Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily system. When markets look overheated it moves to T‑Bills; when they look washed‑out it buys 3× tech/semis for rebounds. In chop it shifts to managed‑futures or commodities. Heavy tech bias, high turnover, 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.
8 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.
0.2% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
66.9% 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 ()
39 of 97 funds in its are : CONL, CURE, DOG, DRN, DRV, EDC, EDZ, ERX, FAS, KOLD, LABD, LABU, NAIL, PSQ, RETL, RWM, SH, SOXL, SOXS, SPXL, SPXU, SPYU, SQQQ, SRTY, SVIX, SVXY, TBF, TECL, TECS, TMF, TMV, TQQQ, UCO, UPRO, URTY, UVIX, UVXY, YANG, YINN
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 reads a simple “hot/cold” gauge (RSI: 0–100; high=too hot, low=too cold) on the market and sectors.<br>- Too hot: park in cash‑like T‑Bills (BIL/SHV) or defensive BTAL.<br>- Too cold: buy 3× tech/semis for rebounds (TQQQ, TECL, SOXL); sometimes 3× shorts (SQQQ/TECS) in downtrends.<br>- Choppy: use managed‑futures (KMLM/DBMF) or gold/oil/nat‑gas (GLD/DBO/FCG).<br>Rebalances daily; high risk.
Rules-based, daily system. When markets look overheated it moves to T‑Bills; when they look washed‑out it buys 3× tech/semis for rebounds. In chop it shifts to managed‑futures or commodities. Heavy tech bias, high turnover, high risk.
Out-of-sample shows higher growth: ~45% annualized vs the S&P's ~24%, with a 1.46 Calmar ratio signaling solid risk-adjusted upside. Rules-based hedges park in T-Bills in heat and buy 3x tech rebounds to protect capital and capture dips.
High Win Rate Test 2.1 + Scale-in Frontrunners (BWC and Anansi), + BrianE's 100% WinRate UVXY. MOST VIX allocations swapped for BIL. Removed 30% Hedge.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $149k | 2026-10-11 | |
| Backtest regulatory fees | $632 | 2026-10-11 | |
| Backtest slippage cost | $4,925 | 2026-10-11 |
| AI categories (Composer) | buy-the-dip/sell-the-rip, commodities, daily tactical rotation, leveraged etfs, managed futures, t‑bills fallback | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6,892 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AVUV", "BIL", "BND", "BTAL", "CONL", "CORP", "COST", "CTA", "CURE", "DBMF", "DBO", "DOG", "DRN", "DRV", "EDC", "EDV", "EDZ", "EEM", "ERX", "FAS", "FCG", "FMF", "FNGS", "FTLS", "FXI", "GE", "GLD", "IEF", "IEI", "IOO", "IWM", "IYR", "KMLM", "KOLD", "LABD", "LABU", "LLY", "NAIL", "NVO", "PDBC", "PGR", "PSQ", "QQQ", "QQQE", "RETL", "RWM", "SH", "SHV", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPXU", "SPY", "SPYU", "SQQQ", "SRTY", "STIP", "SVIX", "SVXY", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UPRO", "URTY", "UUP", "UVIX", "UVXY", "VDE", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTV", "VXX", "WTMF", "XBI", "XLE", "XLF", "XLK", "XLP", "XLRE", "XLU", "XLY", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 |
| Remixes (copies) | 47 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 683 | 2026-10-11 | |
| Out-of-sample length | 343 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 170.37% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1387% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.91% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 65.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.77% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 20.71% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.84% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.87% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 98.98 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.67 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
