Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules‑based trader that rotates between leveraged tech/semis, ARK, energy, gold/silver, and bitcoin proxies, then hedges with cash, Treasuries, the US dollar, or volatility when markets look overheated or stressed.
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.
9 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.
1.8% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 3.3% (UCO 1% × 2.00, BOIL 1% × 2.00), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
67.7% 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 ()
34 of 66 funds in its are : AGQ, BITI, BOIL, DIG, DUST, DZZ, ERX, ERY, GLL, JDST, JNUG, NUGT, PSQ, QID, QLD, SARK, SDS, SH, SOXL, SOXS, SPXL, SQQQ, SSO, TARK, TECL, TECS, TMV, TQQQ, UBT, UCO, UGL, UVIX, UVXY, ZSL
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.
It watches 3 dials: trend (price vs its average), a short‑term heat meter (RSI: high = stretched up, low = stretched down), and market stress (volatility). It also checks bonds and the US dollar.<br>Offense: buy high‑growth tech/semis (often 2‑3x).<br>Defense: use inverse tech, volatility funds, cash/short‑term Treasuries, or long USD.<br>Side bets: ride energy trends; trade gold/silver on big daily moves; flip between short‑bitcoin (BITI) and a BTC proxy (MSTR).
An aggressive, rules‑based trader that rotates between leveraged tech/semis, ARK, energy, gold/silver, and bitcoin proxies, then hedges with cash, Treasuries, the US dollar, or volatility when markets look overheated or stressed.
Out-of-sample, the strategy delivers 28.2% annualized return vs 21.6% for SPY, with disciplined hedging (bonds, USD, volatility) to limit losses during stress while capturing upside in tech/energy/crypto.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $376k | 2026-10-11 | |
| Backtest regulatory fees | $2,859 | 2026-10-11 | |
| Backtest slippage cost | $21k | 2026-10-11 |
| AI categories (Composer) | commodities, crypto proxy, energy, leveraged etfs, long/short, momentum & mean reversion, tactical rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,155 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BOIL", "BSV", "BTAL", "DIG", "DUST", "DZZ", "ERX", "ERY", "GLD", "GLL", "IAU", "IEF", "IEI", "IXC", "JDST", "JNUG", "MSTR", "NUGT", "PDBC", "PSLV", "PSQ", "QID", "QLD", "SARK", "SDS", "SGOL", "SH", "SHY", "SIVR", "SLV", "SMH", "SOXL", "SOXS", "SPHB", "SPXL", "SPY", "SQQQ", "SSO", "STIP", "TARK", "TECL", "TECS", "TLH", "TMV", "TQQQ", "UBT", "UCO", "UGL", "USDU", "UUP", "UVIX", "UVXY", "VGLT", "VIXY", "VTI", "XLE", "ZSL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 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) | 0.51 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 903 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 133.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3663% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 143.53% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.67% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -10.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -10.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.03% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.75 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 99.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
