Composer · investment strategy
by Composer Technologies · via Composer
Daily concentrates 70% into the 5 most volatile mega‑caps. Buys leveraged long on sharp dips, uses VGT or the stock when the trend is up, and hedges or parks in T‑bills when overheated. Very tech‑heavy, rules‑based, and rebalanced every day.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (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. : 99% · 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 ()
12 of 25 funds in its are : AAPB, AAPD, AMZD, AMZU, FBL, GGLL, GGLS, MSFD, MSFU, NVDL, TSLL, TSLS
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 ranks a set of well-known large stocks by how bumpy they were over the last 14 days and picks the top 5. About 70% of the portfolio is split equally across those 5.<br>For each pick: buy a leveraged long ETF on sharp dips, own tech (VGT) or the stock when the short-term trend is up, and hedge with a 1x bear ETF or park in T‑bills when things look overheated. Rebalances daily.
Daily concentrates 70% into the 5 most volatile mega‑caps. Buys leveraged long on sharp dips, uses VGT or the stock when the trend is up, and hedges or parks in T‑bills when overheated. Very tech‑heavy, rules‑based, and rebalanced every day.
Out-of-sample, this strategy targets tech-driven upside with ~42% annualized return vs SPY's 23.5%, and Calmar ~1.50. Expect higher drawdowns (~28% vs ~19%) but stronger growth potential and risk-managed tech exposure.
Based on Deez's "Levered S and P 10 Actively Traded". I simplified it by using the same set of rules for each asset to help remove over-fitting. I excluded a few assets from being invested in due to conflicts with my portfolio on other platforms (GOOG, AAPL, TSLA, MSFT, META, AMZN -> VGT). Leaning into volatility (top 5 of the 14d standard deviation of return) seems to get some good returns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $50k | 2026-10-11 | |
| Backtest regulatory fees | $78 | 2026-10-11 | |
| Backtest slippage cost | $469 | 2026-10-11 |
| AI categories (Composer) | active, daily rebalanced, leveraged single-stock etfs, tech-heavy, trend/mean-reversion hybrid, volatility-tilted | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 157 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPD", "AAPL", "AMZD", "AMZN", "AMZU", "BIL", "BRK/B", "COST", "FBL", "GGLL", "GGLS", "GOOG", "META", "MSFD", "MSFT", "MSFU", "MSTR", "NVDA", "NVDL", "TSLA", "TSLL", "TSLS", "UNH", "VGT" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 944 | 2026-10-11 | |
| Out-of-sample length | 732 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.20% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 395.16% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 177.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.31% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 7.08% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 7.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.93% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 17.24 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.96% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
