Composer · investment strategy
by Composer Technologies · via Composer
Multi-strategy, fast-switching portfolio: buys strong tech/growth in uptrends (often with leveraged ETFs) and pivots to cash/T‑Bills, Treasuries, gold, US dollar, managed futures (KMLM), or inverse/volatility funds in stress. High risk.
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.
6 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. : 87% · 2026-10-11 ()
61.5% 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 79 funds in its are : AAPB, AMZU, DRN, DRV, EDC, EDZ, PSQ, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SRTY, SSG, SVIX, SVXY, TECL, TECS, TMF, TMV, TQQQ, UPRO, URTY, USD, 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.
An ensemble of many small rules. Each day it picks ~8 of the best recent performers and splits money across them. Signals use moving averages, RSI (a “speedometer”: high=hot, low=washed‑out), and volatility. In uptrends it rides growth/tech via TQQQ/TECL/SOXL (leveraged Nasdaq/tech/semis). In stress it moves to BIL/SHV (T‑Bills), IEF/TLT/TMF (Treasuries), GLD (gold), UUP (US dollar), KMLM (managed futures), or inverse/volatility funds like SQQQ/SPXU and UVXY/VIXY.
Multi-strategy, fast-switching portfolio: buys strong tech/growth in uptrends (often with leveraged ETFs) and pivots to cash/T‑Bills, Treasuries, gold, US dollar, managed futures (KMLM), or inverse/volatility funds in stress. High risk.
Out-of-sample: ~52% annualized return vs ~19% for the S&P, Calmar ~1.17, Sharpe ~0.99. A flexible multi-strategy engine that shifts to hedges in stress—seeking higher upside but with larger drawdowns (~44%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $510k | 2026-10-11 | |
| Backtest regulatory fees | $1,575 | 2026-10-11 | |
| Backtest slippage cost | $13k | 2026-10-11 |
| AI categories (Composer) | defensive rotation, leveraged/inverse etfs, managed futures, mean reversion, momentum/trend, multi-strategy, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 574 | 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) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPL", "ABBV", "ADBE", "AGG", "AMD", "AMZN", "AMZU", "BIL", "BND", "BRK/B", "BSV", "BTAL", "COST", "DBC", "DRN", "DRV", "EDC", "EDZ", "EEM", "ENPH", "FTLS", "GE", "GLD", "GOOGL", "IEF", "IEI", "IWM", "KMLM", "LLY", "META", "MRK", "MSFT", "NFLX", "NVDA", "NVO", "PDBC", "PG", "PSQ", "QQQ", "SH", "SHV", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPXL", "SPXU", "SPY", "SQQQ", "SRTY", "SSG", "SVIX", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "UNH", "UPRO", "URTY", "USD", "UUP", "UVXY", "VIXM", "VIXY", "VOX", "VTV", "VWO", "XLE", "XLF", "XLK", "XLP", "XLV", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,006 | 2026-10-11 | |
| Out-of-sample length | 516 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 167.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5003% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 136.53% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 35.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 35.75% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 26.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.46% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.20 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.42% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 81.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 78.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
