaq fund (TQQQ). After a +5% pop it often buys funds tied to market fear (UVIX/UVXY). When fear cools, it flips to calm‑benefit funds (SVIX/SVXY). A long‑term trend check (S&P 500 vs its 200‑day) chooses risk‑on picks (TQQQ, TECL, SOXL, UPRO) or defensive hedges (SQQQ, SPXU, bonds, gold). A small sleeve adds NVDA/LLY or cannabis when risk‑on.
An aggressive, daily‑rebalanced, rules-based trader that flips between long/short volatility and leveraged tech or inverse ETFs using big Nasdaq moves, fear gauges, and the S&P 500 trend, with a small NVDA/LLY or cannabis tilt.
Out-of-sample annualized return ~27.16% vs SPY ~18.02%, aided by dynamic hedges and momentum rotation. Higher upside, but larger drawdowns (~68%). Potential for stronger long-run growth when trends and volatility regimes align.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $302k | 2026-10-11 | |
| Backtest regulatory fees | $1,523 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean reversion, momentum rotation, tactical allocation, trend following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,164 | 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[ "AAPL", "ABBV", "ACB", "ADBE", "AGG", "AMZN", "BA", "BIL", "BTAL", "C", "CGC", "CRBP", "CRON", "CSX", "DOG", "DPST", "DRN", "DRV", "EEM", "ERX", "ERY", "FAS", "FAZ", "GE", "GOOG", "IBM", "IEF", "INTC", "IWM", "JAZZ", "JPM", "LLY", "META", "MJ", "MSFT", "MSOX", "NAIL", "NFLX", "NVDA", "NVDL", "PSQ", "QAI", "QID", "QQQ", "RWM", "SH", "SMG", "SNDL", "SOXL", "SOXS", "SOXX", "SPLV", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "STX", "SVIX", "SVXY", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "UCO", "UDOW", "UGL", "UPRO", "UPS", "URTY", "USRT", "UVIX", "UVXY", "VIXM", "VIXY", "WDC", "WFC", "XBI", "XLK", "XLP", "XLRE", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.13 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 958 | 2026-10-11 | |
| Out-of-sample length | 580 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 144.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2925% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 74.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -8.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 104.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 104.13% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -4.44% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.02% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 20.60% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -67.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -67.96% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 105.73 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 106.14 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.10% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
