Composer · investment strategy
by Composer Technologies · via Composer
A rules‑driven “meta” strategy that rides tech uptrends and buys deep dips, then quickly shifts to cash/Treasuries/dollar/gold, managed‑futures (KMLM), or shorts/volatility when fear or downtrends hit. Uses many mini‑playbooks and leveraged ETFs; very risky.
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.
10 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. : 89% · 2026-10-11 ()
54.0% 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 ()
21 of 74 funds in its are : AAPB, AMZU, EDC, EDZ, PSQ, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SSG, SVIX, SVXY, TECL, TMF, TMV, TQQQ, UPRO, 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.
Each day it checks: trend (price vs 200‑day avg), stretch (RSI: a 0–100 “how overbought/oversold” score; <30=dip, >70–80=overheated), size of recent moves, and fear (VIX). It then flips among: risk‑on (TQQQ/TECL/SOXL/UPRO); dip‑buys in the same; risk‑off (cash/Treasuries/dollar/gold/KMLM); or shorts/vol (SQQQ/SPXU/SOXS/UVXY). Small sleeves also pick recent mega‑cap winners. Often favors sleeves that did best in ~20 days.
A rules‑driven “meta” strategy that rides tech uptrends and buys deep dips, then quickly shifts to cash/Treasuries/dollar/gold, managed‑futures (KMLM), or shorts/volatility when fear or downtrends hit. Uses many mini‑playbooks and leveraged ETFs; very risky.
Out-of-sample annualized return: 42.6% vs 20% for the S&P, with Calmar 1.35. A multi-sleeve, risk-on/off strategy plus managed futures offers higher upside with hedges; drawdowns can be larger than the SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $128k | 2026-10-11 | |
| Backtest regulatory fees | $386 | 2026-10-11 | |
| Backtest slippage cost | $3,061 | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, momentum + mean reversion, risk‑on/risk‑off, tactical multi‑strategy, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 964 | 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) | 0.19 | 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", "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", "SSG", "SVIX", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "UNH", "UPRO", "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) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.79 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,006 | 2026-10-11 | |
| Out-of-sample length | 523 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 89.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1181% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 109.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.98% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 12.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 12.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.84% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.46% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.82 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 58.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 56.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.96% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.35% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
