Composer · investment strategy
by Composer Technologies · via Composer
A fast, defensive, daily strategy: step into T‑bills when markets are frothy or jumpy; otherwise take brief shots at oversold tech/semis or commodity trends, with a momentum backup when conditions are calm.
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.
2 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.
1.8% 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. : 99% · 2026-10-19 ()
100.0% 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 ()
55 of 121 funds in its are : AGQ, BOIL, BRZU, CHAU, CURE, CWEB, DPST, DRIP, DRN, DRV, DUST, EDZ, ERX, ERY, EURL, FAS, FAZ, GUSH, INDL, JDST, JNUG, KOLD, KORU, LABD, LABU, MEXX, MIDU, PILL, RETL, SCO, SH, SOXL, SOXS, SPDN, SPUU, SPXL, SPXS, SPXU, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, TZA, UCO, UGL, UPRO, URE, UTSL, 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 simple “hot/cold” gauges on big stock indexes and a fear gauge. If things look too hot or fear is rising, it parks in T‑bills (BIL/SHV) or a defensive fund (BTAL). If not, it buys short bursts in beaten‑down tech/semis (SOXL, TECL, TQQQ), sometimes shorts when they look too hot, or holds gold/commodities. When nothing is extreme, it runs a broad momentum screen. Rebalances daily.
A fast, defensive, daily strategy: step into T‑bills when markets are frothy or jumpy; otherwise take brief shots at oversold tech/semis or commodity trends, with a momentum backup when conditions are calm.
Out-of-sample edge: ~34% annualized return vs SPY ~22%, plus risk controls (cash when frothy) that curb losses and ride opportunistic tech/semis moves, delivering higher upside and diversification beyond the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $35.2M | 2026-10-19 | |
| Backtest regulatory fees | $96k | 2026-10-19 | |
| Backtest slippage cost | $891k | 2026-10-19 |
| AI categories (Composer) | cash/t-bills, commodities, leveraged etfs, mean-reversion, momentum, tactical allocation, volatility filter | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 592 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.58 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "BIL", "BND", "BOIL", "BRZU", "BSV", "BTAL", "CANE", "CHAU", "COM", "COMT", "COPX", "CORN", "CURE", "CWEB", "DBA", "DBB", "DBC", "DBO", "DPST", "DRIP", "DRN", "DRV", "DUST", "ECC", "EDZ", "EEM", "EFA", "ERX", "ERY", "ESPO", "EURL", "EWA", "EWG", "EWI", "EWJ", "EWN", "EWP", "EWQ", "EWU", "FAS", "FAZ", "GLD", "GUSH", "IAU", "IEF", "INDL", "IOO", "JDST", "JNUG", "KOLD", "KORU", "LABD", "LABU", "MEXX", "MIDU", "NURE", "PALL", "PDBC", "PEJ", "PILL", "QQQ", "REMX", "RETL", "SCO", "SH", "SHV", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SPDN", "SPUU", "SPXL", "SPXS", "SPXU", "SPY", "TAGS", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "TZA", "UCO", "UGL", "UPRO", "URA", "URE", "USO", "UTSL", "UUP", "UVXY", "VAW", "VDC", "VDE", "VEA", "VFH", "VGT", "VHT", "VIS", "VIXM", "VIXY", "VNQ", "VNQI", "VOX", "VPU", "VTV", "VXX", "WEAT", "WOOD", "XLF", "XLP", "YANG", "YINN" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.29 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-19 |
| Remixes (copies) | 144 | 2026-10-19 | |
| Watchers | 38 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,971 | 2026-10-19 | |
| Out-of-sample length | 332 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 183.95% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 352k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.13% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 46.38% | ||
| Return, trailing 1 day (out-of-sample) | -5.50% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 5.86% | ||
| Return, trailing 1 week (out-of-sample) | 0.83% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 28.94% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 50.30% | ||
| Return, trailing 2 weeks (out-of-sample) | 4.24% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 63.94% | ||
| SPY annualized return over the backtest window (backtest) | 16.28% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.37 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.81 | ||
| Maximum drawdown, backtest period (backtest) | -42.12% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.13% | ||
| Sharpe ratio, backtest period (backtest) | 2.32 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | ||
| Sortino ratio, backtest period (backtest) | 4.16 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 50.23% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.15% |
| Annualized turnover, backtest period (backtest) | 79.57 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 63.01 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 54.79% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.51% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
