Composer · investment strategy
by Composer Technologies · via Composer
A daily-checked, one-ETF rotation: buy 3x tech after sharp dips, hedge with VIX when tech runs hot, ride 2x S&P 500 when shipping strengthens, else short emerging markets if US stocks beat bonds, otherwise hold gold.
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.
1 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.
0.0% of weight in (IVV: 3.0%)
No funds
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 ()
0.0% 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 ()
4 of 9 funds in its are : EUM, SSO, TECL, TQQQ
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 Macro signals 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.
RSI = a quick 0–100 gauge of recent price heat; low=weak, high=hot.<br>- If a tech-heavy index (TQQQ) looks washed out (RSI<30), buy TECL (3x tech).<br>- If it looks too hot (RSI>75), buy VIXY (volatility hedge).<br>- Else if shipping (BDRY) is trending up (RSI>50), buy SSO (2x S&P 500).<br>- Else if US stocks (VV) beat bonds (IGIB), short EM via EUM.<br>- Otherwise hold gold (GLDM). Checked daily; one holding at a time.
A daily-checked, one-ETF rotation: buy 3x tech after sharp dips, hedge with VIX when tech runs hot, ride 2x S&P 500 when shipping strengthens, else short emerging markets if US stocks beat bonds, otherwise hold gold.
Daily rule-based ETF rotation targets higher long-run growth by capturing tech upside and hedging. Out-of-sample return ~30.5% vs S&P ~24.3%; Calmar ~1.50 signals solid risk-adjusted gains, though drawdowns ~20% and beta ~2.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.8M | 2026-10-19 | |
| Backtest regulatory fees | $16k | 2026-10-19 | |
| Backtest slippage cost | $133k | 2026-10-19 |
| AI categories (Composer) | emerging markets short, gold, leveraged etfs, momentum (rsi), risk-on/risk-off, shipping signal, tactical allocation, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 15 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BDRY", "EUM", "GLDM", "IGIB", "SSO", "TECL", "TQQQ", "VIXY", "VV" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.94 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-19 |
| Remixes (copies) | 2 | 2026-10-19 | |
| Watchers | 0 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,089 | 2026-10-19 | |
| Out-of-sample length | 350 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 126.34% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 87k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.48% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 43.95% | ||
| Return, trailing 1 day (out-of-sample) | -0.18% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.17% | ||
| Return, trailing 1 week (out-of-sample) | 8.27% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 36.96% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 26.35% | ||
| Return, trailing 2 weeks (out-of-sample) | 9.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 19.20% | ||
| SPY annualized return over the backtest window (backtest) | 15.04% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.12 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.50 | ||
| Maximum drawdown, backtest period (backtest) | -24.67% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.26% | ||
| Sharpe ratio, backtest period (backtest) | 2.23 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Sortino ratio, backtest period (backtest) | 4.70 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.08 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 40.10% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.45% |
| Annualized turnover, backtest period (backtest) | 46.32 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 28.80 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.58% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.00% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
