Composer · investment strategy
by Composer Technologies · via Composer
A daily “switchboard” that chases tech-led uptrends with leveraged ETFs, buys sharp dips, and quickly flips to volatility, inverse stock funds, bonds, cash, or commodities when fear, rising rates, or inflation hit. Uses simple heat/trend rules to decide.
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.
1 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.
0.5% of weight in (IVV: 3.0%)
1 fund (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. : 98% · 2026-10-11 ()
100.0% 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 ()
31 of 59 funds in its are : BRZU, CURE, DIG, ERX, INDL, MIDU, MVV, PSQ, QLD, ROM, RXL, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, UGE, UMDD, UPRO, UPW, 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.
Each day it checks three dials: 1) Are stocks trending up (price vs long‑term average)? 2) Are bonds/rates supportive or hostile (TLT trend/overbought)? 3) Is fear spiking (volatility)? If risk‑on, it buys 3x tech/Nasdaq/semis (TQQQ/TECL/SOXL). If prices look “too hot” (RSI=recent heat gauge) or after big pops, it briefly buys VXX as a brake. If “too cold” (RSI low), it buys the most beaten‑down 3x fund for a bounce. In stress/inflation, it flips to inverse ETFs, TMV, T‑Bills, or PDBC/OILK.
A daily “switchboard” that chases tech-led uptrends with leveraged ETFs, buys sharp dips, and quickly flips to volatility, inverse stock funds, bonds, cash, or commodities when fear, rising rates, or inflation hit. Uses simple heat/trend rules to decide.
Out-of-sample edge: 26.6% annualized return vs S&P 21%, with Calmar ~0.45 signaling solid risk-adjusted gains. Dynamic hedges (volatility, inverse ETFs, bonds) aim to ride tech uptrends while limiting drawdowns.
1142% AR 23% DD 7/22/2019
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.8B | 2026-10-11 | |
| Backtest regulatory fees | $21.9M | 2026-10-11 | |
| Backtest slippage cost | $211.4M | 2026-10-11 |
| AI categories (Composer) | bonds & commodities overlay, daily rebalancing, leveraged etfs, tactical asset allocation, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,220 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.89 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BRZU", "BSV", "BTAL", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EWZ", "GLD", "IEF", "INDL", "IYK", "MIDU", "MVV", "OILK", "PDBC", "PSQ", "PUI", "QLD", "QQQ", "ROM", "RXL", "SH", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYO", "UGE", "UMDD", "UPRO", "UPW", "USD", "USDU", "UUP", "UVXY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,815 | 2026-10-11 | |
| Out-of-sample length | 701 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 545.11% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 68309k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 92.92% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 50.75% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 50.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.68% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 9.19 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.19 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 74.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 60.87% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 96.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 62.69 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.08% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
