Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based, leveraged strategy: ride tech/growth uptrends and buy sharp dips; when markets look overheated or shaky, shift to crash insurance, Treasuries, cash‑like bills, market‑neutral, or shorts. Very aggressive; expect large 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.
9 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.
0.8% of weight in (IVV: 3.0%)
6 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. : 99% · 2026-10-11 ()
63.3% 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 ()
18 of 35 funds in its are : AGQ, FNGD, LABU, PSQ, SH, SOXL, SPXL, SPXU, SQQQ, SVIX, SVXY, TECL, TMF, TMV, TQQQ, UGL, 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 splits money between offense and defense.<br>Offense: buys 3x stock funds when they look washed‑out (RSI = an overbought/oversold gauge) and rides uptrends (above long‑term averages).<br>Defense: when stocks look hot or jumpy, it buys crash insurance (UVXY/VIXY), Treasuries (TMF when rates fall, TMV when they rise), cash‑like bills (BIL/SHV), market‑neutral (BTAL), or shorts (SQQQ/SPXU). It may rotate to gold/silver/commodities when stocks are overheated.
A daily, rules‑based, leveraged strategy: ride tech/growth uptrends and buy sharp dips; when markets look overheated or shaky, shift to crash insurance, Treasuries, cash‑like bills, market‑neutral, or shorts. Very aggressive; expect large swings.
Out-of-sample edge: ~34% annualized return vs SPY ~18%; Calmar ~1.45 signals strong risk-adjusted upside. Accept higher drawdowns (~23.5%) with regime-based hedging aimed at bigger long-run gains from tech-driven trends vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $292k | 2026-10-11 | |
| Backtest regulatory fees | $704 | 2026-10-11 | |
| Backtest slippage cost | $5,413 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, multi-asset, risk-on/risk-off, tactical asset allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 444 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "BND", "BSV", "BTAL", "DBC", "FNGD", "IOO", "LABU", "PSQ", "QQQ", "SH", "SHV", "SHY", "SOXL", "SPXL", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "VTI", "VTV", "XLK", "XME" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 21 | 2026-10-11 | |
| Watchers | 23 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,116 | 2026-10-11 | |
| Out-of-sample length | 533 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 114.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2824% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.04% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.49% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.57% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 49.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
