Composer · investment strategy
by Composer Technologies · via Composer
A strategy‑of‑strategies that rotates into recent winners. It rides big‑tech uptrends with leveraged funds and mega‑caps, then quickly shifts to cash/bonds/gold/dollar, managed‑futures (KMLM), or inverse/volatility funds when risk spikes.
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.
8 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.
0.5% 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. : 87% · 2026-10-11 ()
74.3% 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 ()
34 of 89 funds in its are : AAPB, AMZU, DRN, DRV, EDC, EDZ, GDXU, NVD, NVDL, PSQ, QID, RETL, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SRTY, SSG, SVIX, SVXY, TECL, TECS, TMF, TMV, TQQQ, UPRO, URTY, USD, UTSL, UVIX, UVXY, WANT
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.
Runs many small rule-based systems; ranks them by 20‑day results and splits into the top few.<br>In uptrends/low fear it rides big‑tech/semis via leveraged index funds and leaders (AAPL, MSFT, NVDA, AMZN).<br>On fear spikes or sharp drops (RSI=0–100 “stretched” score), it moves to T‑Bills/cash, Treasuries, dollar, gold, managed‑futures (KMLM: tends to zig when stocks zag), or inverse/volatility funds.<br>Simple “market weather” switches pick offense vs defense.
A strategy‑of‑strategies that rotates into recent winners. It rides big‑tech uptrends with leveraged funds and mega‑caps, then quickly shifts to cash/bonds/gold/dollar, managed‑futures (KMLM), or inverse/volatility funds when risk spikes.
Out-of-sample, this strategy-of-strategies rotates into winners and hedges risk, delivering ~33.95% annualized return vs S&P ~17.76%, with a favorable Calmar ~0.77. Higher upside and diversification, but be aware of larger drawdowns (~44% vs ~19%) in crises.
10/24/24: added NVDA 2x. Tweak on the sort and included strats
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $184k | 2026-10-11 | |
| Backtest regulatory fees | $626 | 2026-10-11 | |
| Backtest slippage cost | $4,983 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, tactical multi-strategy, tech/semis tilt, trend/momentum, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 714 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPL", "ABBV", "ADBE", "AGG", "AMD", "AMZN", "AMZU", "BIL", "BND", "BRK/B", "BSV", "BTAL", "COST", "DBC", "DRN", "DRV", "EDC", "EDZ", "EEM", "ENPH", "FTLS", "GDXU", "GE", "GLD", "GOOGL", "IEF", "IEI", "IOO", "IWM", "KMLM", "LLY", "META", "MRK", "MSFT", "NFLX", "NVD", "NVDA", "NVDL", "NVO", "PDBC", "PG", "PSQ", "QID", "QQQ", "RETL", "SH", "SHV", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPXL", "SPXU", "SPY", "SQQQ", "SRTY", "SSG", "SVIX", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "UNH", "UPRO", "URTY", "USD", "UTSL", "UUP", "UVIX", "UVXY", "VIXM", "VIXY", "VOX", "VTV", "VWO", "WANT", "WTMF", "XLE", "XLF", "XLK", "XLP", "XLV", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 51 | 2026-10-11 | |
| Watchers | 24 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 755 | 2026-10-11 | |
| Out-of-sample length | 490 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 164.21% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1744% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.73% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.24% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.77% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 28.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 23.90% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.30% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.30% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.06 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 58.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 85.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 82.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.22% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
