Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven portfolio that chases strong uptrends (mostly tech) with leveraged funds, but quickly defends by switching to Treasuries, T‑bills, volatility hedges, or shorts when risk rises. It occasionally adds gold/silver and emerging markets when signals favor them.
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.
13 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.
0.8% of weight in (IVV: 3.0%)
10 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. : 82% · 2026-10-11 ()
88.9% 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 ()
21 of 54 funds in its are : AGQ, CURE, EDC, EDZ, PSQ, QID, QLD, SH, SOXL, SPXL, SQQQ, SVXY, TBF, TBT, TECL, TMF, TMV, TQQQ, UGL, UPRO, UVXY
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 daily, rules‑based “offense + defense” system. When stocks trend up and fear is low, it buys fast movers (mainly tech via 3× Nasdaq/S&P funds). If markets look overheated or weak, it rotates into long Treasuries or T‑bills, or hedges with volatility funds (UVXY/VIXY) and market‑neutral BTAL. It can also short, and at times add gold/silver or emerging markets.
A daily, rules‑driven portfolio that chases strong uptrends (mostly tech) with leveraged funds, but quickly defends by switching to Treasuries, T‑bills, volatility hedges, or shorts when risk rises. It occasionally adds gold/silver and emerging markets when signals favor them.
Out-of-sample edge: ~39.7% annualized return vs ~20% for SPY, with a slightly higher Sharpe (~1.209) and Calmar ~1.75. An offense–defense hedging approach targets big upside with disciplined risk control, though drawdowns can be larger in extremes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.7B | 2026-10-11 | |
| Backtest regulatory fees | $5.8M | 2026-10-11 | |
| Backtest slippage cost | $56.0M | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, mean reversion, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,966 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "BIL", "BND", "BSV", "BTAL", "COKE", "COST", "CURE", "DBC", "EDC", "EDZ", "EEM", "IEF", "IEI", "IGIB", "IOO", "IWM", "IXN", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "RINF", "SH", "SHV", "SOXL", "SOXX", "SPHB", "SPXL", "SPY", "SQQQ", "SVXY", "TBF", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "VTI", "VTV", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,557 | 2026-10-11 | |
| Out-of-sample length | 523 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 142.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 26641k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 100.36% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.72% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.53% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.05 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.20 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.53% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 48.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 51.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
