Composer · investment strategy
by Composer Technologies · via Composer
Hyper‑active, daily “risk‑on/risk‑off” strategy using leveraged long/short ETFs. Buys tech momentum in uptrends, shifts to inverse/VIX/T‑Bills when overheated or falling, scales into shorts on big drops, and runs small Apple/Tesla and China swings. Very 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.
5 positions as of 2026-10-19
: 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.
11.2% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 76% · 2026-10-19 ()
39.5% 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% · 2026-10-19 ()
42 of 67 funds in its are : AAPB, AAPD, DDM, DRV, DXD, EDC, FAS, FNGD, FNGU, HIBL, HIBS, LABD, LABU, PSQ, QLD, SARK, SDS, SH, SOXL, SOXS, SQQQ, SRTY, SVIX, SVXY, TARK, TECL, TECS, TMF, TMV, TQQQ, TSLL, TSLS, TYD, TYO, UBT, UPRO, URTY, UST, UVXY, WEBL, YANG, YINN
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.
Daily, it asks: is the market hot, cold, or trending? (Hot/cold = RSI, a gauge of how fast prices rose/fell; trend = moving averages; big drop = max drawdown.) In uptrends it buys fast‑moving tech/growth funds (often 2–3×). When overheated or falling, it rotates into inverse (short) funds, VIX, or T‑Bills. It scales into shorts on sharp drops, flips back after rebounds, runs small Apple/Tesla tilts, and a China swing. Picks the most active tickers by recent moves/volatility.
Hyper‑active, daily “risk‑on/risk‑off” strategy using leveraged long/short ETFs. Buys tech momentum in uptrends, shifts to inverse/VIX/T‑Bills when overheated or falling, scales into shorts on big drops, and runs small Apple/Tesla and China swings. Very high risk.
Out-of-sample annualized return ~29.9% vs SPY ~24.0%; oos Sharpe ~0.88 vs SPY ~1.85; larger drawdowns (~39% vs ~9%). Driven by tech momentum and regime hedges—higher upside, but bigger risk and a looser risk-adjusted profile.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13k | 2026-10-19 | |
| Backtest regulatory fees | $60 | 2026-10-19 | |
| Backtest slippage cost | $394 | 2026-10-19 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean reversion, tactical rotation, trend/momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6,659 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.32 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPD", "AGG", "BIL", "BND", "BTAL", "COM", "DDM", "DRV", "DXD", "EDC", "FAS", "FNGD", "FNGS", "FNGU", "FXI", "GLD", "HIBL", "HIBS", "IEF", "IWM", "LABD", "LABU", "PSQ", "QLD", "QQQ", "SARK", "SCHZ", "SDS", "SH", "SHV", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPY", "SQQQ", "SRTY", "SVIX", "SVXY", "TARK", "TECL", "TECS", "TFLO", "TLH", "TLT", "TMF", "TMV", "TQQQ", "TSLL", "TSLS", "TYD", "TYO", "UBT", "UPRO", "URTY", "UST", "UUP", "UVXY", "VIXM", "VXX", "VXZ", "WEBL", "XLE", "YANG", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.20 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 |
| Remixes (copies) | 161 | 2026-10-19 | |
| Watchers | 24 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 349 | 2026-10-19 | |
| Out-of-sample length | 349 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 22.21% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 32.12% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 42.87% | ||
| Return, trailing 1 day (out-of-sample) | -5.29% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 11.82% | ||
| Return, trailing 1 week (out-of-sample) | -6.48% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.83% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 35.81% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.48% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 23.43% | ||
| SPY annualized return over the backtest window (backtest) | 22.16% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.57 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | ||
| Maximum drawdown, backtest period (backtest) | -39.04% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.04% | ||
| Sharpe ratio, backtest period (backtest) | 0.72 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Sortino ratio, backtest period (backtest) | 1.09 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 38.15% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.14% |
| Annualized turnover, backtest period (backtest) | 106.17 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 106.18 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.01% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.01% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
