Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, high‑octane rotation that mainly rides big U.S. tech with 3x ETFs, buys dips, and fades overheated spikes. When trends weaken or inflation/rates bite, it flips to Treasuries, commodities defenses, inverse funds, or volatility. 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.
6 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.
0.7% of weight in (IVV: 3.0%)
5 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 ()
66.4% 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 ()
20 of 40 funds in its are : CURE, DIG, ERX, HIBL, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TQQQ, 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’s a rules-based swing strategy.<br>1) Read the “big picture” using stocks vs long-term averages and the trend in long U.S. Treasuries (TLT). It also checks commodities (DBC) vs stocks.<br>2) If risk-on, buy fast U.S. tech/semis with 3x funds (TQQQ, TECL, SOXL, UPRO/SPXL). If risk-off, shift to Treasuries/cash (TLT/TMF/BIL/SHY) or inverse/volatility (SQQQ, SOXS, TMV, VXX).<br>3) A short-term “speedometer” (RSI, 0–100) and 5–7‑day returns tell it to buy dips, ride strength, or fade overheated spikes.
Rules-based, high‑octane rotation that mainly rides big U.S. tech with 3x ETFs, buys dips, and fades overheated spikes. When trends weaken or inflation/rates bite, it flips to Treasuries, commodities defenses, inverse funds, or volatility. High risk.
Out-of-sample edge: regime-switching, 3x rotation into tech leaders delivers ~46% annualized vs SPY's ~20%, with Calmar ~1.05. It shifts to Treasuries/defensives in risk-off. Higher upside, but expect larger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $85k | 2026-10-11 | |
| Backtest regulatory fees | $147 | 2026-10-11 | |
| Backtest slippage cost | $1,105 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro (rates/commodities), regime switching, tactical, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,349 | 2026-10-11 | |
| Rebalance corridor width | 6.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EWZ", "GLD", "HIBL", "IEF", "IYK", "MVV", "PDBC", "PUI", "QLD", "QQQ", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TBIL", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USD", "UUP", "UVXY", "VOO", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.88 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,046 | 2026-10-11 | |
| Out-of-sample length | 677 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 67.54% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 753.48% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.35% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 178.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.64% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.46% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.53 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.05 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.70% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.16% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.83% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
