Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based strategy that rides tech uptrends with leveraged ETFs and quickly shifts to cash, defensives, or hedges when markets look overheated or risky. Uses simple gauges (trend, RSI, volatility) to buy dips, trim rips, and defend in selloffs.
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.
4 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. : 98% · 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 ()
57 of 142 funds in its are : AAPD, AAPU, AMZD, AMZU, BULZ, DDM, DRN, DRV, DXD, EDC, FAS, FAZ, FNGD, FNGO, GGLL, GGLS, HIBL, HIBS, LABD, LABU, MSFD, MSFU, NAIL, PSQ, QID, QLD, SARK, SDOW, SDS, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SVIX, SVXY, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TSLL, TSLS, TYD, TYO, UDN, UDOW, UGL, UPRO, URTY, USD, 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 Capital preservation 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 checks the market’s health: is the S&P 500 (SPY) above its 200‑day average? Are fear gauges (VIX) rising? Did big tech just surge or plunge?<br>- If healthy/calm: it rides leaders (mostly tech and semiconductors) using leveraged ETFs like TQQQ, SOXL, TECL, UPRO, and sometimes SVXY. It sizes them so the calmer ones get more weight.<br>- If prices look overheated (RSI high) or volatility spikes: it quickly cuts risk and shifts to cash‑like T‑bills (BIL/SHV), defensive funds (staples/utilities/healthcare, BTAL, US dollar, gold), or even flips to inverse funds (SQQQ, SOXS, TECS) or volatility hedges (UVXY/VIXM).<br>- If prices look washed‑out (RSI low): it buys the dip in those same growth ETFs.<br>- In deeper or fast selloffs, special “Black Swan” rules move it into safety mixes and/or short/volatility funds. It rebalances every day.
A daily, rules‑based strategy that rides tech uptrends with leveraged ETFs and quickly shifts to cash, defensives, or hedges when markets look overheated or risky. Uses simple gauges (trend, RSI, volatility) to buy dips, trim rips, and defend in selloffs.
Out-of-sample, this strategy beats SPY on risk-adjusted return (higher Sharpe/Calmar) via adaptive regimes: tech-led gains, rapid hedges in volatility, and daily rebalancing. Similar beta, with smarter drawdowns (bear markets can be larger).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $693k | 2026-10-11 | |
| Backtest regulatory fees | $3,159 | 2026-10-11 | |
| Backtest slippage cost | $23k | 2026-10-11 |
| AI categories (Composer) | hedged, leveraged etfs, long/short, mean-reversion, tactical allocation, trend-following, volatility-aware | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 8,029 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "AAPD", "AAPL", "AAPU", "ADBE", "ADP", "AMD", "AMGN", "AMZD", "AMZN", "AMZU", "AVGO", "BIL", "BND", "BRK/B", "BTAL", "BULZ", "COST", "CSCO", "DBC", "DDM", "DIA", "DRN", "DRV", "DXD", "EDC", "EXPO", "FAS", "FAZ", "FNGD", "FNGO", "FNGS", "GD", "GDXJ", "GGLL", "GGLS", "GLD", "GOOG", "GOOGL", "GOVT", "HIBL", "HIBS", "IEF", "IEI", "IIPR", "INTC", "IWM", "JKHY", "JNJ", "JPM", "KNSL", "LABD", "LABU", "LLY", "META", "MNST", "MSFD", "MSFT", "MSFU", "MSTR", "NAIL", "NFLX", "NOC", "NVDA", "NVO", "ODFL", "PAYX", "PEP", "PSQ", "QID", "QLD", "QQQ", "QQQE", "ROL", "RTX", "SARK", "SBUX", "SDOW", "SDS", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPLV", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "STIP", "SVIX", "SVOL", "SVXY", "TARK", "TECL", "TECS", "TLT", "TMF", "TMUS", "TMV", "TNA", "TQQQ", "TROW", "TSCO", "TSLA", "TSLL", "TSLS", "TYD", "TYO", "UDN", "UDOW", "UGL", "ULTA", "UNH", "UPRO", "URTY", "USD", "USDU", "UUP", "UVXY", "V", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTI", "VTV", "VXX", "XLB", "XLC", "XLE", "XLI", "XLP", "XLRE", "XLU", "XLV", "XLY", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 |
| Remixes (copies) | 158 | 2026-10-11 | |
| Watchers | 74 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 953 | 2026-10-11 | |
| Out-of-sample length | 350 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 206.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6829% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 94.92% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 153.35% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.63% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 11.09% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.65% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 98.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 98.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.02% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.33% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.02% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.45% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 112.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 112.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.57% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
