Composer · investment strategy
by Composer Technologies · via Composer
A rules-based “ride the uptrend, hedge the blow‑ups” portfolio: it chases strong stock trends (often via 3x tech/S&P funds or mega‑caps), buys dips with checks, and flips to Treasuries, cash‑like T‑bills, and VIX/anti‑beta hedges when markets overheat or weaken.
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 2026-10-11
: 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%)
4 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. : 96% · 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 ()
33 of 144 funds in its are : BITX, CURE, DRN, DRV, ERX, FAS, FAZ, GDXU, LABU, NAIL, PSQ, QLD, ROM, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SSO, SVXY, TBX, TECL, TMF, TMV, TQQQ, TTT, TYD, UBT, UDOW, UGL, 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.
Daily rules decide risk-on vs risk-off. If stocks trend up (S&P 500 above its 200‑day average and growth beating defensives), it rides leaders—often 3x funds like TQQQ/UPRO/TECL/SOXL or top mega‑caps—and buys sharp dips. If markets overheat or weaken, it pivots to safety: long Treasuries (TMF/TLT) or T‑bills (SHV/BIL), plus volatility hedges (UVXY/VIXY or SVXY/VIXM) and BTAL. RSI = speed of recent gains/losses; moving averages = trend. Uses risk brakes to cap drawdowns.
A rules-based “ride the uptrend, hedge the blow‑ups” portfolio: it chases strong stock trends (often via 3x tech/S&P funds or mega‑caps), buys dips with checks, and flips to Treasuries, cash‑like T‑bills, and VIX/anti‑beta hedges when markets overheat or weaken.
Out-of-sample, this strategy delivers higher risk-adjusted returns than the S&P 500: Sharpe ~1.72 vs ~1.29, Calmar ~4.33, with strong upside in uptrends and robust hedges (bonds, T-bills, VIX) to limit drawdowns.
removed Feaver Bond Baller in bear block
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $492k | 2026-10-11 | |
| Backtest regulatory fees | $1,524 | 2026-10-11 | |
| Backtest slippage cost | $12k | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged etfs, momentum, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,892 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABNB", "ADBE", "AGG", "AMAT", "AMD", "AMZN", "APP", "ASML", "AVGO", "BABA", "BIL", "BITX", "BKNG", "BLK", "BMY", "BND", "BRK/B", "BTAL", "CELH", "CI", "COST", "CPRT", "CRM", "CRWD", "CURE", "DBC", "DE", "DHI", "DHR", "DIS", "DOW", "DRN", "DRV", "ERX", "FAS", "FAZ", "FISV", "GBTC", "GDXU", "GE", "GLD", "GOOG", "HD", "HYG", "IEF", "IEI", "INTU", "IOO", "JD", "JPM", "KLAC", "KO", "LABU", "LEN", "LLY", "MA", "MARA", "MCD", "MDLZ", "MELI", "META", "MMM", "MNST", "MRK", "MSFT", "NAIL", "NCNO", "NFLX", "NKE", "NOW", "NU", "NVDA", "NVO", "ORCL", "PANW", "PAYO", "PDBC", "PDD", "PEP", "PFE", "PLD", "PSQ", "PYPL", "QLD", "QQQ", "ROM", "RTX", "SAP", "SCHD", "SH", "SHOP", "SHV", "SHY", "SMCI", "SOXL", "SOXS", "SPHB", "SPLV", "SPXL", "SPXU", "SPY", "SQQQ", "SSO", "SVXY", "SYK", "TBX", "TECL", "TEVA", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TSM", "TTT", "TYD", "U", "UBT", "UDOW", "UGL", "UI", "UNH", "UPRO", "UUP", "UVXY", "V", "VEEV", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "WDAY", "WMT", "XLE", "XLF", "XLK", "XLP", "XLU", "XOM", "ZROZ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 810 | 2026-10-11 | |
| Out-of-sample length | 228 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 235.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4824% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 115.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.63% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 92.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 34.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.33 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.22% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.60% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.30 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.26% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 107.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 108.75 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.28% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
