Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, daily “strategy‑of‑strategies” that rotates among tech/semis, S&P, commodities, bonds, USD and volatility funds. It rides strength in uptrends, buys sharp dips, and flips to crash protection (UVXY/VXX, Treasuries, gold, managed‑futures like KMLM) when markets look overheated or fearful.
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.
3 positions as of 2026-10-19
: 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%)
2 funds (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
66.8% 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% · 2026-10-19 ()
57 of 153 funds in its are : AGQ, BULZ, CONL, CURE, DRN, DRV, ERX, EUO, FAS, GDXD, GDXU, GUSH, HIBL, HIBS, KOLD, LABD, LABU, MVV, OILU, PSQ, QLD, REW, RXL, SDS, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, SVXY, TARK, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UBT, UCC, UCO, UGE, UGL, UPRO, UPW, URTY, USD, UVXY, UXI, YANG, YCL, YCS, YINN
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.
Each day it picks the best‑recent sub‑strategy, then that module chooses one fund using simple gauges:<br>- RSI: a 0–100 “heat meter” (high=overheated, low=battered)<br>- Trend vs moving averages<br>- Recent volatility/drawdowns<br>Calm uptrends: ride momentum (often 3x tech/semis). Overheated: hedge with VIX funds (UVXY/VXX). Fearful: buy dips or shift to Treasuries (TLT/TMF), gold, USD, or managed‑futures (KMLM).
A rules‑based, daily “strategy‑of‑strategies” that rotates among tech/semis, S&P, commodities, bonds, USD and volatility funds. It rides strength in uptrends, buys sharp dips, and flips to crash protection (UVXY/VXX, Treasuries, gold, managed‑futures like KMLM) when markets look overheated or fearful.
Out-of-sample annualized return ~156% vs SPY ~39%, Calmar ~6.4, diversified hedges (volatility, bonds, gold) and daily rotation offer regime-proof upside and strong long-run risk-adjusted potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-19 | |
| Backtest regulatory fees | $3,249 | 2026-10-19 | |
| Backtest slippage cost | $25k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, crypto overlay, leveraged etfs, managed futures, mean reversion, sector rotation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,733 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ACWI", "AGG", "AGQ", "BCI", "BIL", "BITO", "BITQ", "BITS", "BND", "BSV", "BTAL", "BTF", "BULZ", "COIN", "CONL", "COP", "CPER", "CURE", "CVE", "CVX", "DBC", "DBO", "DINO", "DRN", "DRV", "EEM", "EFA", "ENPH", "EPI", "ERX", "EUO", "EWZ", "FAS", "FXI", "GBTC", "GDXD", "GDXU", "GLD", "GUSH", "HIBL", "HIBS", "IBTK", "IEF", "IEI", "IGIB", "IHF", "IWC", "IWM", "KEEL", "KMLM", "KOLD", "LABD", "LABU", "LQD", "MARA", "MDY", "MPC", "MSTR", "MVV", "NDAQ", "NEAR", "OILK", "OILU", "PALL", "PFF", "PICB", "PPLT", "PSQ", "PUI", "QLD", "QQQ", "QQQE", "QUAL", "REW", "RIOT", "RPV", "RSBT", "RSP", "RSST", "RXL", "SBND", "SCHD", "SDS", "SH", "SHV", "SHY", "SLV", "SLX", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "SVXY", "TARK", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UBT", "UCC", "UCO", "UGE", "UGL", "UNG", "UPRO", "UPW", "URTY", "USD", "USDU", "UUP", "UVXY", "UXI", "VBF", "VGIT", "VGLT", "VIXY", "VLO", "VNQ", "VOOG", "VOOV", "VOX", "VTI", "VTIP", "VTV", "VXX", "XBI", "XLE", "XLF", "XLI", "XLK", "XLP", "XLU", "XLV", "XLY", "XOM", "XRT", "YANG", "YCL", "YCS", "YINN", "ZROZ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.81 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 |
| Remixes (copies) | 76 | 2026-10-19 | |
| Watchers | 51 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 760 | 2026-10-19 | |
| Out-of-sample length | 136 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 435.70% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 155.99% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.01% | ||
| Return, trailing 1 day (out-of-sample) | -6.24% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -18.07% | ||
| Return, trailing 1 week (out-of-sample) | -4.14% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 174.55% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.39% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.67% | ||
| SPY annualized return over the backtest window (backtest) | 22.60% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 14.25 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.36 | ||
| Maximum drawdown, backtest period (backtest) | -30.58% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.54% | ||
| Sharpe ratio, backtest period (backtest) | 2.97 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.74 | ||
| Sortino ratio, backtest period (backtest) | 5.26 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.63 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 63.23% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 67.00% |
| Annualized turnover, backtest period (backtest) | 87.04 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 69.49 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 61.58% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.35% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
