Composer · investment strategy
by Composer Technologies · via Composer
A tactical, one‑position strategy. It checks the market trend and a simple hot/cold gauge on high‑risk stocks, then buys the strongest recent performer (or a hedge in weak markets). It uses 2–3x leveraged funds, so both gains and losses are amplified.
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.
“In defensive it can also pick hedges (volatility, short tech, inverse oil)”
“Single holding”
“uses 2–3x leveraged ETFs”
“Cold (<40) = look for rebounds”
“Is the S&P 500 above its 200‑day average?”
“Hot (>78) = expect a pullback”
“choose the recent leader”
1 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
26 of 27 funds in its are : BITX, CONL, CURE, DJTU, DRN, ERX, ETHU, FAS, FBL, GDXU, HIBL, INTW, JNUG, LABU, NFLU, NRGU, SOLT, SOXL, SQQQ, TECL, TNA, TQQQ, UDOW, UVIX, UVXY, WTID
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
1) Trend: Is the S&P 500 above its 200‑day average? Above = risk‑on; below = defensive. 2) Heat gauge: a 0–100 hot/cold read on HIBL (amplified high‑risk stocks). Cold (<40) = look for rebounds; Hot (>78) = expect a pullback. 3) Pick one fund: choose the recent leader. In risk‑on it leans to aggressive longs (tech, crypto, biotech, energy). In defensive it can also pick hedges (volatility, short tech, inverse oil). Single holding; rotates as signals change; uses 2–3x leveraged ETFs.
A tactical, one‑position strategy. It checks the market trend and a simple hot/cold gauge on high‑risk stocks, then buys the strongest recent performer (or a hedge in weak markets). It uses 2–3x leveraged funds, so both gains and losses are amplified.
Out-of-sample edge: Calmar ~14.8 and ~550% annualized return vs SPY ~39%, via a single leveraged rotation to top performers. Captures big rallies with hedges in downturns, but higher drawdown risk and costs.
Built and tested in Python which yielded better Sharpe ratio and CAGR compared to the OG Mean Reversion strategy. *Update 2/8/2026, expanded breadth of assets for bear logic*
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $707 | 2026-10-11 | |
| Backtest slippage cost | $5,667 | 2026-10-11 |
| AI categories (Composer) | crypto, leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, trend filter, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 49 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BITX", "CONL", "CURE", "DJTU", "DRN", "ERX", "ETHU", "FAS", "FBL", "GDXU", "HIBL", "INTW", "JNUG", "LABU", "NFLU", "NRGU", "SOLT", "SOXL", "SPY", "SQQQ", "TECL", "TNA", "TQQQ", "UDOW", "UVIX", "UVXY", "WTID" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 1.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 260 | 2026-10-11 | |
| Watchers | 95 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 388 | 2026-10-11 | |
| Out-of-sample length | 129 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 2025% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 549.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 162.64% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 19.29% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 567.52% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.52% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.93% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 41.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 14.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.28% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.17 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.79 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 119.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 107.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 60.40 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.70 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.99% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
