Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑driven strategy: buy 3x tech/semis in uptrends, move to volatility/treasuries/cash in downtrends, and try to catch rebounds after extreme selloffs using an overbought/oversold gauge (RSI). Very high risk with big swings.
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.
0.2% of weight in (IVV: 3.0%)
3 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. : 98% · 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 ()
23 of 32 funds in its are : AGQ, BITX, DPST, FAS, GLL, KORU, LABU, NAIL, PSQ, SBIT, SOXL, SQQQ, TECL, TMF, TNA, TQQQ, UDOW, UGL, UPRO, URTY, UVXY, YINN, 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.
First it checks trend: is SPY above its 200‑day average? If yes (uptrend), it leans into 3x growth ETFs: SOXL (semis), TQQQ (Nasdaq), TECL (tech), UPRO (S&P). If not (downtrend), it shifts to defense: UVXY/VIXY (volatility), TMF/TLT (long Treasuries), BIL (T‑bills), GLD (gold). A “low‑catcher” buys sharp selloffs using RSI (0–100 heat gauge; low=washed‑out, high=too hot). Very high RSI flips to hedges or inverse metals/bitcoin.
A fast, rules‑driven strategy: buy 3x tech/semis in uptrends, move to volatility/treasuries/cash in downtrends, and try to catch rebounds after extreme selloffs using an overbought/oversold gauge (RSI). Very high risk with big swings.
Out-of-sample: Sharpe 1.86 vs S&P 1.71; Calmar 4.58; annualized return ~195% vs ~24%. Max drawdown ~42% vs ~9%. Dynamic regime-switching with hedges aims for bigger, faster upside while controlling risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $781k | 2026-10-11 | |
| Backtest regulatory fees | $1,179 | 2026-10-11 | |
| Backtest slippage cost | $9,837 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, regime switching, rsi/mean reversion, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 592 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BIL", "BITO", "BITX", "DPST", "FAS", "GLD", "GLL", "KORU", "LABU", "NAIL", "PSQ", "QQQ", "SBIT", "SLV", "SOXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TNA", "TQQQ", "UDOW", "UGL", "UPRO", "URTY", "UVXY", "VIXY", "XLP", "YINN", "ZSL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 223 | 2026-10-11 | |
| Watchers | 65 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 633 | 2026-10-11 | |
| Out-of-sample length | 164 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 465.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7711% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 194.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 102.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.67% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.28% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.25% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 343.67% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.08% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -31.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.87% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 10.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.58 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.59 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.36 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 77.74% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 72.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 73.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 73.51 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.71% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
