Composer · investment strategy
by Composer Technologies · via Composer
Daily, single‑ETF tactical rotation that rides 3x tech/semis in friendly regimes, flips to inverse funds or VXX on fear/overbought signals, and uses Treasuries/T‑bills for safety. Bond trends and short‑term momentum drive choices. K‑1‑free. 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.
1 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
100.0% 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 ()
20 of 39 funds in its are : CURE, DIG, ERX, HIBL, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, 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 owns 1 fund. It checks: <br>- Fear: a VIX-based gauge (UVXY/VXX). Big spikes → buy VXX or use inverse tech/semis (SQQQ/SOXS).<br>- Interest rates: long Treasuries (TLT). Rising TLT (falling rates) → favor 3x tech/semis or TMF; falling TLT → favor hedges (SQQQ/TECS/SOXS), TMV, or T‑bills (BIL/SHY).<br>- Stretch: a simple “hot/cold” meter (RSI, 0–100). Very cold → buy for a bounce; very hot → hedge/sell the rip.<br>- If no extreme, own the recent 5–7 day winner from a small basket. Uses PDBC (no K‑1) for any commodity slot.
Daily, single‑ETF tactical rotation that rides 3x tech/semis in friendly regimes, flips to inverse funds or VXX on fear/overbought signals, and uses Treasuries/T‑bills for safety. Bond trends and short‑term momentum drive choices. K‑1‑free. Very high risk.
Out-of-sample, this strategy targets ~34.4% annualized return vs SPY’s ~23.0%, with regime-driven hedging using bonds and VIX-like tools. Higher upside than the S&P, but with larger drawdowns—best for high-risk, alpha-seeking investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.5B | 2026-10-11 | |
| Backtest regulatory fees | $98.7M | 2026-10-11 | |
| Backtest slippage cost | $951.9M | 2026-10-11 |
| AI categories (Composer) | daily, high risk, leveraged etfs, macro (rates/commodities), tactical etf rotation, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,290 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EWZ", "GLD", "HIBL", "IEF", "IYK", "MVV", "PDBC", "PUI", "QLD", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USD", "UUP", "UVXY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,728 | 2026-10-11 | |
| Out-of-sample length | 748 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 682.30% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 134749k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.38% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.05% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 11.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -16.74% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -16.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 14.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 75.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 8.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -76.75% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.10 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 86.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 115.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 107.13 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.83% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.41% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
