Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tactical portfolio that rides tech/US stocks in uptrends and rapidly flips into volatility, Treasuries, gold, USD, defensives, or shorts when stress rises. Driven by simple “trend/overheated/oversold” and volatility checks. Uses leveraged 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.
12 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.
1.4% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
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 ()
42.2% 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 ()
26 of 49 funds in its are : AGQ, DOG, EDZ, EEV, ERY, EWV, GLL, PSQ, SCO, SH, SJB, SPXL, SPXU, SQQQ, SVIX, SVXY, TECL, TMF, TMV, TQQQ, TYO, UCO, UGL, ULE, 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.
It’s a rules-driven, switchable portfolio. When the market is rising (price above long-term average), it leans into tech and US stocks using leveraged funds (e.g., TQQQ/TECL, SPXL/UPRO). When stress rises (a “too hot/too cold” gauge called RSI, plus volatility and bond signals), it quickly shifts into shock absorbers: long volatility (UVXY/VIXY), Treasuries (TLT/IEF/TMF), gold (UGL), the US dollar (UUP), defensive stocks (XLP/BTAL), or even short funds (SQQQ/SPXU). Uses risky leveraged/inverse ETFs.
Aggressive, tactical portfolio that rides tech/US stocks in uptrends and rapidly flips into volatility, Treasuries, gold, USD, defensives, or shorts when stress rises. Driven by simple “trend/overheated/oversold” and volatility checks. Uses leveraged ETFs.
Dynamic, regime-switching strategy that rides tech uptrends and hedges risk in stress. Out-of-sample: ~29.6%/yr vs SPY ~18.7%; max drawdown ~17.6% vs ~18.8%; Sharpe ~1.20; Calmar ~1.68—greater upside with controlled downside versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $107k | 2026-10-11 | |
| Backtest regulatory fees | $290 | 2026-10-11 | |
| Backtest slippage cost | $2,216 | 2026-10-11 |
| AI categories (Composer) | crash-aware, leveraged/inverse etfs, tactical multi-asset, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 690 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BIL", "BND", "BSV", "BTAL", "DOG", "EDZ", "EEM", "EEV", "ERY", "EWJ", "EWV", "GLD", "GLL", "IEF", "IXC", "PSQ", "QQQ", "SCO", "SH", "SHV", "SHY", "SJB", "SPXL", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYO", "UCO", "UGL", "ULE", "UPRO", "USO", "UUP", "UVXY", "VIXM", "VIXY", "VPU", "VSS", "VTI", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.15 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,116 | 2026-10-11 | |
| Out-of-sample length | 539 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 70.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 973.54% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 74.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 27.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 27.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.37 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.86% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.17% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
