Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily‑tactical mix that rotates among the U.S. dollar, semiconductors, commodities, and volatility. Buys VIX on S&P spikes, flips bull/bear on semis on selloffs, otherwise parks in bills or defensive 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.
2 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 59% · 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 ()
3 of 14 funds in its are : SOXL, SOXS, 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.
Daily, it splits money into 3 sleeves. About 60%: If the U.S. dollar is trending up (short‑term avg > long‑term), buy a dollar fund (UUP/USDU); otherwise own the two most volatile of cash‑like T‑bills (BIL), semiconductors (SOXL), and commodities (DBC). About 40%: Short‑term “hot/cold” checks on the S&P 500—if it looks overheated, buy volatility (VIXY/UVXY); if it looks washed out, flip bull or bear on semis (SOXL/SOXS) using a quick bond check (BND, SHY, VTI). If neither, hold BTAL (defensive, market‑neutral).
Aggressive, daily‑tactical mix that rotates among the U.S. dollar, semiconductors, commodities, and volatility. Buys VIX on S&P spikes, flips bull/bear on semis on selloffs, otherwise parks in bills or defensive BTAL.
Out-of-sample edge: 32.8% annualized return vs 21.6% for SPY, 17.4% drawdown vs 18.8%, Calmar 1.89 and Sharpe ~1.13, with beta ~0.73. Diversified, adaptive, designed to outperform SPY with less risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.7M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $85k | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalancing, leveraged etfs, momentum and mean‑reversion, semiconductors, tactical allocation, u.s. dollar, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 50 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "DBC", "SHY", "SMH", "SOXL", "SOXS", "SPY", "USDU", "UUP", "UVXY", "VIXY", "VTI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 50 | 2026-10-11 | |
| Watchers | 19 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,206 | 2026-10-11 | |
| Out-of-sample length | 982 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 62.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 47k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 202.36% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.29 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.53% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
