Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based switcher that rotates among leveraged S&P/Nasdaq funds, Berkshire, big blue‑chip stocks, oil, cash, and volatility ETFs, using short‑term trend, oversold bounces, and stock‑vs‑bond strength to decide.
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.
2.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
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 ()
4 of 17 funds in its are : SPXL, SPYU, TMF, TQQQ
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.
Rebalances daily. If SPY is short‑term weak (price < 5‑day avg), split across the 2 strongest S&P/Nasdaq funds (incl. 3x) plus Berkshire. Else: if Berkshire is weak (RSI<50) go to oil. If the 3x Nasdaq fund (TQQQ) just crashed (>12%/6d), buy VIX funds on big rebound days; otherwise try a bounce with big blue‑chips (OEF), or use Berkshire or oil/cash. In calmer times, own OEF when trend is up; if not, compare stock vs bond strength to choose OEF or oil/cash.<br><br>MA=avg recent prices; RSI(0–100)=recent up vs down; drawdown=worst drop; cum return=% change. Key: SPY=S&P500; QQQ=Nasdaq‑100; BRK/B=Berkshire; SPXL/TQQQ=3x; OEF=top 100; USO/OILK=oil; VIXY/VIXM=vol; BIL=T‑Bills.
A daily, rules‑based switcher that rotates among leveraged S&P/Nasdaq funds, Berkshire, big blue‑chip stocks, oil, cash, and volatility ETFs, using short‑term trend, oversold bounces, and stock‑vs‑bond strength to decide.
Out-of-sample: annualized return ~72.5% vs 16.5% for the S&P; Sharpe ~1.88 vs 1.26; beta ~0.27; Calmar ~4.84. Higher upside with diversification (oil, Berkshire, VIX hedges) and disciplined risk controls.
Using SPY + CR avg of stocks, some not in SP, to place them, then using BRK/B and oil as hedge. Not backtested since it has XXXX.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $29k | 2026-10-11 | |
| Backtest regulatory fees | $97 | 2026-10-11 | |
| Backtest slippage cost | $778 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged equity rotation, mean reversion, oil/cash defensive, risk-on/risk-off, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 80 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.65 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BRK/B", "IEF", "OEF", "OILK", "QQQ", "SPXL", "SPY", "SPYM", "SPYU", "TLT", "TMF", "TQQQ", "USO", "VIXM", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 688 | 2026-10-11 | |
| Out-of-sample length | 235 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 48.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 192.92% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 72.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.65% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.74% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 77.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -71.88% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.76% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 30.40% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.10% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.84 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.87% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 87.77 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 91.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.60% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
