Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, high‑octane trader that rides tech and crypto uptrends and quickly flips to hedges when markets look overheated or shaky, using “hot/cold” (RSI), trend and volatility checks. It relies on leveraged/inverse ETFs, so risk is high.
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.
4 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%)
3 funds (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 58% · 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 ()
33 of 106 funds in its are : BITI, EDC, EDZ, ERX, FAS, FAZ, FNGD, FNGG, LABU, NAIL, NUGT, PSQ, QLD, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SVIX, SVXY, TECL, TMF, TMV, TNA, TQQQ, TYO, UCO, UGE, UGL, UPRO, 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.
Each day it checks: trend (vs long-term average), heat (RSI = short‑term “hot/cold” gauge), volatility (VIX/UVXY), and rates/commodities. If stocks are calm and trending up, it buys the strongest of leveraged tech: TQQQ (3x Nasdaq), SOXL (3x semis), or UPRO (3x S&P). If overheated or falling, it flips to hedges (SQQQ/SOXS 3x inverse, UVXY/VIXY, Treasuries TLT/TMF, dollar UUP, BTAL). When bitcoin trends up (BITO/GBTC), it rotates into crypto miners (MSTR, MARA, RIOT). A managed‑futures cue (KMLM) helps throttle risk. Cash parks in T‑bill ETFs (BIL/SHV).
A rules‑based, high‑octane trader that rides tech and crypto uptrends and quickly flips to hedges when markets look overheated or shaky, using “hot/cold” (RSI), trend and volatility checks. It relies on leveraged/inverse ETFs, so risk is high.
Out-of-sample, this strategy delivers far stronger risk-adjusted returns than the S&P: Sharpe 3.19 vs 1.04, annualized return 404% vs 11.7%, Calmar 43.7. Dynamic hedges and momentum rotations seek big upside with tempered risk.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $16.5M | 2026-10-11 | |
| Backtest regulatory fees | $26k | 2026-10-11 | |
| Backtest slippage cost | $223k | 2026-10-11 |
| AI categories (Composer) | bonds, crypto, leveraged etfs, momentum, regime-switching, tactical, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6,017 | 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) | 0.43 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ADBE", "AGG", "AMD", "AMZN", "ARBK", "BGDE", "BIL", "BITI", "BITO", "BOND", "BRK/B", "BSV", "BTAL", "BTBT", "CAN", "CIFR", "CLSK", "COIN", "COST", "DBC", "EDC", "EDZ", "EEM", "ERX", "FAS", "FAZ", "FNGD", "FNGG", "GBTC", "GE", "GLD", "GOOGL", "HIVE", "HUT", "IEF", "IEI", "IGIB", "IREN", "IWM", "KEEL", "KMLM", "LABU", "LLY", "MARA", "MDB", "META", "MRK", "MSFT", "MSTR", "NAIL", "NUGT", "NVDA", "PG", "PSQ", "QLD", "QQQ", "QQQE", "RINF", "RIOT", "SH", "SHV", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXU", "SPY", "SQQQ", "STIP", "SVIX", "SVXY", "TECL", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TYO", "UCO", "UGE", "UGL", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTI", "VTV", "WANT", "WULF", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 1.81 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 |
| Remixes (copies) | 293 | 2026-10-11 | |
| Watchers | 118 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,051 | 2026-10-11 | |
| Out-of-sample length | 81 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 490.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 165k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 404.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 69.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.46% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.44% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 162.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 48.12% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.31% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 28.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 43.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -17.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 3.19 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 7.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 5.95 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.88% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 73.48 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 72.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
