Composer · investment strategy
by Composer Technologies · via Composer
Rules‑driven swing strategy in leveraged tech/semiconductor/high‑beta ETFs. Uses trends, an “overbought/oversold” gauge, and bond signals to buy dips, fade rips, or sit in cash‑like Treasuries. K‑1 free.
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.
3 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. : 100% · 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 ()
15 of 31 funds in its are : ERX, HIBL, HIBS, QID, SOXL, SOXS, SQQQ, TBF, TECL, TECS, TMF, TQQQ, TYD, TYO, USD
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 Macro signals 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.
It swing‑trades leveraged ETFs that bet for or against tech, chip stocks, and high‑beta S&P. It checks: (1) 60‑day trends (are markets rising or falling?), (2) a 0–100 “heat meter” (RSI: low=washed‑out, high=overheated), and (3) bond‑market risk gauges (T‑bills vs corporates; short vs long Treasuries). If risk‑on/oversold → buy SOXL/TECL/HIBL; if risk‑off/overheated → switch to SOXS/TECS/HIBS or cash‑like T‑bills.
Rules‑driven swing strategy in leveraged tech/semiconductor/high‑beta ETFs. Uses trends, an “overbought/oversold” gauge, and bond signals to buy dips, fade rips, or sit in cash‑like Treasuries. K‑1 free.
Rule-based, levered tech/high-beta swing strategy with bond risk checks; aims to capture tech rallies while providing risk controls. Out-of-sample: 17.66% annualized return with positive alpha, designed to complement the S&P 500, not replicate it.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $926.1M | 2026-10-11 | |
| Backtest regulatory fees | $8.0M | 2026-10-11 | |
| Backtest slippage cost | $77.3M | 2026-10-11 |
| AI categories (Composer) | bonds, high beta, k-1 free, leveraged etfs, mean reversion, momentum, risk-on/off, semiconductors, tactical, tech, trend | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 413 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.77 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "EDV", "ERX", "HIBL", "HIBS", "IEF", "IEI", "LQD", "QID", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPY", "SQQQ", "STIP", "TBF", "TECL", "TECS", "TLH", "TMF", "TQQQ", "TYD", "TYO", "USD", "USDU", "VTIP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.20 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 |
| Remixes (copies) | 26 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,725 | 2026-10-11 | |
| Out-of-sample length | 792 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 431.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9261k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -2.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.35% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -41.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -41.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 72.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -86.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -86.11% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 88.27% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 84.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 115.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 113.37 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 48.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
