Composer · investment strategy
by Composer Technologies · via Composer
High-octane, rule-based rotation that chases strength in tech/semis and energy, mean-reverts gold/silver, hedges with dollar/bonds, and times bitcoin. Signals use simple “heat” and trend checks. Very high risk due to 2×/3× and inverse ETFs.
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.
10 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.
3.7% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 7.8% (UCO 2% × 2.00, BOIL 2% × 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. : 95% · 2026-10-11 ()
34.7% 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 ()
30 of 52 funds in its are : AGQ, BITI, BOIL, DIG, DUST, DZZ, ERX, ERY, GLL, JDST, JNUG, NUGT, PSQ, QID, QLD, SARK, SDS, SH, SOXL, SOXS, SPXL, SSO, TARK, TECL, TECS, TQQQ, UCO, UGL, UVXY, ZSL
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’s a fast, rules-based trader. It checks if markets are “hot” or “cold” using two simple tools: RSI (a 0–100 heat gauge; >70 = overheated, <30 = washed-out) and trends (price above/below its recent average).<br>• If stocks look strong (and bonds agree), it buys high-growth tech/semis (3× funds like SOXL/TECL, or 2× QQQ: QLD).<br>• If stocks look weak or too hot, it flips to hedges/shorts (SOXS/TECS/SARK/UVXY) or short-term Treasuries (BIL/SHY).<br>• Satellites: gold/silver snap-back trades (GLD/SLV with 2× bull/bear funds), an energy trend sleeve (XLE/ERX/ERY), a U.S. dollar hedge (USDU when the dollar rises), and a bitcoin sleeve that shorts when overheated (BITI) or holds the recent winner among BITO/MSTR/COIN.<br>Uses 2×/3× and inverse funds—expect big swings and frequent shifts.
High-octane, rule-based rotation that chases strength in tech/semis and energy, mean-reverts gold/silver, hedges with dollar/bonds, and times bitcoin. Signals use simple “heat” and trend checks. Very high risk due to 2×/3× and inverse ETFs.
Out-of-sample edge: ~33.9% annualized return vs SPY's ~20.7%, with Calmar ~1.17 signaling strong risk-adjusted gains despite larger drawdowns. A dynamic, leveraged, multi-asset sleeve targets higher long-term growth with stress hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $74k | 2026-10-11 | |
| Backtest regulatory fees | $275 | 2026-10-11 | |
| Backtest slippage cost | $2,069 | 2026-10-11 |
| AI categories (Composer) | bitcoin, energy, gold/silver, hedging, leveraged etfs, tactical multi-asset, tech/semis, trend + mean reversion, volatility-timed | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,244 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BIL", "BITI", "BITO", "BOIL", "BSV", "COIN", "DIG", "DUST", "DZZ", "ERX", "ERY", "GLD", "GLL", "IAU", "IEF", "IXC", "JDST", "JNUG", "MSTR", "NUGT", "PDBC", "PSLV", "PSQ", "QID", "QLD", "SARK", "SDS", "SGOL", "SH", "SHY", "SIVR", "SLV", "SMH", "SOXL", "SOXS", "SPHB", "SPXL", "SPY", "SSO", "TARK", "TECL", "TECS", "TQQQ", "UCO", "UGL", "USDU", "UUP", "UVXY", "VTI", "XLE", "ZSL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 964 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 59.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 643.11% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 205.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.63% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.41 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.76 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.00% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.05% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
