Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “gas-and-brakes” system. It rides strong tech/semiconductor uptrends with leveraged funds, moves to T‑Bills when things look too hot, and can short during selloffs. Uses simple heat and trend checks plus bond/volatility cues to switch gears.
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.
6 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.
0.0% 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. : 74% · 2026-10-19 ()
80.5% 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 ()
55 of 113 funds in its are : AAPU, AMZU, CURE, DOG, DPST, DRN, DRV, EDC, EDZ, ERX, ERY, EUO, FAS, FAZ, HIBL, JDST, LABD, LABU, MSFU, MVV, NAIL, NVDU, PSQ, QID, QLD, RWM, SARK, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, TARK, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TSLL, TYO, UCO, UDOW, UPRO, URTY, USD, UVXY, WANT, YANG, YCS, 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 it reads a few “dials”: trend (vs 200‑day averages), heat/cold (RSI), recent momentum, and bond/volatility cues.<br>If healthy and not overheated, it rides the strongest areas (often leveraged tech/semis).<br>If overheated or falling fast, it goes to T‑Bills or flips to inverse funds.<br>Extra sleeves trade biotech, ARKK‑style names, and emerging markets.
A daily, rules-based “gas-and-brakes” system. It rides strong tech/semiconductor uptrends with leveraged funds, moves to T‑Bills when things look too hot, and can short during selloffs. Uses simple heat and trend checks plus bond/volatility cues to switch gears.
Out-of-sample annualized return: 22.0% vs SPY 16.8%. A daily, rule-based system that rides tech rallies and shifts to safety in risk-off—offering higher upside while aiming to limit severe losses.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $58k | 2026-10-19 | |
| Backtest regulatory fees | $260 | 2026-10-19 | |
| Backtest slippage cost | $1,967 | 2026-10-19 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, long/short, momentum and mean reversion, risk-on/risk-off, sector rotation, tactical asset allocation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,562 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AAPU", "ADBE", "AGG", "AMD", "AMZN", "AMZU", "BA", "BIL", "BND", "BSV", "BTAL", "C", "COST", "CSX", "CURE", "DBC", "DOG", "DPST", "DRN", "DRV", "EDC", "EDZ", "EEM", "EFA", "EPI", "ERX", "ERY", "EUO", "EWZ", "FAS", "FAZ", "GE", "GLD", "GOOG", "HIBL", "IBM", "IEF", "IEI", "INTC", "IWM", "JDST", "JPM", "LABD", "LABU", "LLY", "MDB", "META", "MSFT", "MSFU", "MVV", "NAIL", "NFLX", "NVDA", "NVDU", "NVO", "PSQ", "PUI", "QID", "QLD", "QQQ", "RINF", "RWM", "SARK", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "STX", "TARK", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSLL", "TSM", "TYO", "UCO", "UDOW", "UPRO", "UPS", "URTY", "USD", "USRT", "UUP", "UVXY", "VIXM", "VIXY", "WANT", "WDC", "WFC", "XLK", "XLRE", "YANG", "YCS", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.26 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-19 |
| Remixes (copies) | 19 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 772 | 2026-10-19 | |
| Out-of-sample length | 567 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 77.77% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 483.98% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.00% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 55.82% | ||
| Return, trailing 1 day (out-of-sample) | -8.89% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.88% | ||
| Return, trailing 1 week (out-of-sample) | -7.41% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 42.61% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 86.76% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.82% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.52% | ||
| SPY annualized return over the backtest window (backtest) | 21.38% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.44 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | ||
| Maximum drawdown, backtest period (backtest) | -54.07% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.07% | ||
| Sharpe ratio, backtest period (backtest) | 1.51 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Sortino ratio, backtest period (backtest) | 2.30 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 44.95% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.69% |
| Annualized turnover, backtest period (backtest) | 78.65 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 79.24 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.53% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.91% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
