Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily‑rebalanced ensemble that rides tech/semiconductor uptrends with 3× ETFs, hedges in overheated or stressed markets using VIX/short funds, and retreats to cash/treasuries/defensives in weak or sideways regimes.
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.
0.2% 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. : 73% · 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 ()
43 of 83 funds in its are : AAPB, AAPD, CURE, DRV, EDC, ERX, EUO, HIBL, HIBS, JDST, LABD, LABU, MVV, PSQ, QLD, SARK, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVIX, SVXY, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TSLL, TSLS, UCO, UDOW, UGL, UPRO, URTY, USD, UVXY, YCS, YINN
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 checks trend (price vs 20/200‑day MAs), heat (RSI), and stress (volatility and bonds). If risk‑on, it rides fast tech/semis with 3× funds (TQQQ, SOXL, TECL, UPRO). If too hot or stressed, it hedges with VIX (UVXY/VIXY) or inverse funds (SQQQ, SOXS). If falling/sideways, it shifts to cash/treasuries (BIL/SHY/TLT) or defensives (XLP/XLV). RSI=0–100; >70 overbought, <30 oversold.
Aggressive, daily‑rebalanced ensemble that rides tech/semiconductor uptrends with 3× ETFs, hedges in overheated or stressed markets using VIX/short funds, and retreats to cash/treasuries/defensives in weak or sideways regimes.
Out-of-sample annualized return ~41.8% vs SPY ~22.9%, driven by dynamic 3x exposure to tech/semis with hedges and defensive shifts. Higher upside than the S&P, but expect higher drawdowns; risk controls are regime-based.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $325k | 2026-10-11 | |
| Backtest regulatory fees | $3,531 | 2026-10-11 | |
| Backtest slippage cost | $28k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, sector rotation, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,116 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPD", "AAPL", "AGG", "AMD", "AMZN", "BIL", "BND", "BSV", "COST", "CURE", "DBC", "DIA", "DRV", "EDC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FNGS", "GLD", "HIBL", "HIBS", "IEF", "JDST", "LABD", "LABU", "MSFT", "MVV", "NVDA", "PDBC", "PSQ", "PUI", "QLD", "QQQ", "SARK", "SCHZ", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TARK", "TECL", "TECS", "TFLO", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSLL", "TSLS", "TSM", "UCO", "UDOW", "UGL", "UNH", "UPRO", "URTY", "USD", "USDU", "UUP", "UVXY", "VIXY", "VTI", "XLP", "XLV", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 999 | 2026-10-11 | |
| Out-of-sample length | 765 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 140.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3151% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.77% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 188.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.51% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -2.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -2.34% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.86% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 23.26% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -48.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.79 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.85 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.31 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 58.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 157.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 153.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.26% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
