Composer · investment strategy
by Composer Technologies · via Composer
Rules-based: In uptrends, own the 10 strongest names (big stocks and some 3x funds) unless things look overheated—then briefly switch to fear funds (UVXY/VIXM). In downtrends, buy two deeply oversold picks (incl. bonds) and keep some cash. 3x/VIX are very volatile.
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.
11 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.
0.4% of weight in (IVV: 3.0%)
5 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. : 90% · 2026-10-11 ()
47.0% 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 ()
10 of 36 funds in its are : CURE, SOXL, SPXL, TECL, TMF, TNA, TQQQ, UDOW, UPRO, UVXY
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) Trend check: If QQQ (big tech index fund) is above its 210‑day average price, it’s a bull; otherwise bear.<br>2) Bull: If fear is spiking or stocks look too hot (RSI = 0–100 heat meter), buy UVXY/VIXM (funds that jump when fear rises). Otherwise own the 10 strongest names (RSI) from big stocks and 3x funds (e.g., TQQQ, SPXL).<br>3) Bear: Buy the 2 most beaten‑down picks (RSI low) from a small list (incl. bonds, NKE); keep some cash.
Rules-based: In uptrends, own the 10 strongest names (big stocks and some 3x funds) unless things look overheated—then briefly switch to fear funds (UVXY/VIXM). In downtrends, buy two deeply oversold picks (incl. bonds) and keep some cash. 3x/VIX are very volatile.
Out-of-sample annualized return is 23.37% vs SPY's 22.03%. The strategy targets bigger upside through momentum and regime signaling, with built-in volatility hedges and cash buffers to dampen risk. Note: drawdowns can be larger in crises.
Added NKE to bear market.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $151.0M | 2026-10-11 | |
| Backtest regulatory fees | $213k | 2026-10-11 | |
| Backtest slippage cost | $2.0M | 2026-10-11 |
| AI categories (Composer) | bonds, equities, leveraged etfs, mean reversion, momentum, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 65 | 2026-10-11 | |
| Rebalance corridor width | 15.00% | 2026-10-11 | |
| Rebalance frequency | none | 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[ "ADBE", "AGG", "AMD", "BHP", "BX", "COST", "CSCO", "CURE", "GOOGL", "LLY", "LMT", "LOW", "MA", "MCD", "MSFT", "NKE", "NVDA", "PEP", "QCOM", "QQQ", "SBUX", "SOXL", "SPXL", "TECL", "TLT", "TMF", "TNA", "TQQQ", "TSM", "UDOW", "UNH", "UPRO", "UVXY", "V", "VIXM", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.87 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 55 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 857 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 90.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1510k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 104.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.30% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.32% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -62.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.78 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.18 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.53% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.44 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.48 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.49% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
