Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑driven “switcher” that chases strong tech/semiconductor uptrends with 3× ETFs, and quickly pivots to inverse ETFs, Treasuries, cash‑like T‑Bills, or volatility when markets look overheated or risky; guided by trend, “heat,” rates, and KMLM.
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.
4 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%)
4 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. : 99% · 2026-10-11 ()
87.8% 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 ()
64 of 145 funds in its are : BRZU, CURE, DIG, DOG, DRN, DRV, EDC, EDZ, ERX, EUO, FAS, FNGD, GDXU, GUSH, HIBL, HIBS, LABD, LABU, MVV, NAIL, NUGT, PSQ, QID, QLD, QQQU, RETL, RWM, SDS, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SPYU, SQQQ, SRTY, SVXY, TBF, TBT, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, TZA, UBT, UCO, UDN, UDOW, UGL, UMDD, UPRO, URTY, USD, UTSL, UVIX, UVXY, UXI, YANG, YCS, 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.
Think of it as a traffic‑light system checked daily. When stock trends are healthy and not overheated, it rides fast movers (mostly tech/semis via 3× ETFs like TQQQ/SOXL). If things look overheated or shaky, it trims or flips to the opposites (SQQQ/SOXS), adds “airbags” (Treasuries, cash‑like T‑Bills), or a small dose of volatility (UVXY). It also looks at interest‑rates and KMLM (a trend ETF) to judge the bigger backdrop and pick defenses.
A fast, rules‑driven “switcher” that chases strong tech/semiconductor uptrends with 3× ETFs, and quickly pivots to inverse ETFs, Treasuries, cash‑like T‑Bills, or volatility when markets look overheated or risky; guided by trend, “heat,” rates, and KMLM.
Out-of-sample, this strategy outperforms the S&P 500: ~70.7% vs ~23.1% annualized, Calmar ~1.93, and positive alpha with adaptive hedges. Dynamic rotation seeks strong upside with risk protection; note drawdowns can be larger in choppy markets.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $91k | 2026-10-11 | |
| Backtest regulatory fees | $273 | 2026-10-11 | |
| Backtest slippage cost | $2,106 | 2026-10-11 |
| AI categories (Composer) | bonds/rates regime, leveraged etfs, mean reversion, tactical rotation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 6,490 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AVUV", "BIL", "BND", "BRK/B", "BRZU", "BSV", "BTAL", "CORP", "COST", "CURE", "DBA", "DBC", "DIA", "DIG", "DOG", "DRN", "DRV", "EDC", "EDV", "EDZ", "EEM", "EEMV", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "FNGD", "FNGS", "FXI", "GDX", "GDXU", "GE", "GLD", "GUSH", "HIBL", "HIBS", "HYG", "IEF", "IEI", "IOO", "IWM", "IYR", "KMLM", "LABD", "LABU", "LLY", "LQD", "MOAT", "MSTR", "MVV", "NAIL", "NUGT", "NVO", "NZF", "PDBC", "PGR", "PHDG", "PSQ", "PUI", "QID", "QLD", "QQQ", "QQQU", "RETL", "RSP", "RWM", "SDS", "SH", "SHV", "SHY", "SIL", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SPYU", "SQQQ", "SRTY", "STIP", "SVXY", "TBF", "TBT", "TECL", "TECS", "TIP", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYO", "TZA", "UBT", "UCO", "UDN", "UDOW", "UGL", "UMDD", "UPRO", "URTY", "USD", "USDU", "USMV", "USO", "UTSL", "UUP", "UVIX", "UVXY", "UXI", "VDC", "VDE", "VIXM", "VIXY", "VOX", "VPU", "VTV", "VWO", "VXUS", "VXX", "XBI", "XHB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XME", "YANG", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 |
| Remixes (copies) | 16 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 550 | 2026-10-11 | |
| Out-of-sample length | 337 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 174.51% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 809.72% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.70% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 104.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.52% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 10.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.30% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.13% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 18.54% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 61.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.53% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 85.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 87.16 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
