Composer · investment strategy
by Composer Technologies · via Composer
Aggressive daily trader that swings between 3x tech/semis, long/short ARK, and crypto, guided by bond “traffic lights” and short‑term heat/momentum. Buys dips, sells rips, hedges with VIX, and shifts to cash/defense when risk rises.
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 2026-10-11
: 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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% · 2026-10-11 ()
35 of 73 funds in its are : BITI, CURE, ERX, EUO, MVV, PSQ, QID, QLD, SARK, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, TARK, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UBT, UCO, UGL, UPRO, USD, UST, UVIX, UVXY, YCS
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 Macro signals 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.
Three sleeves: 1) Tech/Semis, 2) ARK Innovation, 3) Crypto. Each day it checks: is the market overheated or oversold (simple 0–100 “heat” gauge), what are bonds saying (risk‑on/off), and who led over 3–7 days. It then picks one fund per sleeve (often 3x bull/bear) or VIX to hedge. If risk is high, it parks in T‑bills or flips short.
Aggressive daily trader that swings between 3x tech/semis, long/short ARK, and crypto, guided by bond “traffic lights” and short‑term heat/momentum. Buys dips, sells rips, hedges with VIX, and shifts to cash/defense when risk rises.
Dynamic, regime‑driven growth strategy rotates leveraged tech/ARK/crypto bets with bond signals and VIX hedges. It adds diversification and fast risk management to capture tech‑cycle swings, delivering ~21%/yr out‑of‑sample vs SPY ~23%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-11 | |
| Backtest regulatory fees | $23k | 2026-10-11 | |
| Backtest slippage cost | $182k | 2026-10-11 |
| AI categories (Composer) | crypto sleeve, leveraged etfs, macro regime filters, momentum/mean‑reversion, tactical rotation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,965 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.71 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BITI", "BITO", "BND", "BSV", "BTAL", "COIN", "CURE", "DBC", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "IEI", "LQD", "MSTR", "MVV", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "STIP", "TARK", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UBT", "UCO", "UGL", "UPRO", "USD", "USDU", "UST", "UUP", "UVIX", "UVXY", "VGLT", "VIXY", "VTIP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 896 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 237.04% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 97.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -39.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -39.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -3.24% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 23.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.33 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -63.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -63.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.10 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 63.94% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 61.71% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 147.17 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 143.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.22% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
