Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rule‑driven strategy: ride tech uptrends with leveraged ETFs and buy dips; when markets overheat or break trend, shift fast into cash, bonds, gold/managed‑futures, safe sectors, or inverse/volatility hedges. Very high risk and turnover.
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 2026-10-19
: 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%)
2 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. : 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 ()
30 of 109 funds in its are : DUST, FAS, GDXD, GDXU, GLL, JDST, LABU, LTL, NAIL, NUGT, PSQ, QLD, ROM, SH, SOXL, SQQQ, SSO, SVXY, TECL, TMF, TMV, TNA, TQQQ, UDN, UDOW, UGE, UGL, UPRO, USD, 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.
It watches short‑term “heat” and trend for QQQ/SPY/tech. If trends are up and prices pull back, it scales into leveraged tech (like TQQQ). If things look overheated or trends break, it flips to cash (T‑Bills), Treasuries, managed‑futures (KMLM/DBMF), anti‑beta (BTAL), or inverse/volatility hedges. Rules update often.<br>
Aggressive, rule‑driven strategy: ride tech uptrends with leveraged ETFs and buy dips; when markets overheat or break trend, shift fast into cash, bonds, gold/managed‑futures, safe sectors, or inverse/volatility hedges. Very high risk and turnover.
Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.90 vs 1.37; annualized return ~84% vs 18%; Calmar ~5.05. Leveraged tech rallies with hedges; bigger drawdowns in crises, but faster recoveries.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $167k | 2026-10-19 | |
| Backtest regulatory fees | $508 | 2026-10-19 | |
| Backtest slippage cost | $3,543 | 2026-10-19 |
| AI categories (Composer) | gold/miners, hedging, leveraged etfs, managed futures, momentum + mean‑reversion, tactical allocation, trend following | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 5,432 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AMAT", "AMZN", "ANGL", "ARQQ", "BABA", "BDRY", "BIL", "BND", "BSV", "BTAL", "BTQ", "CORP", "CPER", "DBMF", "DIA", "DUST", "FAS", "FNDE", "GBTC", "GDX", "GDXD", "GDXU", "GLD", "GLL", "GOOGL", "GUNR", "HON", "HYG", "IBM", "IEF", "IGIB", "INTC", "IONQ", "IXP", "IYT", "JDST", "KMLM", "LABU", "LQD", "LRCX", "LTL", "MSFT", "NAIL", "NUGT", "NVDA", "ORCL", "PALL", "PPLT", "PSQ", "QBTS", "QLD", "QMCO", "QQQ", "QQQE", "QUBT", "RGTI", "ROM", "SGOV", "SH", "SHV", "SHY", "SLV", "SLX", "SMH", "SOXL", "SOXX", "SPAB", "SPLV", "SPY", "SPYV", "SQQQ", "SSO", "SVXY", "TECL", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UDN", "UDOW", "UGE", "UGL", "UPRO", "USD", "UUP", "UVXY", "VBF", "VCIT", "VCLT", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "WIMI", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.05 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-19 |
| Remixes (copies) | 54 | 2026-10-19 | |
| Watchers | 29 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 778 | 2026-10-19 | |
| Out-of-sample length | 202 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 148.85% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1575% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 84.18% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 61.19% | ||
| Return, trailing 1 day (out-of-sample) | -4.29% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.80% | ||
| Return, trailing 1 week (out-of-sample) | -4.04% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 66.40% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.62% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 5.32% | ||
| SPY annualized return over the backtest window (backtest) | 20.69% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 8.25 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 5.05 | ||
| Maximum drawdown, backtest period (backtest) | -18.05% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.67% | ||
| Sharpe ratio, backtest period (backtest) | 2.12 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.90 | ||
| Sortino ratio, backtest period (backtest) | 6.04 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.01 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 47.61% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.58% |
| Annualized turnover, backtest period (backtest) | 81.43 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 87.79 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.07% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.50% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
