Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑driven swing trader. It buys dips in fast tech/semis, hedges or shorts when markets overheat, and uses bond trends to choose offense vs defense. Falls back to cash/income when unsure. Includes a separate Bitcoin/ARK momentum sleeve.
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 75 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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 the system asks two questions: Are stocks/crypto hot or cold right now? What is the bond market telling us about risk?<br>- If stocks (esp. tech/semis) look washed out, it buys fast movers (e.g., SOXL, TQQQ).<br>- If markets look overheated or volatility is rising, it hedges or goes inverse (SQQQ, SOXS) or uses volatility funds (UVXY), or parks in cash/income (BIL, JEPI).<br>- Bond signals (short vs long Treasuries) decide whether to play offense or defense.<br>- A separate sleeve trades Bitcoin/ARK funds the same way: buy strength after pullbacks, hedge when overextended.
A daily, rules‑driven swing trader. It buys dips in fast tech/semis, hedges or shorts when markets overheat, and uses bond trends to choose offense vs defense. Falls back to cash/income when unsure. Includes a separate Bitcoin/ARK momentum sleeve.
Out-of-sample annualized return ~26.7% vs SPY ~22.1%. Benefits: dip-buying in fast tech, dynamic hedges, bond signals, plus a crypto sleeve. Higher upside and diversification, but higher volatility; built-in risk controls and cash buffers help protect capital.
New Levered Baller compares 5d RSIs of UST vs. SSO
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 | $183k | 2026-10-11 |
| AI categories (Composer) | bonds/cash overlay, crypto/innovation, leveraged etfs, momentum/mean reversion, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,122 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.72 | 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", "JEPI", "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", "VIXM", "VIXY", "VTIP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.72 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 32 | 2026-10-11 | |
| Watchers | 22 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,077 | 2026-10-11 | |
| Out-of-sample length | 901 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 236.44% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 133.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -4.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -39.23% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -39.25% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -4.38% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 30.31% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.08% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.52% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -65.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 66.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 149.92 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 145.37 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.85% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.61% | 2026-10-11 |
Collective2
Composer Technologies · Composer
