Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based swing strategy that rotates among leveraged tech and single‑name ETFs (AAPL, TSLA, NVDA), or hedges/cash, using simple dials: market heat (RSI), fear (VIX), and bonds‑vs‑stocks. Aims to buy dips and sidestep spikes; rebalanced daily.
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.
3 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.
51.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
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 ()
31 of 50 funds in its are : AAPB, AAPD, DRV, EDC, ERX, HIBL, JDST, LABD, LABU, NVDL, NVDS, PSQ, QLD, SARK, SH, SOXL, SOXS, SPXU, SQQQ, SSO, TARK, TECL, TMF, TMV, TQQQ, TSLL, TSLS, TYO, UPRO, URTY, 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 Macro signals 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 three dials: 1) RSI: a quick “heat” gauge (high=overbought, low=washed‑out), 2) VIX funds: a fear meter (high=fear), 3) Bonds vs stocks: Treasuries doing well can signal risk easing.<br>If heat or fear is extreme, it moves to cash or hedges with inverse funds. Otherwise it rides fast movers (mostly tech) via leveraged ETFs or single‑name Apple/Tesla/Nvidia funds. Buys dips, avoids spikes, rotates quickly.
Aggressive, rules‑based swing strategy that rotates among leveraged tech and single‑name ETFs (AAPL, TSLA, NVDA), or hedges/cash, using simple dials: market heat (RSI), fear (VIX), and bonds‑vs‑stocks. Aims to buy dips and sidestep spikes; rebalanced daily.
Out-of-sample annualized return ~50.7% vs SPY ~23%; Calmar ~1.14. Expect larger drawdowns (~44.7% vs ~18.8%), but dynamic tech rotation with hedges seeks big upside while applying risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $109k | 2026-10-11 | |
| Backtest regulatory fees | $478 | 2026-10-11 | |
| Backtest slippage cost | $3,403 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, long/short, momentum/mean reversion, tactical rotation, tech-heavy, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,447 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPD", "AMD", "BIL", "BSV", "BTAL", "DRV", "EDC", "ENPH", "ERX", "HIBL", "IEF", "IEI", "IWM", "JDST", "LABD", "LABU", "NVDA", "NVDL", "NVDS", "PDBC", "PSQ", "QLD", "QQQ", "SARK", "SH", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPXU", "SPY", "SQQQ", "SSO", "TARK", "TECL", "TMF", "TMV", "TQQQ", "TSLL", "TSLS", "TYO", "UPRO", "URTY", "VIXM", "VIXY", "VXX", "XLU", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 860 | 2026-10-11 | |
| Out-of-sample length | 747 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 101.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 989.26% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 238.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 84.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 84.13% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.82% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.79% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.96% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.62 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.13% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 102.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 103.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.42% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
