Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “all‑weather” growth strategy. In uptrends it rides leveraged tech/semis; on dips it buys bargains; in turmoil it hedges or shorts, and may favor bonds, dollar, gold, or energy when inflation/rates rise. Uses risk‑scaled sizing.
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.
6 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%)
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. : 99% · 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 ()
18 of 32 funds in its are : DIG, EDZ, ERX, FAS, FAZ, FNGG, GUSH, PSQ, SOXL, SQQQ, SVXY, TBT, TECL, TMF, TQQQ, UPRO, UVXY, UYM
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.
1) Pick the sub‑playbook that’s working best lately.<br>2) If the market is in a long‑term uptrend, lean into leveraged tech/semis and short‑volatility (SVXY). If it’s too “hot,” hedge with volatility (UVXY).<br>3) On sharp dips (RSI ~30), buy the dip in tech/semis/S&P.<br>4) If trends break or crashes hit, cut leverage, rotate to bonds/dollar/gold/energy, or short the Nasdaq (PSQ/SQQQ).<br>5) Weights scale down riskier picks using past volatility.
A daily, rules‑based “all‑weather” growth strategy. In uptrends it rides leveraged tech/semis; on dips it buys bargains; in turmoil it hedges or shorts, and may favor bonds, dollar, gold, or energy when inflation/rates rise. Uses risk‑scaled sizing.
Out-of-sample: ~84% annualized return vs ~23% for SPY; Calmar ~2.17; max drawdown ~38.8% vs 8.9% for SPY. Dynamic regime-switching with hedges targets strong risk-adjusted upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $83k | 2026-10-11 | |
| Backtest regulatory fees | $197 | 2026-10-11 | |
| Backtest slippage cost | $1,449 | 2026-10-11 |
| AI categories (Composer) | crash protection, inflation hedges, leveraged etfs, regime switching, risk parity, tactical allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,607 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DIA", "DIG", "EDZ", "ERX", "FAS", "FAZ", "FNGG", "GLD", "GSY", "GUSH", "PSQ", "QQQ", "SHY", "SMH", "SOXL", "SPLV", "SPY", "SQQQ", "SVXY", "TBT", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "UYM", "VCSH", "VIXY", "XLI", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 908 | 2026-10-11 | |
| Out-of-sample length | 352 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 79.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 730.00% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 84.15% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 135.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.45% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -2.29% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 77.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 77.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -13.23% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.06% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.17 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.75% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.07% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 50.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.25 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.24% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
