Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-driven rotation that leans into semiconductors and big tech when trends are favorable, and shifts to gold, cash-like T‑bills, or hedges when markets look overheated or fragile. Uses some leveraged ETFs, so moves can be sharp.
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.
4 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%)
No funds
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 ()
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 ()
8 of 40 funds in its are : PSQ, SH, SOXL, SOXS, SPXL, TECL, TNA, 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 watches a few simple dials: is the market running too hot or too cold (a short-term “heat gauge” called RSI), is the U.S. dollar trending up, and are bonds perking up vs cash?<br>• If conditions look healthy (but not overheated), it favors semiconductors and big tech leaders.<br>• If overheated, it rotates to gold or volatility hedges.<br>• If very weak, it may short/hedge or sit in T‑bills.<br>A small sleeve only buys steady names like Costco/UnitedHealth when they’re not “too hot.” Some picks use 3x funds that can swing a lot.
A fast, rules-driven rotation that leans into semiconductors and big tech when trends are favorable, and shifts to gold, cash-like T‑bills, or hedges when markets look overheated or fragile. Uses some leveraged ETFs, so moves can be sharp.
Dynamic, rule-based rotation into semis/mega-tech with hedges when risk rises. Out-of-sample: Sharpe ~1.25 vs SPY ~1.0, ~53% annualized return, and Calmar ~2.57—delivering stronger risk-adjusted upside than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23.2M | 2026-10-11 | |
| Backtest regulatory fees | $44k | 2026-10-11 | |
| Backtest slippage cost | $395k | 2026-10-11 |
| AI categories (Composer) | hedging, levered etfs, momentum and mean-reversion, multi-asset, risk-on/risk-off, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 95 | 2026-10-11 | |
| Rebalance corridor width | 6.90% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMGN", "AMZN", "AVGO", "BIL", "COST", "CSCO", "DBC", "GD", "GOOGL", "IEF", "INTC", "META", "MSFT", "MSTR", "NFLX", "NOC", "NVDA", "PEP", "PSQ", "RTX", "SBUX", "SH", "SHY", "SMH", "SOXL", "SOXS", "SPXL", "SPY", "TECL", "TMUS", "TNA", "TSLA", "UGL", "UNH", "USDU", "UUP", "VIXM", "VTI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.58 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 91 | 2026-10-11 | |
| Watchers | 42 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,187 | 2026-10-11 | |
| Out-of-sample length | 468 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 84.49% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 232k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 121.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.74% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.97% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.06% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.64% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.31% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.31 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.78% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.92% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.61% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.57% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
