Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules‑driven strategy that tries to ride tech uptrends and sidestep trouble. It flips among 3× tech, volatility hedges, Treasuries, dividend stocks, the U.S. dollar, and commodity trend funds using simple “hot/cold” and trend checks.
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.
14 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.
4.1% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31)
: 5.4% (BOIL 2% × 2.00, PDBC 2% × 0.48, COM 2% × 0.15), shown separately from fossil-fuel companies.
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 ()
49.4% 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 ()
18 of 48 funds in its are : BOIL, KOLD, PSQ, SH, SOXL, SOXS, SPXL, SPXU, TECL, TECS, TMF, TMV, TQQQ, TYD, TYO, UDOW, UGL, 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 fast, rules‑based portfolio. It checks: is tech leading, are prices stretched up/down (RSI = a “hot/cold” gauge of recent moves), is volatility spiking, and are bonds rising or falling.<br>If risk‑on, it rides tech/semis via 3× funds (TECL/SOXL). If overheated, it hedges (TECS/UVXY). If risk‑off, it rotates to dividend stocks (SPHD), Treasuries (VGLT/VGIT/TMF), the U.S. dollar (UUP), or commodity trend funds (DBC/GLD/DBMF). It’s very aggressive.
An aggressive, rules‑driven strategy that tries to ride tech uptrends and sidestep trouble. It flips among 3× tech, volatility hedges, Treasuries, dividend stocks, the U.S. dollar, and commodity trend funds using simple “hot/cold” and trend checks.
Out-of-sample edge: ~54% annualized return vs ~20.6% for the S&P; Sharpe ~1.60 vs ~1.34; Calmar ~2.48; positive alpha. A fast, rules-based, tech-driven strategy blends leveraged bets with hedges to capture upside while managing risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $1,928 | 2026-10-11 | |
| Backtest slippage cost | $15k | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, leveraged etfs, managed futures, mean reversion, sector rotation, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,394 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.28 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOIL", "CCOR", "COM", "COMT", "CORN", "DBC", "DBMF", "FAAR", "GLD", "IEF", "KOLD", "PDBC", "PHDG", "PSQ", "QQQ", "SH", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SPHD", "SPXL", "SPXU", "SPY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UDOW", "UGL", "USO", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VTI", "WEAT", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.44 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 41 | 2026-10-11 | |
| Watchers | 26 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 917 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 92.64% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 382.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.35% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.91% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.97% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 75.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 75.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.80% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.80% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.61% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.65 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.54% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
