Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based “gas/brake” system: ride 3x big‑tech/semis when trends are healthy, buy dips selectively, and quickly retreat to T‑Bills/Treasuries or hedges when stress hits. Includes a dedicated bond‑momentum sleeve. High risk due to leveraged ETFs.
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.
9 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.
0.3% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
: 7.4% (DBO 7% × 1.00), shown separately from fossil-fuel companies.
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 57% · 2026-10-11 ()
85.3% 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 ()
46 of 94 funds in its are : BRZU, CURE, DPST, DUST, EDC, EDZ, ERX, ERY, FAS, FAZ, HIBL, HIBS, NAIL, NUGT, PSQ, QID, QLD, SARK, SCO, SDS, SH, SOXL, SOXS, SPXL, SPXS, SQQQ, SRTY, SVXY, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, TZA, UBT, UDOW, UGL, UMDD, UPRO, URTY, USD, UVXY, WANT
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 asks: are stocks trending calmly, overstretched, or stressed? It judges by recent % moves, price vs its average line, a 0–100 “heat” score (RSI: high=overbought, low=oversold), and volatility. If clear, it rides amplified tech/broad‑market funds like TQQQ (3x Nasdaq‑100), UPRO (3x S&P 500) or SOXL (3x semis). On sharp dips it buys selectively. Under stress it shifts to T‑Bills (BIL), Treasuries (TMF, 3x long) or hedges (SQQQ 3x short Nasdaq, VIXY volatility, BTAL anti‑beta). A 200‑day SPY switch and a separate sleeve trend‑trade bonds (TMF vs TMV).
A fast, rules‑based “gas/brake” system: ride 3x big‑tech/semis when trends are healthy, buy dips selectively, and quickly retreat to T‑Bills/Treasuries or hedges when stress hits. Includes a dedicated bond‑momentum sleeve. High risk due to leveraged ETFs.
Out-of-sample annualized return ~39.9% vs SPY ~20.6%, Sharpe ~0.99. A rules-based, leveraged tech/semis strategy with bond hedges for bigger upside and built-in risk controls—though extreme markets can see drawdowns near 47%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $552k | 2026-10-11 | |
| Backtest regulatory fees | $1,870 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | bond momentum, daily rebalancing, leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, tech & semis tilt, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,728 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AMZN", "BIL", "BND", "BRZU", "BSV", "BTAL", "C", "CSX", "CURE", "DBC", "DBO", "DPST", "DUST", "EDC", "EDZ", "EPI", "ERX", "ERY", "EWZ", "FAS", "FAZ", "GE", "GLD", "GOOG", "HIBL", "HIBS", "IBM", "IEF", "INTC", "IWM", "JPM", "LLY", "MDB", "META", "MSFT", "NAIL", "NFLX", "NUGT", "NVDA", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SCO", "SDS", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPY", "SQQQ", "SRTY", "STIP", "SVXY", "TARK", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TYO", "TZA", "UBT", "UDOW", "UGL", "UMDD", "UPRO", "UPS", "URTY", "USD", "USDU", "USRT", "UUP", "UVXY", "VIXM", "VIXY", "WANT", "WFC", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 59 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,084 | 2026-10-11 | |
| Out-of-sample length | 682 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 153.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5418% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 148.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 15.64% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.57% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.49% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 20.25% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.46 | 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) | 1.61 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 64.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 62.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
