Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical system: buys short-term bounces in tech/S&P/semis or a volatility pop; otherwise rotates among tech, bonds, commodities, gold miners, and the US dollar via 6‑month strength, with a safety switch to short‑term Treasuries.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
3 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.1% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
: 27.7% (DBC 74% × 0.37), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
26.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
7 of 14 funds in its are : JNUG, SOXL, SPXL, TMF, TMV, TQQQ, UVXY
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
RSI = 0–100 gauge of price stretch: <30 = washed‑out, >80 = overheated.<br>Daily it hunts quick “pops”: if TQQQ/SPXL/SOXL (3x tech/S&P/semis) are <30, it buys them; if >80, it buys UVXY (volatility).<br>Else it rotates into 6‑mo winners: TQQQ (tech), TMF (3x bonds), DBC (commodities), USDU (US$), JNUG (2x gold miners), splitting toward the steadier one. If fear spikes (VIXM high), it parks in SHY (short‑term Treasuries). High risk.
Daily tactical system: buys short-term bounces in tech/S&P/semis or a volatility pop; otherwise rotates among tech, bonds, commodities, gold miners, and the US dollar via 6‑month strength, with a safety switch to short‑term Treasuries.
Out-of-sample return ~32.8% vs S&P ~22.3%, Calmar ~1.05, plus volatility hedges and daily rotations. Higher upside and diversification; expect larger drawdowns than the S&P, but with stronger long-run growth potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $22.6M | 2026-10-11 | |
| Backtest regulatory fees | $46k | 2026-10-11 | |
| Backtest slippage cost | $403k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean‑reversion, momentum rotation, multi‑asset, risk‑parity, tactical, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 498 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.66 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "JNUG", "SHY", "SOXL", "SPXL", "SPY", "TLT", "TMF", "TMV", "TQQQ", "USDU", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.21 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,199 | 2026-10-11 | |
| Out-of-sample length | 981 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 83.73% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 226k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.79% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 201.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 72.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 72.15% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.84% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.31 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.22% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.51 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.84 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.06% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
