Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, high‑octane portfolio that rides tech/semis uptrends, buys dips, and defends with volatility hedges, Treasuries and managed futures; small crypto and China sleeves. Switches using hot/cold (RSI) and trend-line 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.
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.
0.0% 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 ()
94.4% 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.
It’s a rules-based “meta” portfolio. When the overall trend looks up, it rides tech/semiconductor rallies using 3x funds (e.g., TQQQ, SOXL). When moves look overheated (RSI = how hot/cold recent moves are) or drop fast, it either:<br>- flips to inverse/volatility funds (SQQQ, SOXS, UVXY/VXX),<br>- parks in Treasuries/T‑Bills (TLT/TMF/BIL), or<br>- uses trend funds like KMLM.<br>Small sleeves trade Bitcoin (MSTR/BITO/BITI) and China (YINN/YANG).
Rules-based, high‑octane portfolio that rides tech/semis uptrends, buys dips, and defends with volatility hedges, Treasuries and managed futures; small crypto and China sleeves. Switches using hot/cold (RSI) and trend-line signals.
Out-of-sample edge: 31.37% annualized return vs SPY 26.17%, with beta ~0.42—offering diversification. Calmar ~1.42 signals solid risk-adjusted performance; diversified hedges defend during volatility. Expect higher upside but larger drawdowns (~22%).
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-19 | |
| Backtest regulatory fees | $7,001 | 2026-10-19 | |
| Backtest slippage cost | $56k | 2026-10-19 |
| AI categories (Composer) | china, crypto, leveraged etfs, managed futures, momentum & mean-reversion, risk-on/off, rules-based rotation, treasuries, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4,442 | 2026-10-19 | |
| Rebalance corridor width | 8.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 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) | 0.27 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-19 |
| Remixes (copies) | 19 | 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) | 260.15% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.37% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 47.99% | ||
| Return, trailing 1 day (out-of-sample) | 7.27% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.30% | ||
| Return, trailing 1 week (out-of-sample) | 4.22% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 40.91% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 30.42% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.84% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 38.44% | ||
| SPY annualized return over the backtest window (backtest) | 19.16% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 11.65 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Maximum drawdown, backtest period (backtest) | -22.33% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.15% | ||
| Sharpe ratio, backtest period (backtest) | 3.05 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Sortino ratio, backtest period (backtest) | 5.94 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 45.35% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.74% |
| Annualized turnover, backtest period (backtest) | 77.76 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 78.62 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.97% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.22% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
