Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based, risk-on/off strategy centered on tech and semis. It buys 3x bull funds in uptrends or on sharp dips, flips to 3x bears when overheated or trends break, and uses bonds, staples, gold, dollar, and energy/commodities as hedges. High risk.
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.
15 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.
8.3% of weight in (IVV: 3.0%)
12 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 1.2% (PDBC 3% × 0.48), 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. : 90% · 2026-10-11 ()
14.2% 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 ()
16 of 36 funds in its are : PSQ, SH, SOXL, SOXS, SPXU, SQQQ, SSO, TBT, TECL, TECS, TMF, TMV, TQQQ, UPRO, UTSL, UVXY
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
It rebalances daily and flips between “risk‑on” and “defensive.”<br>- If the S&P 500 is in a long uptrend (price above its 200‑day average), it leans into tech: buys 3x bull funds for the Nasdaq/semis (TQQQ/SOXL/TECL) on dips (RSI very low) and may short them (SQQQ/SOXS/TECS) if they look overheated (RSI very high) or break trend.<br>- If the market weakens, it moves to cash‑like bond funds (ICSH/BSV/SHY) or uses milder shorts (SH/PSQ). It also rotates into energy/commodities (XLE/XOP/PDBC) when they’re trending, and manages interest‑rate risk: buys long Treasuries (ZROZ/TMF) when rates fall, or uses inverse bond funds (TBT/TMV) and a strong‑dollar fund (USDU) when rates rise.<br>- A volatility check (via UVXY) decides when to add extra hedges (SPXU/SQQQ) vs stay safer.
A daily, rules-based, risk-on/off strategy centered on tech and semis. It buys 3x bull funds in uptrends or on sharp dips, flips to 3x bears when overheated or trends break, and uses bonds, staples, gold, dollar, and energy/commodities as hedges. High risk.
Out-of-sample edge: about 30% annualized return vs ~20% for the S&P, with Calmar ~1.43 and Sharpe ~1.01. Captures bigger upside through a dynamic tech/semis tilt and hedges, while managing risk—though drawdowns can be higher (~21% vs ~19%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $555k | 2026-10-11 | |
| Backtest regulatory fees | $1,269 | 2026-10-11 | |
| Backtest slippage cost | $9,354 | 2026-10-11 |
| AI categories (Composer) | commodities, leveraged etfs, momentum, risk-on/risk-off, sector rotation, tactical allocation, treasuries, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 500 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DBC", "DBO", "GLD", "ICSH", "PDBC", "PSQ", "QCLN", "QQQ", "RSP", "SH", "SHY", "SOXL", "SOXS", "SPHD", "SPXU", "SPY", "SQQQ", "SSO", "TBT", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "UTSL", "UVXY", "VOO", "XLE", "XLP", "XLU", "XOP", "ZROZ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,312 | 2026-10-11 | |
| Out-of-sample length | 967 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 54.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5451% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 172.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 31.98% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 31.98% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.24% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.11% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.90% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.41 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.15% | 2026-10-11 |
Collective2
Composer Technologies · Composer
