Composer · investment strategy
by Composer Technologies · via Composer
A fast‑switching, high‑risk, multi‑asset strategy. It rides tech/semis in “risk‑on,” but when markets look overheated or shaky it rotates to inverse/volatility hedges, Treasuries or USD. Adds energy momentum, gold/silver mean‑reversion, and a crypto‑short sleeve.
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.
10 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.
3.7% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 7.8% (UCO 2% × 2.00, BOIL 2% × 2.00), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 95% · 2026-10-11 ()
34.7% 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 ()
30 of 51 funds in its are : AGQ, BITI, BOIL, DIG, DUST, DZZ, ERX, ERY, GLL, JDST, JNUG, NUGT, PSQ, QID, QLD, SARK, SDS, SH, SOXL, SOXS, SPXL, SSO, TARK, TECL, TECS, TQQQ, UCO, UGL, UVXY, ZSL
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 reads market “thermometers” (RSI = a 0–100 heat gauge of recent gains/losses; moving averages = trend) across stocks, bonds, volatility, the U.S. dollar and energy.<br>If risk looks friendly, it buys aggressive tech/semis (2x/3x). If stocks look hot or weak, it flips to inverse/volatility hedges or short‑term Treasuries. Separate sleeves trade energy trends, gold/silver dips/pops, and often short bitcoin. High risk.
A fast‑switching, high‑risk, multi‑asset strategy. It rides tech/semis in “risk‑on,” but when markets look overheated or shaky it rotates to inverse/volatility hedges, Treasuries or USD. Adds energy momentum, gold/silver mean‑reversion, and a crypto‑short sleeve.
Out-of-sample annualized return ~29.5% vs S&P 500 ~21.2%; Calmar ~1.02 signals strong risk-adjusted performance. A dynamic, multi-asset system rotates to hedges and momentum, delivering higher upside with disciplined drawdown control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $81k | 2026-10-11 | |
| Backtest regulatory fees | $294 | 2026-10-11 | |
| Backtest slippage cost | $2,238 | 2026-10-11 |
| AI categories (Composer) | commodities, crypto, energy, leveraged etfs, mean reversion, momentum, multi-asset, precious metals, tactical timing, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,538 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "AGQ", "BIL", "BITI", "BITO", "BOIL", "BSV", "DIG", "DUST", "DZZ", "ERX", "ERY", "GLD", "GLL", "IAU", "IEF", "IXC", "JDST", "JNUG", "MSTR", "NUGT", "PDBC", "PSLV", "PSQ", "QID", "QLD", "SARK", "SDS", "SGOL", "SH", "SHY", "SIVR", "SLV", "SMH", "SOXL", "SOXS", "SPHB", "SPXL", "SPY", "SSO", "TARK", "TECL", "TECS", "TQQQ", "UCO", "UGL", "USDU", "UUP", "UVXY", "VTI", "XLE", "ZSL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 932 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 62.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 705.39% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 160.54% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.78% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.56% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.40% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.27% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.05 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.15% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.97% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
