Composer · investment strategy
by Composer Technologies · via Composer
Daily momentum rotation. Buys the 3 strongest ETFs across stocks/sectors (often leveraged), crypto, and gold miners based on ~1‑month performance. In a rare stress signal (miners hot, Nasdaq‑3x washed‑out), it moves to T‑bills. High volatility/risk.
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 2026-10-19
: 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.
1.7% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
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 ()
34.0% 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 ()
17 of 21 funds in its are : BITX, ETHU, GDXU, HIBL, INTW, JNUG, LABU, MPWX, MSTP, MUU, MVLL, NFLU, SOXL, TECL, TQQQ, UDOW, UMDD
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: 1) Checks a safety tripwire using a 10‑day RSI (a 0–100 “speed” score). If gold‑miner RSI (via JNUG) is very hot (>78) while Nasdaq‑3x (TQQQ) is extremely weak (RSI<5), it parks in T‑bills (BIL). 2) Otherwise, it ranks a basket of ETFs (leveraged stocks/sectors, crypto, gold miners, plus SPY/QQQ) by ~1‑month performance, buys the top 3, splits money evenly, and rebalances daily.
Daily momentum rotation. Buys the 3 strongest ETFs across stocks/sectors (often leveraged), crypto, and gold miners based on ~1‑month performance. In a rare stress signal (miners hot, Nasdaq‑3x washed‑out), it moves to T‑bills. High volatility/risk.
Out-of-sample edge: Sharpe ~1.96 and Calmar ~11 indicate strong risk-adjusted returns versus the S&P. A diversified, daily momentum mix across leveraged ETFs, crypto and gold miners targets higher upside, with a built-in tripwire to cash in stress.
Rolling Momentum Shifter is a multi-window momentum strategy that allocates across leveraged equity, sector, crypto, and commodity ETFs by evaluating performance across different timeframes. Rather than relying on a single lookback period, the strategy identifies opportunities by analyzing momentum signals across multiple rolling windows, allowing it to capture both short-term surges and sustained trends.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18k | 2026-10-19 | |
| Backtest regulatory fees | $11 | 2026-10-19 | |
| Backtest slippage cost | $67 | 2026-10-19 |
| AI categories (Composer) | commodities, crypto, daily rebalance, leveraged etfs, momentum, risk-off cash, sector rotation, tactical rotation | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 26 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BITX", "ETHU", "GDXU", "HIBL", "INTW", "JNUG", "LABU", "MPWX", "MSTP", "MUU", "MVLL", "NFLU", "NVDB", "QQQ", "SOXL", "SPY", "TECL", "TQQQ", "UDOW", "UMDD" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 4.91 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-19 |
| Remixes (copies) | 25 | 2026-10-19 | |
| Watchers | 14 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 103 | 2026-10-19 | |
| Out-of-sample length | 82 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 335.12% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 83.46% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 331.18% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 56.29% | ||
| Return, trailing 1 day (out-of-sample) | -5.11% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 19.36% | ||
| Return, trailing 1 week (out-of-sample) | -13.87% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -27.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 55.27% | ||
| SPY annualized return over the backtest window (backtest) | 9.26% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 9.74 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 11.18 | ||
| Maximum drawdown, backtest period (backtest) | -34.41% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.62% | ||
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.96 | ||
| Sortino ratio, backtest period (backtest) | 2.82 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 141.36% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 100.59% |
| Annualized turnover, backtest period (backtest) | 41.60 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.17 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.28% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.66% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
