Composer · investment strategy
by Composer Technologies · via Composer
A rules‑driven “mega‑portfolio” that tactically rotates among leveraged semis/tech, hedges (inverse and volatility funds), and safe T‑bill ETFs, with small commodity and crypto tilts—turning risk on/off using simple heat and trend checks.
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.
12 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.
0.2% of weight in (IVV: 3.0%)
7 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 ()
57.6% 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 ()
33 of 72 funds in its are : BITI, CURE, DRV, ERX, EUO, HIBL, MVV, PSQ, QID, QLD, SARK, SDS, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UGL, UPRO, USD, UVXY, YCS
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 splits money across several mini‑strategies that turn risk up or down. - When the market looks “too hot,” it hedges (volatility fund UVXY or bear funds). When it looks “washed out,” it buys chips/tech for rebounds. - It double‑checks with the bond market and trend filters before taking risk. - In rough patches it parks in T‑bill ETFs (cash‑like), and may rotate into gold, oil/commodities, or a small Bitcoin sleeve when they’re leading. - Uses many quick, rules‑based swaps; expect big swings due to 3x funds.
A rules‑driven “mega‑portfolio” that tactically rotates among leveraged semis/tech, hedges (inverse and volatility funds), and safe T‑bill ETFs, with small commodity and crypto tilts—turning risk on/off using simple heat and trend checks.
Out-of-sample annualized return ~38% vs S&P ~21%; Calmar ~1.19 shows strong risk-adjusted upside from regime-driven rotations (tech/semis, hedges, cash). Expect higher drawdown (~32%), but amplified upside in volatile markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $61k | 2026-10-11 | |
| Backtest regulatory fees | $85 | 2026-10-11 | |
| Backtest slippage cost | $624 | 2026-10-11 |
| AI categories (Composer) | crypto tilt, leveraged etfs, momentum, risk-on/risk-off, tactical rotation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,430 | 2026-10-11 | |
| Rebalance corridor width | 21.00% | 2026-10-11 | |
| Rebalance frequency | none | 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", "ARKF", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BSV", "COIN", "COST", "CURE", "DBA", "DBC", "DE", "DRV", "EEM", "EFA", "EPI", "ERX", "ES", "EUO", "EWZ", "GLD", "HIBL", "IEF", "MSTR", "MVV", "NU", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SDS", "SGOV", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "TARK", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TS", "UCO", "UGL", "UNH", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXY", "VTI", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 47 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 874 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 512.56% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 205.61% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 6.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.85% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.16% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 35.66% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.29 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.48% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.15 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.58 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.89% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
