Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based “buy the dip, sell the rip” system that leans into leveraged tech/semis in uptrends, shifts to T‑Bills/Treasuries or defensive when risk rises, and uses volatility/inverse ETFs in panics—guided by simple hot/cold price gauges and bond signals.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 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 ()
29 of 64 funds in its are : CURE, DRV, EDC, ERX, HIBL, HIBS, PSQ, QID, SARK, SH, SOXL, SOXS, SQQQ, SVXY, TARK, TBF, TECL, TECS, TMF, TMV, TQQQ, TYD, TYO, UGL, UPRO, USD, UTSL, UVXY, 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.
Each day the rules decide among 3 modes:<br>1) Risk‑on: buy leveraged tech/semis (TQQQ, SOXL) when the trend is up or after sharp pullbacks.<br>2) Risk‑off: move to T‑Bills/Treasuries (BIL, IEI, TMF) or defensive (BTAL) when stocks weaken or bonds lead.<br>3) Crash/overheat: hedge/short with volatility or inverse ETFs (UVXY, SQQQ, SOXS). Bond and volatility checks confirm every switch. A small sleeve rotates other leaders (energy, commodities, gold).
Daily, rules‑based “buy the dip, sell the rip” system that leans into leveraged tech/semis in uptrends, shifts to T‑Bills/Treasuries or defensive when risk rises, and uses volatility/inverse ETFs in panics—guided by simple hot/cold price gauges and bond signals.
Out-of-sample upside: ~23.4% annualized vs ~20.6% for the S&P, driven by daily tech/semis rotation with bond/volatility hedges. Potential for bigger gains, but expect higher drawdowns and lower risk-adjusted return than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $847k | 2026-10-11 | |
| Backtest regulatory fees | $6,970 | 2026-10-11 | |
| Backtest slippage cost | $53k | 2026-10-11 |
| AI categories (Composer) | bond signals, daily rebalance, leveraged etfs, risk-on/off, tactical rotation, tech/semis focus, trend + mean reversion, volatility hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,102 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AMD", "BIL", "BND", "BTAL", "COST", "CURE", "DBC", "DRV", "EDC", "EDV", "ENPH", "ERX", "HIBL", "HIBS", "IEF", "IEI", "LQD", "NVDA", "PSQ", "QID", "QQQ", "SARK", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPY", "SQQQ", "STIP", "STPZ", "SVXY", "TARK", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UGL", "UNH", "UPRO", "USD", "USDU", "UTSL", "UUP", "UVXY", "VIXM", "VIXY", "VTI", "VTIP", "XLE", "XLK", "XLU", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 833 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 173.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8373% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.05% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.38% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.33% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.93 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.20% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 51.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 127.12 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 121.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.77% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
