Composer · investment strategy
by Composer Technologies · via Composer
Daily, it tactically rotates among Dow, S&P 500, Nasdaq, Tech, and Semis, using a simple strength score to buy 3x bull funds in uptrends, shift to defensive or VIX hedges in weakness/overheating, and focuses on the 4 most active areas.
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.
4 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.
0.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM · not identified: DIA 25%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 73% · 2026-10-11 ()
0.0% 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 ()
6 of 13 funds in its are : SOXL, TECL, TQQQ, UDOW, 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.
Every day it looks at five stock baskets: Dow (DIA/UDOW), S&P 500 (SPY/UPRO), Nasdaq (QQQ/TQQQ), Tech (XLK/TECL), and Semis (SOXX/SOXL). It uses a 0–100 “strength” score (RSI) to tell if each basket has been strong (>50) or weak (<50).<br>- Strong: buy 3x on dips (RSI<30), hedge if too hot (RSI>80), otherwise favor what’s stronger (base vs 3x).<br>- Weak: default to a defensive fund (BTAL) unless price turns up (above 20‑day avg) or deeply oversold. Big shocks can shift to VIX hedges (VIXY/UVXY).<br>It then picks the 4 most active baskets and splits money evenly.
Daily, it tactically rotates among Dow, S&P 500, Nasdaq, Tech, and Semis, using a simple strength score to buy 3x bull funds in uptrends, shift to defensive or VIX hedges in weakness/overheating, and focuses on the 4 most active areas.
Out-of-sample edge: ~59.7% annualized return vs SPY ~20.5%; Sharpe ~1.43 vs 1.28; Calmar ~1.88; drawdowns ~31.8% vs ~18.8%. Dynamic, hedged rotation delivering superior risk-adjusted gains versus the S&P.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $22.2M | 2026-10-11 | |
| Backtest regulatory fees | $30k | 2026-10-11 | |
| Backtest slippage cost | $257k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, rsi-based momentum, sector/index rotation, tactical asset allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 205 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "DIA", "QQQ", "SOXL", "SOXX", "SPY", "TECL", "TQQQ", "UDOW", "UPRO", "UVXY", "VIXY", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,738 | 2026-10-11 | |
| Out-of-sample length | 680 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 68.11% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 222k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 59.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 254.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.99% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.69% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.57% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.67 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.35 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
