Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based portfolio that rotates among tech‑heavy ETFs, hedges, bonds, gold, the US dollar, commodities, and managed futures (KMLM) based on market trend, volatility (VIX), and overbought/oversold signals. Aims to ride uptrends and cut big 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.
7 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%)
5 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 88% · 2026-10-11 ()
83.6% 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 ()
47 of 121 funds in its are : BIB, DOG, DPST, DRN, DRV, EDC, EDZ, ERX, ERY, FAS, FAZ, LABU, NAIL, PSQ, QID, QLD, RWM, SDS, SH, SOXL, SOXS, SPUU, SPXL, SPXS, SPXU, SQQQ, SSG, SSO, SVIX, SVXY, TBF, TECL, TECS, TMF, TMV, TQQQ, TYD, TYO, TZA, UCO, UDOW, UGE, UPRO, USD, WANT, 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.
It’s a rules engine that flips between “risk‑on” and “risk‑off.”<br>- First checks trend (price vs ~200‑day avg) and fear (VIX).<br>- Uptrend + calm: ride tech/growth (TQQQ/TECL/SOXL) or buy sharp dips; if overheated, hedge/short (SQQQ/SOXS).<br>- Downtrend or high fear: shift to bonds (TMF/TLT), gold (GLD), US dollar (UUP), managed futures (KMLM).<br>RSI = 0–100 hot/cold; moving average = trend line; drawdown = fall from peak.
A fast, rules‑based portfolio that rotates among tech‑heavy ETFs, hedges, bonds, gold, the US dollar, commodities, and managed futures (KMLM) based on market trend, volatility (VIX), and overbought/oversold signals. Aims to ride uptrends and cut big drawdowns.
Dynamic regime-switching that leans into tech during uptrends and hedges amid volatility, yielding ~35% annualized OOS return with ~1.04 Sharpe vs S&P's ~16.9% return and ~1.01. Higher upside with disciplined risk; drawdowns can be larger in stress.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $413k | 2026-10-11 | |
| Backtest regulatory fees | $1,931 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, managed futures, momentum & mean reversion, multi-asset, regime switching, tactical allocation, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,231 | 2026-10-11 | |
| Rebalance corridor width | 20.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMZN", "AVUV", "BA", "BIB", "BIL", "BND", "BSV", "BTAL", "C", "CSX", "DBC", "DOG", "DPST", "DRN", "DRV", "EDC", "EDZ", "EEM", "ERX", "ERY", "FAS", "FAZ", "FTLS", "GE", "GLD", "GLTR", "GOOG", "IBM", "IEF", "IEI", "IEZ", "INTC", "IWM", "JPM", "KMLM", "LABU", "LLY", "MDB", "META", "MORT", "MSFT", "NAIL", "NFLX", "OIH", "PDBC", "PPLT", "PSQ", "PXJ", "QID", "QLD", "QQQ", "QQQE", "RWM", "SAA", "SDS", "SH", "SHY", "SLV", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPUU", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSG", "SSO", "STX", "SUB", "SVIX", "SVXY", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TUR", "TYD", "TYO", "TZA", "UCO", "UDOW", "UGE", "UPRO", "UPS", "USD", "USDU", "USRT", "UUP", "VDE", "VGIT", "VGLT", "VIXM", "VIXY", "VNQ", "VNQI", "VOOG", "VOOV", "VOX", "VTV", "VWO", "WANT", "WDC", "WFC", "XLE", "XLF", "XLK", "XLP", "XLRE", "XLY", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,095 | 2026-10-11 | |
| Out-of-sample length | 448 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 135.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4027% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 71.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.34% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.45% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.31% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.18% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.04% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 102.98 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 111.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.26% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
