Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based strategy that goes offensive in uptrends (tech/S&P, sometimes commodities) and defensive in downtrends (inverse ETFs, Treasuries, cash). Adds volatility hedges when a short‑term “heat” signal says markets look too hot.
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 2026-10-19
: 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%)
2 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. : 99% · 2026-10-19 ()
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% · 2026-10-19 ()
60 of 125 funds in its are : AGQ, BOIL, BRZU, CHAU, CURE, CWEB, DPST, DRIP, DRN, DRV, DUST, EDZ, ERX, ERY, EURL, FAS, FAZ, GUSH, INDL, JDST, JNUG, KOLD, KORU, LABD, LABU, MEXX, MIDU, PILL, PSQ, QID, QLD, RETL, SCO, SH, SOXL, SOXS, SPDN, SPUU, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, TZA, UCO, UGL, UPRO, URE, UTSL, 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.
Rules‑based, rebalanced daily. 1) If the S&P 500 (SPY) is above its 200‑day average, it goes on offense: Nasdaq tech (QQQ; TQQQ=3x), S&P (VOO; UPRO=3x), and sometimes commodities (DBC). A short‑term “heat” gauge (RSI) can add volatility funds (UVXY/UVIX) that often jump when stocks fall. 2) If SPY is weak, it turns defensive: inverse Nasdaq/S&P (SQQQ/SPXU, PSQ), Treasuries (TLT/IEF), or cash‑like T‑bills (BIL). It may also tilt to value, financials, utilities, energy, or real estate.
Daily, rules‑based strategy that goes offensive in uptrends (tech/S&P, sometimes commodities) and defensive in downtrends (inverse ETFs, Treasuries, cash). Adds volatility hedges when a short‑term “heat” signal says markets look too hot.
Out-of-sample edge: far stronger risk-adjusted performance vs the S&P. Sharpe ~1.87 vs 0.96; Calmar ~7.1; OOS annualized return ~100%. Dynamic trend-following and volatility hedges push bigger gains while keeping risk disciplined.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.2M | 2026-10-19 | |
| Backtest regulatory fees | $4,218 | 2026-10-19 | |
| Backtest slippage cost | $34k | 2026-10-19 |
| AI categories (Composer) | bonds, commodities, global equities, inverse etfs, leveraged etfs, momentum, tactical asset allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 409 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BIL", "BND", "BOIL", "BRZU", "BSV", "BTAL", "CANE", "CHAU", "COM", "COMT", "COPX", "CORN", "CURE", "CWEB", "DBA", "DBB", "DBC", "DBO", "DPST", "DRIP", "DRN", "DRV", "DUST", "ECC", "EDZ", "EEM", "EFA", "ERX", "ERY", "ESPO", "EURL", "EWA", "EWG", "EWI", "EWJ", "EWN", "EWP", "EWQ", "EWU", "FAS", "FAZ", "GLD", "GUSH", "IAU", "IEF", "INDL", "IOO", "JDST", "JNUG", "KOLD", "KORU", "LABD", "LABU", "MEXX", "MIDU", "NURE", "PALL", "PDBC", "PEJ", "PILL", "PSQ", "QID", "QLD", "QQQ", "REMX", "RETL", "SCO", "SH", "SHV", "SHY", "SLV", "SOXL", "SOXS", "SPDN", "SPUU", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TAGS", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "TZA", "UCO", "UGL", "UPRO", "URA", "URE", "USO", "UTSL", "UUP", "UVIX", "UVXY", "VAW", "VDC", "VDE", "VEA", "VFH", "VGT", "VHT", "VIS", "VIXM", "VIXY", "VNQ", "VNQI", "VOO", "VOX", "VPU", "VTV", "VXX", "WEAT", "WOOD", "XLF", "XLP", "YANG", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.07 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-19 |
| Remixes (copies) | 1 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,142 | 2026-10-19 | |
| Out-of-sample length | 108 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 228.15% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 22k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 99.57% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.63% | ||
| Return, trailing 1 day (out-of-sample) | -5.49% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.86% | ||
| Return, trailing 1 week (out-of-sample) | -0.83% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 93.46% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 115.89% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.53% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 39.51% | ||
| SPY annualized return over the backtest window (backtest) | 13.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 9.03 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 7.11 | ||
| Maximum drawdown, backtest period (backtest) | -25.26% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.00% | ||
| Sharpe ratio, backtest period (backtest) | 2.60 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.87 | ||
| Sortino ratio, backtest period (backtest) | 4.91 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.07 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 50.51% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.81% |
| Annualized turnover, backtest period (backtest) | 68.17 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.00 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.34% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 46.30% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
