Composer · investment strategy
by Composer Technologies · via Composer
A two-sleeve portfolio: 60% tactically rotates into one sector or volatility using “heat” (RSI) and strength rules—often via leveraged ETFs—while 40% flips between stock funds (ISPY/ECML) and T‑Bills based on the S&P 500’s trend.
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.
4 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.
2.7% of weight in (IVV: 3.0%)
3 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. : 97% · 2026-10-11 ()
59.2% 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 ()
13 of 28 funds in its are : CURE, DRN, DUSL, ERX, FAS, LTL, SVXY, TECL, UGE, UTSL, UVXY, UYM, WANT
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.
Two parts. 60% tactical sector bet: - If any sector’s RSI (0–100 “heat” gauge) >80, buy UVXY (a fear/volatility ETF). - Else if any RSI <30, buy that sector, choosing the stronger of its plain ETF (e.g., XLK=tech) or its 2–3x version (e.g., TECL). - Else pick one strong/active sector and buy its regular or leveraged ETF (sometimes SVXY, a “calm markets” fund). 40% trend switch: - If SPY’s 50‑day avg > 200‑day, split ISPY (income S&P 500)/ECML (value). Otherwise hold BIL (T‑Bills). Rebalance only if weights drift ~4%.
A two-sleeve portfolio: 60% tactically rotates into one sector or volatility using “heat” (RSI) and strength rules—often via leveraged ETFs—while 40% flips between stock funds (ISPY/ECML) and T‑Bills based on the S&P 500’s trend.
Out-of-sample, this strategy offers superior risk-adjusted growth vs the S&P: Sharpe ~1.67 vs 1.03, Calmar ~2.64, and ~62% annualized return vs ~17%. RSI-driven sector bets with volatility hedges and a trend filter seek bigger upside with controlled drawdown.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $58k | 2026-10-11 | |
| Backtest regulatory fees | $97 | 2026-10-11 | |
| Backtest slippage cost | $760 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, risk-on/risk-off, sector rotation, trend following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 365 | 2026-10-11 | |
| Rebalance corridor width | 4.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CURE", "DRN", "DUSL", "ECML", "ERX", "FAS", "ISPY", "LTL", "SPY", "SVXY", "TECL", "UGE", "UTSL", "UVXY", "UYM", "WANT", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XTL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.32 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 14 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 702 | 2026-10-11 | |
| Out-of-sample length | 498 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 88.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 484.54% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 62.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 160.57% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.12% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.86% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 96.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 96.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 21.39% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.64 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.32 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.51 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.25% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.21% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 50.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
