Composer · investment strategy
by Composer Technologies · via Composer
Daily rules flip between defense (top‑2 “safe” ETFs) and offense (laggard 3× bull or bear index ETFs). Uses an S&P 500 “hot/cold” reading (RSI) and a Treasury tell to decide. Equal‑weights two picks; aims to profit from short‑term swings.
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.
“parks in 2 safer ETFs with the best 1‑week trend (bonds/T‑bills, gold, Berkshire, VIX, etc.)”
“buys the 2 weakest 3× bull index ETFs (betting on a bounce)”
“or the 2 weakest 3× bear ETFs (betting on a drop)”
“Equal‑weighted; daily rebalance.”
“Each day it checks short‑term signals: a Treasury comparison and an S&P 500 “hot/cold” gauge (RSI: >70 = too hot; <25 = washed out).”
2 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.
0.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 50% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
A stated rule exists, but the holdings neither clearly back it up nor contradict it (for example, out of that asset right now). : 100% · 2026-10-19 ()
12 of 27 funds in its are : SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TNA, TQQQ, TZA, UPRO
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.
Each day it checks short‑term signals: a Treasury comparison and an S&P 500 “hot/cold” gauge (RSI: >70 = too hot; <25 = washed out). Based on this it either:<br>- parks in 2 safer ETFs with the best 1‑week trend (bonds/T‑bills, gold, Berkshire, VIX, etc.),<br>- buys the 2 weakest 3× bull index ETFs (betting on a bounce),<br>- or the 2 weakest 3× bear ETFs (betting on a drop). Equal‑weighted; daily rebalance.
Daily rules flip between defense (top‑2 “safe” ETFs) and offense (laggard 3× bull or bear index ETFs). Uses an S&P 500 “hot/cold” reading (RSI) and a Treasury tell to decide. Equal‑weights two picks; aims to profit from short‑term swings.
Out-of-sample, this strategy aims to beat the S&P by exploiting short-term swings via a rules-based defense/offense rotation. It delivers ~111.44% annualized return vs ~37.60% for the S&P, a Calmar ~12.23, and positive alpha with disciplined daily rebalancing.
Re consider HIBL and HIBS in sorts if more volume
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $187.3M | 2026-10-19 | |
| Backtest regulatory fees | $590k | 2026-10-19 | |
| Backtest slippage cost | $5.6M | 2026-10-19 |
| AI categories (Composer) | cross-asset, daily rebalancing, leveraged etfs, mean reversion, momentum, rsi filter, tactical | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 62 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BRK/B", "BTAL", "GLD", "GOVT", "IGOV", "LQD", "MOAT", "PDBC", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TIP", "TLT", "TNA", "TQQQ", "TZA", "UPRO", "VIXM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-19 |
| Remixes (copies) | 65 | 2026-10-19 | |
| Watchers | 47 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,997 | 2026-10-19 | |
| Out-of-sample length | 145 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 128.63% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1873k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 111.44% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 51.59% | ||
| Return, trailing 1 day (out-of-sample) | 1.66% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -5.07% | ||
| Return, trailing 1 week (out-of-sample) | 3.96% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 129.00% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -92.85% | ||
| Return, trailing 2 weeks (out-of-sample) | 6.05% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 24.61% | ||
| SPY annualized return over the backtest window (backtest) | 13.64% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.86 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 12.23 | ||
| Maximum drawdown, backtest period (backtest) | -33.36% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.11% | ||
| Sharpe ratio, backtest period (backtest) | 2.17 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.92 | ||
| Sortino ratio, backtest period (backtest) | 4.18 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 8.29 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 42.12% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.95% |
| Annualized turnover, backtest period (backtest) | 113.81 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 98.19 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.32% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.72% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
