Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based trader: it rides tech‑led rallies with leveraged ETFs, then quickly hedges or goes defensive (volatility funds, Treasuries, cash, or inverse ETFs) when prices look overheated or weak. Daily rebalanced; high turnover and 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.
12 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.
1.4% of weight in (IVV: 3.0%)
10 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. : 83% · 2026-10-19 ()
96.7% 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% · 2026-10-19 ()
27 of 64 funds in its are : AGQ, BRZU, DOG, DXD, EDC, EDZ, PSQ, QID, QLD, SDS, SH, SOXL, SPXL, SVXY, TBT, TECL, TMF, TMV, TNA, TQQQ, TYO, UDOW, UGL, UMDD, UPRO, USD, UVXY
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 simple gauges—RSI (a heat/speed meter), moving averages, drawdowns, and VIX.<br>• If uptrend and calm: ride turbo stock funds TQQQ (3x Nasdaq) and UPRO/SPXL (3x S&P).<br>• If “too hot” or choppy: hedge/park in UVXY (fear spikes), BTAL (defensive), T‑Bills (BIL/SHV) or Treasuries (TMF/TMV).<br>• If falling: flip to inverse ETFs (PSQ/SH/QID) or cash.<br>Side modules: short‑vol in calm (SVXY), EM on/off (EDC/EDZ), and gold/commodities when stocks look stretched.
Aggressive, rules‑based trader: it rides tech‑led rallies with leveraged ETFs, then quickly hedges or goes defensive (volatility funds, Treasuries, cash, or inverse ETFs) when prices look overheated or weak. Daily rebalanced; high turnover and risk.
Dynamic, rules-based strategy captures tech-led upside with leveraged bets, then hedges to safety. Out-of-sample annualized return ~19.12%—nearly the S&P—while offering diversification beyond a pure index holding.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $49.9B | 2026-10-19 | |
| Backtest regulatory fees | $177.3M | 2026-10-19 | |
| Backtest slippage cost | $1.7B | 2026-10-19 |
| AI categories (Composer) | daily rebalance, emerging markets, leveraged etfs, market timing, mean reversion, shorting, treasuries/cash, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,677 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "BIL", "BND", "BRZU", "BSV", "BTAL", "COKE", "COST", "DBC", "DOG", "DXD", "EDC", "EDZ", "EEM", "EPI", "EWZ", "IEF", "IEI", "IGIB", "IOO", "IWM", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "RINF", "SDS", "SH", "SHV", "SOXL", "SPHB", "SPTL", "SPXL", "SPY", "STIP", "SVXY", "TBT", "TECL", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYO", "UDOW", "UGL", "UMDD", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VTV", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.04 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-19 |
| Remixes (copies) | 39 | 2026-10-19 | |
| Watchers | 14 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,207 | 2026-10-19 | |
| Out-of-sample length | 491 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 235.85% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 498816k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.13% | ||
| Return, trailing 1 day (out-of-sample) | -3.13% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -4.19% | ||
| Return, trailing 1 week (out-of-sample) | -1.81% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 27.87% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 38.92% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.90% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.57% | ||
| SPY annualized return over the backtest window (backtest) | 13.73% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.24 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.34 | ||
| Maximum drawdown, backtest period (backtest) | -55.62% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -55.62% | ||
| Sharpe ratio, backtest period (backtest) | 2.62 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | ||
| Sortino ratio, backtest period (backtest) | 5.14 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 50.98% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.75% |
| Annualized turnover, backtest period (backtest) | 80.63 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 77.85 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.12% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.77% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
