Composer · investment strategy
by Composer Technologies · via Composer
A daily, very aggressive, rules‑based rotation that mostly rides or shorts tech/Nasdaq with leveraged ETFs, then switches to cash/bonds or managed‑futures (KMLM/DBMF/CTA) and small commodity sleeves when risk rises. Designed to chase trends and fade extremes.
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.
8 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.
0.1% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
77.6% 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 ()
36 of 91 funds in its are : CONL, DOG, DRN, DRV, EDC, EDZ, FAS, FNGU, KOLD, LABD, LABU, NAIL, PSQ, RWM, SH, SOXL, SPXL, SPXU, SPYU, SQQQ, SRTY, SVIX, SVXY, TBF, TECL, TECS, TMF, TMV, TQQQ, UCO, UPRO, URTY, UVIX, UVXY, YANG, 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.
Each day it checks whether stocks—especially tech/Nasdaq—look hot or cold using recent gains/losses and price vs trend. In uptrends it holds 3x tech/Nasdaq (TQQQ, TECL, SOXL). In downtrends or if things look stretched, it flips to inverse funds (SQQQ, TECS/DRV) or T‑bills. In choppy markets it can switch to managed‑futures (KMLM/DBMF/CTA) and small sleeves in gold/oil/nat‑gas. It also runs quick swing trades in China, biotech, and real estate after sharp moves.
A daily, very aggressive, rules‑based rotation that mostly rides or shorts tech/Nasdaq with leveraged ETFs, then switches to cash/bonds or managed‑futures (KMLM/DBMF/CTA) and small commodity sleeves when risk rises. Designed to chase trends and fade extremes.
Out-of-sample, this strategy outperforms the S&P on risk-adjusted terms: Sharpe ~2.09 vs 1.63, Calmar ~7, and annualized return ~109% vs ~29%. It blends tech upside with hedges and managed futures for higher growth at disciplined risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $31k | 2026-10-11 | |
| Backtest regulatory fees | $78 | 2026-10-11 | |
| Backtest slippage cost | $556 | 2026-10-11 |
| AI categories (Composer) | aggressive multi-strategy, commodities, leveraged/inverse etfs, managed futures, tech/qqq trend + mean reversion, volatility hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6,529 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AVUV", "BIL", "BND", "BTAL", "CONL", "CORP", "COST", "CTA", "DBMF", "DBO", "DOG", "DRN", "DRV", "EDC", "EDV", "EDZ", "EEM", "FAS", "FCG", "FMF", "FNGS", "FNGU", "FTLS", "FXI", "GE", "GLD", "IEF", "IEI", "IWM", "IYR", "KMLM", "KOLD", "LABD", "LABU", "LLY", "NAIL", "NVO", "PGR", "PSQ", "QQQ", "QQQE", "RWM", "SH", "SHV", "SMH", "SOXL", "SOXX", "SPXL", "SPXU", "SPY", "SPYU", "SQQQ", "SRTY", "STIP", "SVIX", "SVXY", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UNG", "UPRO", "URTY", "UUP", "UVIX", "UVXY", "VDE", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTV", "VXX", "WTMF", "XBI", "XLE", "XLF", "XLK", "XLP", "XLRE", "XLU", "XLY", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 |
| Remixes (copies) | 696 | 2026-10-11 | |
| Watchers | 208 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 381 | 2026-10-11 | |
| Out-of-sample length | 381 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 109.44% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 206.67% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 109.40% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 206.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.77% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.12% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.14% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 29.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.95 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.09 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.60 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.60 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.08% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 77.48 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 77.47 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.33% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
