Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based rotator: ride big tech/semiconductor upswings with leveraged funds, flip to inverse/volatility hedges when markets overheat or drop, and fall back to gold/silver, commodities, bonds, and managed‑futures 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.
16 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.
2.4% of weight in (IVV: 3.0%)
11 funds (SEC N-PORT, as of 2026-05-31)
: 1.5% (BOIL 1% × 2.00, PDBC 1% × 0.48, COM 1% × 0.15), 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. : 99% · 2026-10-11 ()
71.9% 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 ()
45 of 100 funds in its are : AGQ, BITI, BOIL, CURE, DUST, DZZ, ERX, EUO, GLL, HIBL, JDST, JNUG, KOLD, MVV, NUGT, PSQ, QLD, SARK, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UDOW, UGL, UPRO, USD, UST, UVIX, UVXY, YCS, 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 Macro signals 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 a market dashboard: trend (moving averages), heat (RSI = a 0–100 “hot/cold” gauge), volatility (VIX), bonds (TLT), and the US dollar (UUP). Calm uptrends → own leveraged growth (TQQQ/TECL/SOXL). Overheated or falling → hedge with SQQQ/SOXS/UVIX or T‑Bills. High stress → quick mean‑reversion in gold/silver; flip long/short bonds (TMF/TMV). Separate sleeves switch long/short ARK and Bitcoin proxies as momentum turns.
A fast, rules‑based rotator: ride big tech/semiconductor upswings with leveraged funds, flip to inverse/volatility hedges when markets overheat or drop, and fall back to gold/silver, commodities, bonds, and managed‑futures when risk spikes.
Out-of-sample edge: 25.45% annualized vs 18.54% for the S&P. Sharpe ~0.71, Calmar ~0.75 – strong risk-adjusted upside. Dynamic hedges and sleeve diversification aim for bigger gains with managed risk; expect drawdowns in stressed regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $140k | 2026-10-11 | |
| Backtest regulatory fees | $656 | 2026-10-11 | |
| Backtest slippage cost | $5,066 | 2026-10-11 |
| AI categories (Composer) | alternatives, leveraged-etfs, macro, mean-reversion, sector-rotation, tactical-rotation, trend-following, volatility-hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,536 | 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) | 0.22 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BND", "BOIL", "BSV", "CCOR", "COIN", "COM", "COMT", "CORN", "CURE", "DBC", "DBMF", "DIA", "DUST", "DZZ", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAAR", "GLD", "GLL", "HIBL", "IAU", "IEF", "JDST", "JNUG", "KOLD", "LBAY", "MSTR", "MVV", "NUGT", "PDBC", "PHDG", "PSQ", "PUI", "QLD", "QQQ", "SARK", "SGOL", "SGOV", "SH", "SHY", "SIVR", "SLV", "SMH", "SOXL", "SOXS", "SPHB", "SPHD", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "TARK", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UDOW", "UGL", "UPRO", "USD", "USO", "UST", "UUP", "UVIX", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "VTI", "WEAT", "XLK", "XLP", "XLU", "YCS", "ZSL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 550 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 85.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1298% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.85% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 19.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 19.07% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.44% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.51 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.02% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.49 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.96% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 71.23 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 69.15 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
