Composer · investment strategy
by Composer Technologies · via Composer
Daily rules that fade pops and buy dips in leveraged Nasdaq and Semis; otherwise shift to a leveraged all‑weather mix that adapts to volatility and bond/stock trends, with the ability to move to cash‑like bonds during fear spikes.
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.
9 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.
1.8% of weight in (IVV: 3.0%)
8 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 ()
100.0% 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 ()
13 of 19 funds in its are : NUGT, SOXL, SOXS, SQQQ, TMF, TMV, TQQQ, TYD, TYO, UDOW, UPRO, URTY, UTSL
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 checks a “heat meter” (RSI = how stretched recent moves are). For Nasdaq and Semis: too hot → switch to the 3x inverse ETF (bet on a pullback); too cold → buy the 3x bull ETF (buy the dip). If neither, it falls back to an “all‑weather” mix: if volatility spikes, park in cash‑like bonds; otherwise pick baskets that favor either long Treasuries + diversified stocks or short Treasuries + defensives, based on bond and stock trends.
Daily rules that fade pops and buy dips in leveraged Nasdaq and Semis; otherwise shift to a leveraged all‑weather mix that adapts to volatility and bond/stock trends, with the ability to move to cash‑like bonds during fear spikes.
Regime‑aware strategy adapts to volatility and trends to beat the S&P. OOS return ~54% vs ~21% for the S&P; Calmar ~1.36. Built‑in hedges offer upside with risk controls, though drawdowns can be larger in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.6M | 2026-10-11 | |
| Backtest regulatory fees | $1,878 | 2026-10-11 | |
| Backtest slippage cost | $14k | 2026-10-11 |
| AI categories (Composer) | gold miners, leveraged etfs, mean reversion, nasdaq 100, risk-on/risk-off, semiconductors, tactical momentum, treasuries, us dollar, utilities, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 91 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ICSH", "IEF", "NUGT", "SOXL", "SOXS", "SPY", "SQQQ", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UDOW", "UPRO", "URTY", "USDU", "UTSL", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.39 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,372 | 2026-10-11 | |
| Out-of-sample length | 968 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 80.80% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 26k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 430.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.87% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.09% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.70% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 42.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 42.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.12% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 42.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.79% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.96% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
