Composer · investment strategy
by Composer Technologies · via Composer
Daily, tactical and contrarian: it buys 3× tech/market ETFs on sharp dips, switches to volatility and defensive ETFs when markets look overheated, and otherwise uses a trend filter to sit in T‑bills or add a small hedge.
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.
1 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%)
1 fund (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 ()
7 of 21 funds in its are : EUM, PSQ, SH, TECL, TQQQ, UPRO, 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.
Each day it reads a momentum “speedometer” (RSI, 0–100). If big indexes/sectors look very hot, it expects a pullback and holds UVXY (jumps when fear rises) plus two defensive funds (EUM, BTAL). If they look very cold, it buys 3× tech/market funds (TECL, TQQQ, UPRO), sized by recent volatility. If in‑between, it uses a long‑term trend check; in uptrends it leans risk‑on, in downtrends it prefers T‑bills or a small Nasdaq hedge (PSQ).
Daily, tactical and contrarian: it buys 3× tech/market ETFs on sharp dips, switches to volatility and defensive ETFs when markets look overheated, and otherwise uses a trend filter to sit in T‑bills or add a small hedge.
This strategy shows strong out-of-sample upside (≈53%/yr) with a higher risk-adjusted profile (OOS Sharpe ≈1.07; Calmar ≈1.34) versus the S&P. It uses adaptive hedges (UVXY, BTAL) and tactical timing—though it can suffer larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.8B | 2026-10-11 | |
| Backtest regulatory fees | $8.1M | 2026-10-11 | |
| Backtest slippage cost | $77.6M | 2026-10-11 |
| AI categories (Composer) | contrarian, leveraged etfs, sector rotation, tactical allocation, trend filter, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 246 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BTAL", "EUM", "IOO", "MGC", "PSQ", "QQQ", "SCHX", "SH", "SOXX", "SPY", "TECL", "TQQQ", "UPRO", "UVXY", "VIXY", "VOX", "VTV", "XLF", "XLP" ] | 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) | 2.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 411 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 139.48% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 48183k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 53.15% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.71% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -12.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.34 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.40% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.15 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.10% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.82 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
