Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “risk on/risk off” system: ride tech-heavy uptrends with leveraged ETFs; when markets get too hot or turn down, shift fast into hedges (volatility, cash-like T‑bills, gold, dollar) and flip long/short Treasuries based on rate trends.
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.
35 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 35 shown.
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%)
24 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 1.6% (PDBC 2% × 0.48, DBO 0% × 1.00, DBC 0% × 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. : 85% · 2026-10-19 ()
36.8% 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 ()
61 of 204 funds in its are : AAPB, AAPD, AGQ, AMZD, AMZU, CURE, DOG, EDZ, EEV, ERX, ERY, EWV, FAS, FAZ, GGLL, GGLS, GLL, HDGE, KOLD, MSFD, MSFU, NVDS, PSQ, QID, QLD, RETL, SCO, SDOW, SDS, SH, SJB, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SSO, SVXY, TBF, TBT, TECL, TMF, TMV, TNA, TQQQ, TSLQ, TTT, TWM, TYD, TYO, TZA, UBT, UCO, UDOW, ULE, UPRO, URTY, UVXY, UWM
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.
Each day it checks the market’s “temperature” and trend across big areas: S&P 500, Nasdaq/tech/semis, and long‑term Treasuries.<br>- If trends look healthy and not overheated, it owns growth/tech using high‑octane funds (like 3x Nasdaq/tech/semis).<br>- If things look overheated or sliding, it hedges or goes defensive: volatility funds (VIX), short‑term T‑bills, gold, the U.S. dollar, or inverse stock funds.<br>- For bonds, it flips between owning long Treasuries and shorting them depending on rate trends.<br>It blends many small rule sets and favors the ones that recently delivered good returns with lower choppiness.
A daily, rules-based “risk on/risk off” system: ride tech-heavy uptrends with leveraged ETFs; when markets get too hot or turn down, shift fast into hedges (volatility, cash-like T‑bills, gold, dollar) and flip long/short Treasuries based on rate trends.
Out-of-sample, this adaptive risk-on/risk-off strategy delivers superior risk-adjusted performance: Sharpe 1.70 vs 1.21, Calmar 2.12, max drawdown 8.26% vs 18.76%, 17.47% return—more resilience and upside than the S&P 500.
Allocations based on SD, AR, and R values. Strategies selected based on OOS performance and volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $37k | 2026-10-19 | |
| Backtest regulatory fees | $121 | 2026-10-19 | |
| Backtest slippage cost | $788 | 2026-10-19 |
| AI categories (Composer) | bonds and rates, leveraged etfs, momentum + mean reversion, risk-on/risk-off, sector rotation, tactical allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,989 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.07 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPD", "AAPL", "AGG", "AGQ", "AMZD", "AMZN", "AMZU", "ANGL", "ATO", "AWK", "BIL", "BIP", "BKLN", "BND", "BNDX", "BRK/B", "BSV", "BTAL", "CMS", "CNP", "COST", "CURE", "DBC", "DBMF", "DBO", "DIA", "DOG", "ED", "EDZ", "EEM", "EEV", "ERX", "ERY", "ETR", "EWJ", "EWV", "FAS", "FAZ", "FCG", "FLOT", "FLRN", "FLTR", "FTLS", "FTSL", "FTSM", "GDX", "GE", "GGLL", "GGLS", "GLD", "GLL", "GNMA", "GOOG", "GOVI", "HDGE", "HEFA", "HYD", "HYG", "HYLS", "ICSH", "IDA", "IEF", "IEI", "IGIB", "ILTB", "IWF", "IXC", "IYR", "IYY", "IYZ", "KOLD", "LLY", "LNT", "LQD", "MBB", "META", "MINT", "MSFD", "MSFT", "MSFU", "MSTR", "MTUM", "MUB", "NEAR", "NGG", "NVDA", "NVDS", "ORA", "OTTR", "PCG", "PDBC", "PGHY", "PSQ", "QAI", "QID", "QLD", "QQQ", "QQQE", "QUAL", "RETL", "RPV", "RSP", "SCHD", "SCHO", "SCO", "SDOW", "SDS", "SDY", "SH", "SHM", "SHV", "SHY", "SHYG", "SJB", "SJNK", "SMB", "SMH", "SOXL", "SOXS", "SOXX", "SPAB", "SPHB", "SPHY", "SPIB", "SPLV", "SPSB", "SPTS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRE", "SRTY", "SSO", "STIP", "SVXY", "TBF", "TBT", "TECL", "TFLO", "TIP", "TIPX", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSLQ", "TTT", "TWM", "TYD", "TYO", "TZA", "UBT", "UCO", "UDOW", "ULE", "ULST", "UNG", "UNH", "UPRO", "URTY", "USDU", "USFR", "USIG", "USMV", "USO", "UUP", "UVXY", "UWM", "VCIT", "VCSH", "VGIT", "VGLT", "VIXM", "VIXY", "VNQ", "VOOG", "VOOV", "VOX", "VPU", "VSS", "VTI", "VTV", "WEC", "WM", "WTRG", "XAR", "XEL", "XHB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLU", "XLV", "XLY", "XME", "XYLD", "YYY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-19 |
| Remixes (copies) | 72 | 2026-10-19 | |
| Watchers | 28 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,032 | 2026-10-19 | |
| Out-of-sample length | 529 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 37.86% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 272.94% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.47% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.77% | ||
| Return, trailing 1 day (out-of-sample) | 0.63% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.20% | ||
| Return, trailing 1 week (out-of-sample) | 1.24% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 16.84% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 15.55% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.19% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.98% | ||
| SPY annualized return over the backtest window (backtest) | 18.97% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.58 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.12 | ||
| Maximum drawdown, backtest period (backtest) | -8.26% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -8.26% | ||
| Sharpe ratio, backtest period (backtest) | 3.54 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.70 | ||
| Sortino ratio, backtest period (backtest) | 6.41 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.90 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 9.21% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 9.76% |
| Annualized turnover, backtest period (backtest) | 37.94 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.50 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 62.50% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.60% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
