Composer · investment strategy
by Composer Technologies · via Composer
A daily, one‑position tactical strategy that rotates among Apple/Amazon/Tesla bull or bear funds, tech, staples, oil, cash, or a volatility hedge. Uses hot/cold scores and trend checks to buy dips, ride strength, or hedge. Very high risk.
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.
5 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%)
3 funds (SEC N-PORT, as of 2026-05-31)
: 20.4% (DBO 20% × 1.00), shown separately from fossil-fuel companies.
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 ()
19.7% 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 ()
14 of 23 funds in its are : AAPD, AAPU, AMZD, AMZU, FNGU, PSQ, SCO, SQQQ, TECL, TECS, TQQQ, TSLL, TSLQ, 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.
Each day it holds one position. First it picks a “lens” (recent winners, trend strength, low drawdown, 3‑day pop, or big movers). Then it selects one trade from Apple/Amazon/Tesla bull or bear funds, tech bull/bear, defensive staples, oil long/short, cash‑like T‑bills, or a volatility hedge. It uses hot/cold scores (0–100), simple trend vs. averages, and a bonds‑vs‑bearish‑Nasdaq check to switch offense/defense.
A daily, one‑position tactical strategy that rotates among Apple/Amazon/Tesla bull or bear funds, tech, staples, oil, cash, or a volatility hedge. Uses hot/cold scores and trend checks to buy dips, ride strength, or hedge. Very high risk.
Out-of-sample edge: ~65% annualized return vs SPY ~22%, Calmar 2.34, Sharpe 1.28. Daily one-position rotation aims for bigger upside with risk control; drawdowns may be larger (~28%), but risk-adjusted returns exceed the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $19k | 2026-10-11 | |
| Backtest regulatory fees | $53 | 2026-10-11 | |
| Backtest slippage cost | $326 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, high risk, leveraged/inverse etfs, momentum/mean‑reversion, risk‑on/off, single‑stock (aapl/amzn/tsla), tactical rotation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 630 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPD", "AAPL", "AAPU", "AMZD", "AMZN", "AMZU", "DBO", "FNGU", "IEF", "PSQ", "QQQ", "SCO", "SHV", "SPY", "SQQQ", "TECL", "TECS", "TQQQ", "TSLA", "TSLL", "TSLQ", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-11 |
| Remixes (copies) | 127 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 326 | 2026-10-11 | |
| Out-of-sample length | 326 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 64.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 91.28% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 64.94% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -10.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 74.66% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 74.76% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -5.65% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.40% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.45% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.34 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.72% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.27 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.34% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 87.50 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 87.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.99% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
