Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven strategy that rides strong trends in stocks, bonds, and commodities, but quickly adds a VIX hedge or shifts to T‑Bills/market‑neutral when markets look overheated or weak. Uses RSI and trend filters; heavy use of leveraged ETFs.
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.
37 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Top 25 of 37 shown.
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.
3.4% of weight in (IVV: 3.0%)
24 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 0.1% (DBC 0% × 0.37, DBO 0% × 1.00, KOLD 0% × -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. : 92% · 2026-10-19 ()
39.4% 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 ()
46 of 146 funds in its are : AGQ, BOIL, CURE, DIG, DRIP, DUG, EDC, EDZ, ERX, ERY, FAS, FAZ, GUSH, KOLD, LABD, LABU, OILD, OILU, PSQ, QLD, RETL, SH, SMN, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVIX, SVXY, TBF, TBT, TBX, TECL, TECS, TMF, TMV, TQQQ, TYO, UCO, UGL, UPRO, UVIX, 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 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 checks if stocks look overheated using a short-term “speed” gauge (RSI). If yes, it adds a volatility hedge (UVXY/VIXY/UVIX) and parks the rest in T‑Bills (BIL) and a market‑neutral fund (BTAL).<br>If not overheated, it rides trends in stocks (often tech/growth), long or inverse long bonds (TMF/TMV), or commodities (oil/nat gas/agri) using moving‑average and RSI rules.<br>If risk rises, it quickly retreats to cash‑like T‑Bills or short funds (PSQ/SH).
A daily, rules‑driven strategy that rides strong trends in stocks, bonds, and commodities, but quickly adds a VIX hedge or shifts to T‑Bills/market‑neutral when markets look overheated or weak. Uses RSI and trend filters; heavy use of leveraged ETFs.
Out-of-sample edge: ~27% annualized return vs ~23% for the S&P, low beta (~0.07) provides diversification, and adaptive hedging across assets to capture trends while mitigating drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.0M | 2026-10-19 | |
| Backtest regulatory fees | $5,956 | 2026-10-19 | |
| Backtest slippage cost | $47k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, multi-asset tactical, trend + mean reversion, volatility-hedged | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6,510 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AGQ", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BA", "BIL", "BND", "BOIL", "BRK/B", "BSV", "BTAL", "CAT", "COM", "CORP", "COST", "CPER", "CRM", "CSCO", "CURE", "DBA", "DBB", "DBC", "DBE", "DBO", "DIA", "DIG", "DRIP", "DUG", "EDC", "EDZ", "EEM", "ERX", "ERY", "FAN", "FAS", "FAZ", "FCG", "GE", "GLD", "GOOG", "GOOGL", "GS", "GSY", "GUSH", "HD", "HON", "HYG", "ICLN", "IEF", "IEI", "IOO", "IWM", "IXN", "IYY", "JNJ", "JPM", "KOLD", "LABD", "LABU", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "NVO", "OILD", "OILU", "PDBC", "PEP", "PGR", "PSQ", "QLD", "QQQ", "QQQE", "RETL", "SH", "SHV", "SHY", "SLV", "SMH", "SMN", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "SVIX", "SVOL", "SVXY", "TAN", "TBF", "TBT", "TBX", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TRV", "TSLA", "TYO", "UCO", "UGL", "UNG", "UNH", "UPRO", "URA", "USO", "UUP", "UVIX", "UVXY", "UYM", "V", "VCSH", "VIXM", "VIXY", "VOOV", "VOX", "VPU", "VTI", "VTV", "VXX", "WOOD", "WTMF", "XLE", "XLF", "XLI", "XLK", "XLP", "XLU", "XME", "XOM", "XOP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 |
| Remixes (copies) | 27 | 2026-10-19 | |
| Watchers | 15 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 356 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 225.26% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 20k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.64% | ||
| Return, trailing 1 day (out-of-sample) | -1.88% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.80% | ||
| Return, trailing 1 week (out-of-sample) | 0.59% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 29.69% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 35.40% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.80% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 14.60% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 7.48 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Maximum drawdown, backtest period (backtest) | -30.10% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.09% | ||
| Sharpe ratio, backtest period (backtest) | 2.95 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | ||
| Sortino ratio, backtest period (backtest) | 6.38 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.95 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 43.18% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.34% |
| Annualized turnover, backtest period (backtest) | 64.11 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.41 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 61.75% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.34% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
