Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane, rules‑based strategy: ride big tech uptrends with 3x ETFs, fade short‑term spikes, and rotate into bonds, volatility, or cash when risk rises. Adds selective China and Bitcoin trades and uses KMLM as a trend check.
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.
8 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.
0.1% of weight in (IVV: 3.0%)
5 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. : 100% · 2026-10-19 ()
88.3% 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 ()
31 of 70 funds in its are : BITI, CURE, DIG, EDC, EDZ, ERX, FAS, HIBL, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVIX, SVXY, TBT, TECL, TECS, TMF, TMV, TQQQ, UDOW, UGL, UPRO, USD, UVXY, YANG, 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.
Daily it checks trend and “heat” (RSI, a 0–100 hot/cold score) and moving averages. If US stocks are rising and fear is low, it rides 3x tech/semis (TQQQ, TECL, SOXL). If moves get too fast or fear spikes, it flips to hedges (SQQQ, SOXS), volatility (UVXY/VXX), Treasuries (TMF/TMV) or cash. Bonds’ trend guides TMF vs TMV. It may also trade China (YINN/YANG) and a small Bitcoin proxy (MSTR/BITI). KMLM (managed‑futures) is used as a trend yardstick.
A high‑octane, rules‑based strategy: ride big tech uptrends with 3x ETFs, fade short‑term spikes, and rotate into bonds, volatility, or cash when risk rises. Adds selective China and Bitcoin trades and uses KMLM as a trend check.
Diversified, rules-based strategy riding tech momentum with dynamic hedges (vol, bonds, cash) and macro tilts. Out-of-sample: ~23.8% annual return, Calmar 1.07, max drawdown 22%, Sharpe 0.82. Provides regime diversification beyond the S&P 500 with modest alpha.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $598k | 2026-10-19 | |
| Backtest regulatory fees | $1,707 | 2026-10-19 | |
| Backtest slippage cost | $14k | 2026-10-19 |
| AI categories (Composer) | bonds/commodities, crypto tilt, leveraged etf trend-follow + mean reversion, macro regime, sector/country rotation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4,442 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BITI", "BITO", "BND", "BSV", "BTAL", "CURE", "DBC", "DIA", "DIG", "EDC", "EDZ", "EEM", "EFA", "EPI", "ERX", "EWZ", "FAS", "FXI", "GLD", "HIBL", "IEF", "IYK", "KMLM", "MSTR", "MVV", "PDBC", "PUI", "QLD", "QQQ", "QQQE", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TBT", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XLK", "XLP", "XLU", "XLY", "YANG", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.97 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.37 | 2026-10-19 |
| Remixes (copies) | 29 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,076 | 2026-10-19 | |
| Out-of-sample length | 367 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 160.40% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 5875% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.78% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 35.86% | ||
| Return, trailing 1 day (out-of-sample) | 4.66% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 7.98% | ||
| Return, trailing 1 week (out-of-sample) | -0.67% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 11.49% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 10.93% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.38% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 26.99% | ||
| SPY annualized return over the backtest window (backtest) | 19.16% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.41 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Maximum drawdown, backtest period (backtest) | -29.65% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.32% | ||
| Sharpe ratio, backtest period (backtest) | 2.78 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.82 | ||
| Sortino ratio, backtest period (backtest) | 5.11 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 36.88% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.29% |
| Annualized turnover, backtest period (backtest) | 60.82 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.47 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.04% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
