Composer · investment strategy
by Composer Technologies · via Composer
A daily-rotating, rules-based mix of USD, semiconductors (long/short, sometimes 3x), gold, commodities, cash, and two stocks (COST, UNH). It uses simple “hot/cold” and trend checks to flip between offense and defense.
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.
0.0% of weight in (IVV: 3.0%)
2 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 ()
44.9% 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 ()
5 of 16 funds in its are : PSQ, SH, SOXL, SOXS, UGL
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 splits money into 3 buckets and flips them with simple checks:<br>1) Dollar trend (45%): If USD is rising (via a moving‑average test), own a USD fund (UUP/USDU). If not, rotate into the 2 most volatile of SOXL (semis 3x), DBC (commodities), BIL (T‑bills).<br>2) Risk switch (45%): Use bonds‑vs‑cash strength and how hot/cold the S&P looks to pick UGL (2x gold), semis (SOXL/SMH or SOXS), or a defensive basket (UGL/SH/PSQ).<br>3) Satellite (10%): Hold COST and UNH unless they look overbought; otherwise sit in BIL. A crash kill‑switch moves them to BIL if the S&P plunges fast. Rebalances daily.
A daily-rotating, rules-based mix of USD, semiconductors (long/short, sometimes 3x), gold, commodities, cash, and two stocks (COST, UNH). It uses simple “hot/cold” and trend checks to flip between offense and defense.
Out-of-sample edge: ~36% annual return vs ~20% S&P; max drawdown ~14.5% vs 18.8%; Calmar ~2.46; Sharpe ~1.29; beta ~0.77. A daily, rules-based rotation across USD, semis, gold, and commodities to dampen risk while chasing growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.0M | 2026-10-11 | |
| Backtest regulatory fees | $8,278 | 2026-10-11 | |
| Backtest slippage cost | $59k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, multi-asset, risk-on/off, tactical rotation, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 58 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "COST", "DBC", "IEF", "PSQ", "SH", "SHY", "SMH", "SOXL", "SOXS", "SPY", "UGL", "UNH", "USDU", "UUP", "VTI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,206 | 2026-10-11 | |
| Out-of-sample length | 972 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 60.20% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 40k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.76% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 225.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.30% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.29% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.12% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.67 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.59% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.52% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.14 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.97 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.42 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 21.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
