Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑based rotation that rides strong tech/semis with leveraged ETFs, hedges or shorts when markets overheat, and shifts to cash/bonds/gold/dollar or rate trades in weak markets. Includes crash hedges via VIX funds and an ARK long/short sleeve.
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 2026-10-11
: 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.
0.1% of weight in (IVV: 3.0%)
4 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. : 80% · 2026-10-11 ()
74.7% 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 ()
42 of 89 funds in its are : CURE, DRV, EDC, ERX, EUO, HIBL, LABD, LABU, MVV, PSQ, QID, QLD, SARK, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UBT, UCO, UDN, UDOW, UGL, UPRO, URTY, USD, UVXY, WEBL, 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 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.
First it decides the “regime” (healthy uptrend or danger) using long‑term trends in the S&P 500 (SPY) and US Treasuries and how jumpy commodities are. In uptrends it buys fast‑moving tech/semis via 2x/3x ETFs (TQQQ, TECL, SOXL). If prices look “too hot” (RSI = short‑term speedometer), it hedges/shorts (SQQQ, SOXS) or buys VIX funds (UVXY/VIXY). In downtrends it parks in T‑Bills (BIL), gold (GLD), USD (UUP), or plays falling/rising rates (TMF/TMV). Small sleeves flip ARK long (TARK) or short (SARK).
Aggressive, rules‑based rotation that rides strong tech/semis with leveraged ETFs, hedges or shorts when markets overheat, and shifts to cash/bonds/gold/dollar or rate trades in weak markets. Includes crash hedges via VIX funds and an ARK long/short sleeve.
Regime-switching, tech‑driven strategy targets higher long‑term growth: 27.05% annualized vs S&P’s 20.80%, with adaptive hedges to protect in rallies and downturns. Expect bigger upside, but also higher drawdowns (53.03% vs 18.76%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $464k | 2026-10-11 | |
| Backtest regulatory fees | $2,274 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro rates, mean reversion, momentum, regime switching, tactical asset allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,498 | 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) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMZN", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "DRV", "EDC", "EEM", "EFA", "ENPH", "EPI", "ERX", "EUO", "EWZ", "GLD", "GOOGL", "HIBL", "IEF", "IEI", "LABD", "LABU", "MSFT", "MVV", "NFLX", "NVDA", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SCHZ", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TARK", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UBT", "UCO", "UDN", "UDOW", "UGL", "UPRO", "URTY", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "WEBL", "XLE", "XLP", "YANG", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.55 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,013 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 159.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4545% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.05% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.25% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.34% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 56.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.46% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.72% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.34% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.51 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.03% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.61 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.03% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 99.12 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 95.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.93% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
