Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based strategy that chases big winners (3× tech/semis) when conditions are favorable and quickly shifts to hedges (inverse, volatility, cash) or trades bond moves (TMF/TMV) when risk rises. Built to surf momentum and limit deep slumps; high risk.
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.
14 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.
0.3% of weight in (IVV: 3.0%)
6 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. : 95% · 2026-10-19 ()
58.5% 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 ()
36 of 75 funds in its are : CURE, DOG, DRN, DRV, EDC, ERX, EUO, LABD, LABU, MVV, PSQ, QLD, RWM, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SVXY, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UPRO, URTY, USD, UVXY, YCS
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 first gauges the market’s mood using: S&P 500 “hot/cold” readings (RSI), long‑term trend checks, and a bond‑market read (T‑bills vs longer Treasuries).<br>• If risk‑on, it rides the strongest growth areas (3× Nasdaq/tech/semis: TQQQ, TECL, SOXL).<br>• If overheated or risk‑off, it flips to protection (inverse ETFs like SQQQ/SOXS, volatility funds UVXY/VIXY, or cash‑like BIL/SHV).<br>• If rates rise, it shorts long bonds (TMV); if they fall, it buys them (TMF).<br>Rebalanced daily; very aggressive.
Daily, rules‑based strategy that chases big winners (3× tech/semis) when conditions are favorable and quickly shifts to hedges (inverse, volatility, cash) or trades bond moves (TMF/TMV) when risk rises. Built to surf momentum and limit deep slumps; high risk.
Dynamic regime-switching strategy for diversification and hedging. In OOS, it runs with beta ~0.88 and 17.9% annualized return vs SPY’s 21.1%, using rapid hedges to lower correlation and complement a core S&P 500 allocation.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1190.6B | 2026-10-19 | |
| Backtest regulatory fees | $7.3B | 2026-10-19 | |
| Backtest slippage cost | $18.8B | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, momentum/trend, regime switching, tactical allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5,559 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.31 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AGG", "AMD", "AMZN", "BIL", "BSV", "BTAL", "CURE", "DBC", "DIA", "DOG", "DRN", "DRV", "EDC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "IGM", "IWM", "IYR", "LABD", "LABU", "MSFT", "MVV", "NVDA", "PSQ", "PUI", "QLD", "QQQ", "RWM", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "SVXY", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSM", "UCO", "UDOW", "UPRO", "URTY", "USD", "UUP", "UVXY", "VIXM", "VIXY", "VTI", "XLK", "XLP", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.89 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-19 |
| Remixes (copies) | 16 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 2,742 | 2026-10-19 | |
| Out-of-sample length | 627 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 451.98% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 11905582k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.90% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.14% | ||
| Return, trailing 1 day (out-of-sample) | -3.99% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.00% | ||
| Return, trailing 1 week (out-of-sample) | -5.80% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -6.52% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 8.75% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.84% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 12.43% | ||
| SPY annualized return over the backtest window (backtest) | 14.57% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 10.65 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.42 | ||
| Maximum drawdown, backtest period (backtest) | -42.42% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.49% | ||
| Sharpe ratio, backtest period (backtest) | 3.22 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Sortino ratio, backtest period (backtest) | 7.13 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 58.20% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.03% |
| Annualized turnover, backtest period (backtest) | 105.77 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.62 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.50% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 48.64% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
