Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-driven rotation. When trends are healthy, it piles into top mega‑caps or 3× equity ETFs; when stress rises, it flips to Treasuries, cash‑like T‑Bills, gold/commodities, USD, utilities, or volatility hedges. Uses multiple time windows to reduce whipsaws.
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.
12.0% 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. : 99% · 2026-10-11 ()
69.4% 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 ()
23 of 88 funds in its are : DRV, EDC, JDST, LABD, LABU, PSQ, SH, SPXL, SPXS, TBT, TECL, TMF, TMV, TQQQ, TYD, TYO, UDOW, UGL, UPRO, URTY, 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.
It rebalances daily. First it checks market health with simple price‑trend lines (moving averages), a “speed of moves” gauge (RSI), a fear gauge (VIX), and a bond/inflation clue (TIP). If healthy, it buys recent winners (often 3× equity ETFs like SPXL/TQQQ/UDOW or top mega‑cap stocks). If not, it shifts to Treasuries (TMF), T‑Bills (BIL), gold/commodities (UGL/PDBC), USD (USDU), or utilities (XLU), and may briefly hedge with VIX funds (UVXY/VIXM). It runs the same logic over several lookbacks and picks what’s working now. 3× ETFs are very volatile.
Daily, rules-driven rotation. When trends are healthy, it piles into top mega‑caps or 3× equity ETFs; when stress rises, it flips to Treasuries, cash‑like T‑Bills, gold/commodities, USD, utilities, or volatility hedges. Uses multiple time windows to reduce whipsaws.
Out-of-sample, this strategy targets ~36% annualized returns vs ~22% for the S&P, with Calmar ~1.07 and disciplined risk controls. Dynamic risk-on/off rotation aims for higher growth, but can incur larger drawdowns in stress markets.
I fixed the windows and made the WAM DD less horrific
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $88k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk-on/risk-off, tactical rotation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,339 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AXP", "BA", "BIL", "BND", "BNDX", "BRK/B", "BTAL", "BWX", "CAT", "COM", "COST", "CRM", "CSCO", "DBA", "DBB", "DBC", "DRV", "EDC", "EMB", "FAAR", "FTGC", "GBIL", "GLD", "GLTR", "GOOG", "GOOGL", "GS", "HD", "HON", "HYG", "IEF", "IEO", "JDST", "JNJ", "JPM", "LABD", "LABU", "LLY", "MCD", "META", "MSFT", "NFLX", "NVDA", "PDBC", "PEP", "PSQ", "QQQ", "SH", "SHV", "SOXX", "SPXL", "SPXS", "SPY", "TBT", "TECL", "TIP", "TMF", "TMV", "TQQQ", "TRV", "TSLA", "TYD", "TYO", "UDOW", "UGL", "UNH", "UPRO", "URTY", "USDU", "UVXY", "V", "VGSH", "VIXM", "VIXY", "VWO", "WOOD", "XLK", "XLU", "XOM", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,305 | 2026-10-11 | |
| Out-of-sample length | 724 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.91% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.16% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 52.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 52.11% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -6.40% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.14% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.43 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.05 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 27.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.77% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 75.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 76.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
