Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, automated switcher: ride strong tech/semis uptrends with 3x funds, but quickly rotate to inverse hedges, cash, Treasuries, gold, or long USD when stress hits. Seeks big runs and rapid defense; very active and 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.
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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 51% · 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 ()
41 of 100 funds in its are : CURE, DDM, DRN, DRV, EDC, ERX, EUO, FAZ, LABD, LABU, MVV, PSQ, QLD, SDOW, SDS, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UDOW, UPRO, URTY, USD, UVXY, YANG, YCS, 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.
Daily, it checks market trend (price vs averages), “speed” of recent moves, drawdowns, and fear gauges. If uptrend and not overheated, it buys the fastest‑rising tech/semis/small‑caps using 3x funds. If overheated or falling fast, it flips to hedges (inverse 3x, volatility) or cash/Treasuries/gold/US dollar. On extreme dips, it briefly “buys the dip” (e.g., TQQQ/SOXL). In crashes it moves to safety mixes or defensive sectors.
An aggressive, automated switcher: ride strong tech/semis uptrends with 3x funds, but quickly rotate to inverse hedges, cash, Treasuries, gold, or long USD when stress hits. Seeks big runs and rapid defense; very active and high risk.
Compelling upside with adaptive risk control: the strategy targets higher out-of-sample returns (about 25% annualized vs SPY’s ~22%), plus a modest negative beta for diversification. Note: stress periods can drive large drawdowns; hedges and rapid rotation help.
Momentum symphony to ride the best performing strategy at the time. | 11.10.23 Added McBallsy BB YOLO Mod
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.3B | 2026-10-11 | |
| Backtest regulatory fees | $37.9M | 2026-10-11 | |
| Backtest slippage cost | $365.1M | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, mean reversion, risk-on/off rotation, sector rotation, tactical momentum, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,059 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.65 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "ADP", "AGG", "AMD", "AMZN", "BIL", "BND", "BSV", "BTAL", "COST", "CURE", "DBC", "DDM", "DRN", "DRV", "EDC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "EXPO", "FAZ", "GLD", "GOOGL", "IEF", "IEI", "IWM", "JKHY", "LABD", "LABU", "MNST", "MSFT", "MVV", "NFLX", "NVDA", "NVO", "ODFL", "PAYX", "PSQ", "PUI", "QLD", "QQQ", "ROL", "SCHZ", "SDOW", "SDS", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "SVXY", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TROW", "TSCO", "TSLA", "TYD", "TYO", "UCO", "UDOW", "ULTA", "UNH", "UPRO", "URTY", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "XLB", "XLE", "XLI", "XLP", "XLRE", "XLU", "XLV", "YANG", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | -0.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-11 |
| Remixes (copies) | 69 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,751 | 2026-10-11 | |
| Out-of-sample length | 717 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 234.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 52518k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.08% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 89.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.81% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.40% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 5.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -8.69% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -8.77% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 41.67% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.67% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.87 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -60.51% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 67.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 138.07 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 133.67 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.96% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.77% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
