Composer · investment strategy
by Composer Technologies · via Composer
A rules-based swing strategy: it checks the market trend and a “heat gauge,” then puts 100% into a single, fast-moving ETF (leveraged sector plays, crypto, or volatility) with the best recent pop. If the uptrend looks overheated, it briefly switches to volatility (UVXY).
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.
2 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 · not identified: NRGU 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 2026-10-19 ()
99.9% 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 ()
26 of 27 funds in its are : BITX, CONL, CURE, DJTU, DRN, ERX, ETHU, FAS, FBL, GDXU, HIBL, INTW, JNUG, LABU, NFLU, NRGU, SOLT, SOXL, SQQQ, TECL, TNA, TQQQ, UDOW, UVIX, UVXY, WTID
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: is SPY above its 100‑day average? Above = uptrend, below = downtrend.<br>2) Heat gauge: HIBL’s RSI, a 0–100 score of how fast price has risen/fallen (low = washed out, high = overheated).<br>3) Pick ONE fund: the top 3/19/21‑day performer in high‑octane ETFs (leveraged tech/energy/miners/small‑caps/real estate), crypto ETFs, and volatility/inverse funds. In an overheated uptrend, choose UVXY.<br>4) Hold until signals flip; small band avoids churn. Note: very jumpy.
A rules-based swing strategy: it checks the market trend and a “heat gauge,” then puts 100% into a single, fast-moving ETF (leveraged sector plays, crypto, or volatility) with the best recent pop. If the uptrend looks overheated, it briefly switches to volatility (UVXY).
Out-of-sample edge: ~126.7% annualized return vs SPY ~9.8%; Sharpe 1.28 vs 0.80; Calmar 3.40. Trend-first, one-position bets on top movers (leveraged sectors/crypto). Higher upside with disciplined risk—note higher drawdown risk.
Built and tested in Python which yielded better Sharpe ratio and CAGR compared to the OG Mean Reversion strategy. *Update 2/8/2026, expanded breadth of assets for bear logic*
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.2M | 2026-10-19 | |
| Backtest regulatory fees | $1,424 | 2026-10-19 | |
| Backtest slippage cost | $12k | 2026-10-19 |
| AI categories (Composer) | crypto exposure, leveraged etfs, mean reversion, momentum rotation, sector rotation, trend filter, volatility trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 49 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BITX", "CONL", "CURE", "DJTU", "DRN", "ERX", "ETHU", "FAS", "FBL", "GDXU", "HIBL", "INTW", "JNUG", "LABU", "NFLU", "NRGU", "SOLT", "SOXL", "SPY", "SQQQ", "TECL", "TNA", "TQQQ", "UDOW", "UVIX", "UVXY", "WTID" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 1.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.14 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.35 | 2026-10-19 |
| Remixes (copies) | 1,010 | 2026-10-19 | |
| Watchers | 202 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 394 | 2026-10-19 | |
| Out-of-sample length | 94 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 3049% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 22k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 126.74% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.53% | ||
| Return, trailing 1 day (out-of-sample) | 7.42% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 19.29% | ||
| Return, trailing 1 week (out-of-sample) | -2.96% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 847.62% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 138.72% | ||
| Return, trailing 2 weeks (out-of-sample) | -9.69% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 15.52% | ||
| SPY annualized return over the backtest window (backtest) | 21.33% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 61.95 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.40 | ||
| Maximum drawdown, backtest period (backtest) | -49.21% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.28% | ||
| Sharpe ratio, backtest period (backtest) | 3.45 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | ||
| Sortino ratio, backtest period (backtest) | 6.12 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 121.97% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 115.25% |
| Annualized turnover, backtest period (backtest) | 61.40 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.21 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.32% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
