Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven, very high‑risk mix that rides tech momentum in good times, buys sharp dips, and shifts to T‑bills, Treasuries, volatility, or commodities when fear/weakness appears—guided by RSI, moving averages, and VIX‑based triggers.
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.
15 positions as of 2026-10-19
: 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.
17.9% of weight in (IVV: 3.0%)
11 funds (SEC N-PORT, as of 2026-05-31)
: 2.9% (DBO 2% × 1.00, DBC 2% × 0.37), 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. : 84% · 2026-10-19 ()
65.4% 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% · 2026-10-19 ()
40 of 86 funds in its are : CURE, DRN, DRV, EDC, EDZ, ERX, EUO, FAS, HIBL, JDST, KOLD, LABD, LABU, MVV, NAIL, PSQ, QLD, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, UCO, UDOW, 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, a set of rules decides risk‑on vs risk‑off. In calm uptrends it rides high‑octane tech/semis/biotech funds (TQQQ, SOXL, TECL, LABU). After fast sell‑offs it “buys the dip.” When fear or downtrends hit, it flips to cash‑like T‑bills (BIL), Treasuries (TMF up/TMV down), volatility (VIXY/UVXY), or commodities (DBC/oil). Signals used: RSI (0–100 heat meter), moving averages (trend), and VIX (fear).
A daily, rules‑driven, very high‑risk mix that rides tech momentum in good times, buys sharp dips, and shifts to T‑bills, Treasuries, volatility, or commodities when fear/weakness appears—guided by RSI, moving averages, and VIX‑based triggers.
Dynamic regime-shifting strategy seeks tech upside with built-in risk hedges, offering diversification (SPY beta ~0.25) and solid OOS performance: Sharpe ~0.84, Calmar ~0.70, ~18.9% annualized. Higher drawdowns; for risk-tolerant growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.8M | 2026-10-19 | |
| Backtest regulatory fees | $9,646 | 2026-10-19 | |
| Backtest slippage cost | $76k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, mean reversion, multi-asset, risk-on/off, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,691 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "AMD", "AMZN", "BIL", "BND", "BSV", "BTAL", "COST", "CURE", "DBC", "DBO", "DRN", "DRV", "EDC", "EDZ", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "FCG", "GE", "GLD", "GOOGL", "HIBL", "IEF", "IEI", "IWM", "JDST", "KOLD", "LABD", "LABU", "LLY", "META", "MSFT", "MVV", "NAIL", "NVDA", "PSQ", "PUI", "QLD", "QQQ", "RINF", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSM", "TYO", "UCO", "UDOW", "UPRO", "URTY", "USD", "UUP", "UVXY", "VIXM", "VIXY", "VUG", "XLE", "XME", "YCS", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,705 | 2026-10-19 | |
| Out-of-sample length | 605 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 129.40% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 28k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.91% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 51.04% | ||
| Return, trailing 1 day (out-of-sample) | -3.90% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.72% | ||
| Return, trailing 1 week (out-of-sample) | -4.60% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 34.13% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 47.08% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.19% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.76% | ||
| SPY annualized return over the backtest window (backtest) | 15.19% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.80 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Maximum drawdown, backtest period (backtest) | -26.96% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.96% | ||
| Sharpe ratio, backtest period (backtest) | 3.03 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.83 | ||
| Sortino ratio, backtest period (backtest) | 5.88 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 28.80% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.43% |
| Annualized turnover, backtest period (backtest) | 51.18 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.70 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.39% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
