Composer · investment strategy
by Composer Technologies · via Composer
Chases big movers: each day buys the 5 most volatile mega‑caps, then uses simple signals—buy sharp dips with leveraged funds, ride uptrends via a tech fund/stock, or step aside to T‑bills/brief hedges when overheated. Very tech‑tilted and active.
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.
Daily it ranks 11 big, liquid stocks (Apple, Microsoft, Tesla, Meta, Google, Nvidia, Amazon, Costco, Berkshire, UnitedHealth, MicroStrategy) by 14‑day volatility and puts ~70% equally into the top 5.<br>- RSI < 30 (0–100; low = heavy recent selling): buy a fund that magnifies that stock’s daily moves (or the stock for non‑tech).<br>- Price > 20‑day average: buy a broad tech fund (VGT) or the stock.<br>- RSI ≥ 70 or weak trend: park in T‑bills (BIL) or use a 1× inverse fund. Rebalanced daily.
Chases big movers: each day buys the 5 most volatile mega‑caps, then uses simple signals—buy sharp dips with leveraged funds, ride uptrends via a tech fund/stock, or step aside to T‑bills/brief hedges when overheated. Very tech‑tilted and active.
Out-of-sample annualized return ~42% vs S&P ~23.5%; Calmar ~1.50 and Sharpe ~1.23 signal strong risk-adjusted gains, albeit with higher drawdown (~28% vs ~19%). Tech-heavy, higher beta captures upside with daily rebalancing and hedges.
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) | daily rebalancing, leveraged single‑stock etfs, momentum & mean‑reversion, risk‑on/off, tech‑heavy, volatility ranking | 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 | 7 | 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
