Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, short‑term, risk‑on/risk‑off ETF switcher. Uses a simple “strength” gauge, momentum and volatility checks to flip among 3× bull/bear themes (tech, high‑beta, small‑caps, bonds, some international). Very volatile; not buy‑and‑hold.
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 2026-10-11
: 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 2026-10-11 ()
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% · 2026-10-11 ()
19 of 29 funds in its are : DRV, EDC, HIBL, HIBS, JDST, LABD, LABU, PSQ, SARK, SH, SQQQ, TARK, TECL, TMF, TMV, TQQQ, UPRO, URTY, 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.
1) Regime check: Is the stock market (SPY) stronger than cash‑like T‑bills (TFLO) over ~20 days using RSI—a 0–100 heat gauge of recent up vs down days?<br>• If yes: split 40/30/30 across 3 quick‑switch modules that compare bonds vs stocks over 4–6 days to pick 3× bull or 3× bear funds (e.g., big‑tech, high‑beta).<br>• If no: a contrarian picker buys the most beaten‑down fund (last ~4 days) from lists of leveraged tech/growth, small‑caps, bonds, China/EM, or inverse funds.<br>Trades only when signals flip (~5% drift).
Aggressive, short‑term, risk‑on/risk‑off ETF switcher. Uses a simple “strength” gauge, momentum and volatility checks to flip among 3× bull/bear themes (tech, high‑beta, small‑caps, bonds, some international). Very volatile; not buy‑and‑hold.
Out-of-sample edge: ~24.53% annualized return vs SPY ~20.26%, but with higher drawdowns (~51% vs ~19%). A rules-based risk-on/off rotation among leveraged/inverse ETFs targets regime-driven upside for risk-tolerant investors.
RSI 25d SPY ARKK is also a thing
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.5M | 2026-10-11 | |
| Backtest regulatory fees | $46k | 2026-10-11 | |
| Backtest slippage cost | $400k | 2026-10-11 |
| AI categories (Composer) | bonds, em), leveraged/inverse etfs, momentum + contrarian, multi-asset (us stocks, risk-on/off timing, small-caps, tactical, tech, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 74 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "DRV", "EDC", "FNGS", "HIBL", "HIBS", "JDST", "LABD", "LABU", "PSQ", "QQQ", "SARK", "SCHZ", "SH", "SOXX", "SPHB", "SPY", "SQQQ", "TARK", "TECL", "TFLO", "TLH", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "URTY", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 |
| Remixes (copies) | 1,013 | 2026-10-11 | |
| Watchers | 298 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 821 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 299.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 45k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.53% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 104.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 8.98% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 8.78% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1.16% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.09% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 8.72% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -10.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.00% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 78.43% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 72.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 145.30 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 136.90 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.35% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
