Composer · investment strategy
by Composer Technologies · via Composer
A daily, rule‑based “risk‑on/risk‑off” system. It rides big‑tech uptrends with leveraged ETFs, and quickly flips to cash, Treasuries, inverse funds, or volatility hedges when signals turn. Relies on RSI, trends, and volatility to buy dips and avoid large drawdowns.
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.
13 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%)
5 funds (SEC N-PORT, as of 2026-05-31)
: 0.8% (DBO 1% × 1.00, DBC 1% × 0.37), 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. : 100% · 2026-10-19 ()
33.4% 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 ()
42 of 106 funds in its are : CURE, DRN, DUSL, ERX, EUO, FAS, FNGG, KOLD, LABU, LTL, MVV, NAIL, PSQ, QID, QLD, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UGE, UGL, UMDD, UPRO, USD, UTSL, UVXY, UYM, WANT, YCS
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 asks: is the market healthy or risky? If healthy (uptrend, strong momentum, calm volatility), it rides leaders—mainly big‑tech via TQQQ (3× Nasdaq), TECL (3× Tech), SOXL (3× Semis). If not, it cuts risk to cash (BIL), Treasuries (TLT/TMF), inverse Nasdaq (PSQ/SQQQ), or volatility (UVXY/VIXY). RSI (a 0–100 “hot/cold” score; <30 oversold, >70–80 overbought), moving averages, and volatility rules drive these flips. It can also rotate sectors and hold gold/commodities. Uses very risky, fast‑moving ETFs.
A daily, rule‑based “risk‑on/risk‑off” system. It rides big‑tech uptrends with leveraged ETFs, and quickly flips to cash, Treasuries, inverse funds, or volatility hedges when signals turn. Relies on RSI, trends, and volatility to buy dips and avoid large drawdowns.
Out-of-sample, this strategy rides tech-led uptrends with leveraged ETFs, targeting ~40% annualized returns and a Calmar ~2.32, delivering stronger upside than SPY while using rapid hedges to manage risk—though drawdowns can be larger in downturns.
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Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $914k | 2026-10-19 | |
| Backtest regulatory fees | $3,076 | 2026-10-19 | |
| Backtest slippage cost | $25k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, hedging, leveraged etfs, momentum, rsi, sector rotation, tactical allocation, trend-following, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6,208 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABBV", "ADBE", "AGG", "AMD", "AMZN", "BIL", "BND", "BRK/B", "BSV", "BTAL", "COST", "CURE", "DBA", "DBC", "DBO", "DRN", "DUSL", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "FCG", "FNGG", "GLD", "GOOGL", "IEF", "IEUR", "IYY", "KOLD", "LABU", "LLY", "LTL", "META", "MRK", "MSFT", "MVV", "NAIL", "NVDA", "PG", "PSQ", "PUI", "QID", "QLD", "QQQ", "QQQE", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TYD", "TYO", "UCO", "UGE", "UGL", "UMDD", "UNG", "UPRO", "USD", "UTSL", "UUP", "UVXY", "UYM", "VDE", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "WANT", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XME", "XTL", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.35 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 |
| Remixes (copies) | 36 | 2026-10-19 | |
| Watchers | 15 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,217 | 2026-10-19 | |
| Out-of-sample length | 355 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 154.50% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 9038% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.21% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 59.90% | ||
| Return, trailing 1 day (out-of-sample) | -1.86% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.70% | ||
| Return, trailing 1 week (out-of-sample) | -3.33% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 26.29% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 36.96% | ||
| Return, trailing 2 weeks (out-of-sample) | -3.47% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 16.11% | ||
| SPY annualized return over the backtest window (backtest) | 12.15% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 7.29 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.32 | ||
| Maximum drawdown, backtest period (backtest) | -21.19% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.30% | ||
| Sharpe ratio, backtest period (backtest) | 2.94 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | ||
| Sortino ratio, backtest period (backtest) | 5.65 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 33.76% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.84% |
| Annualized turnover, backtest period (backtest) | 71.40 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.55 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.16% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.18% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
