Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical strategy that buys dips in leveraged tech/semis and sells rips into volatility or inverse ETFs, guided by bond trends; occasionally rotates into ARK and select commodities/currencies. Very high risk; big swings possible.
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.
1 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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 ()
31 of 65 funds in its are : CURE, ERX, EUO, MVV, PSQ, QID, QLD, SARK, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TARK, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UBT, 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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, rules-driven. It watches Stocks, Bonds, and Volatility. It buys the dip in leveraged tech/semis (SOXL, TQQQ, TECL) when RSI is low (RSI = a speedometer of recent gains/losses: low=oversold, high=overbought). When prices run hot, it flips to UVXY/VIXY or inverse funds (SQQQ/SOXS/SPXS). Bonds steer risk: falling yields → TMF/offense; rising yields → TMV/defense. It may rotate into ARK (TARK/SARK) and select oil/gold/dollar or Brazil/India on strong short-term momentum. Rebalances daily; high risk.
Daily tactical strategy that buys dips in leveraged tech/semis and sells rips into volatility or inverse ETFs, guided by bond trends; occasionally rotates into ARK and select commodities/currencies. Very high risk; big swings possible.
Out-of-sample shows ~35.6% annualized return vs SPY’s 22.6%, driven by dip-buying in leveraged tech and timely volatility hedges. Strong upside potential, but expect higher drawdowns (66.7% vs 18.8%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.2M | 2026-10-11 | |
| Backtest regulatory fees | $27k | 2026-10-11 | |
| Backtest slippage cost | $217k | 2026-10-11 |
| AI categories (Composer) | bonds-guided, leveraged etfs, multi-asset, regime-switching, rsi/short-term momentum, tactical, tech/semis focus, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,308 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "IEI", "LQD", "MVV", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TARK", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UBT", "UCO", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXY", "VTIP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.82 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,093 | 2026-10-11 | |
| Out-of-sample length | 895 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 278.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 32k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.60% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 195.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.46% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -5.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -5.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -5.51% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 55.57% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -66.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -66.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.98 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.27 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 84.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 83.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 144.44 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 136.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.89% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.06% | 2026-10-11 |
Collective2
Composer Technologies · Composer
