Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based “gas‑and‑brakes” system that rotates between 3× stock ETFs in uptrends and bonds/cash/volatility hedges when markets overheat or break trend, picking the best‑recent playbooks and sizing toward lower‑volatility ones.
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.
10 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.
6.2% of weight in (IVV: 3.0%)
8 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 ()
91.6% 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 ()
29 of 74 funds in its are : ERX, FAS, FAZ, NAIL, PSQ, QLD, ROM, SH, SOXL, SOXS, SPXL, SPXU, SQQQ, SSO, SVXY, TBF, TBX, TECL, TMF, TMV, TQQQ, TTT, TYD, TYO, UBT, UDOW, UGL, UPRO, 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.
Each day it picks the 3 best‑recent “playbooks” and splits money, favoring steadier ones. It checks: market trend (price vs long‑term average), “hot/cold” readings (RSI = a speedometer of recent moves), bond trend, and volatility spikes. In uptrends it owns 3× stock funds (e.g., Nasdaq/S&P). If overheated or trend breaks, it shifts to Treasuries (long or inverse), cash‑like T‑bills, low‑vol/anti‑beta, or volatility hedges.
A rules‑based “gas‑and‑brakes” system that rotates between 3× stock ETFs in uptrends and bonds/cash/volatility hedges when markets overheat or break trend, picking the best‑recent playbooks and sizing toward lower‑volatility ones.
Diversified, rules-based rotation between growth ETFs and hedges aims for lower market beta versus the S&P 500. Out-of-sample it offers risk-managed exposure and volatility hedges, though upside may lag in strong bull markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.6M | 2026-10-19 | |
| Backtest regulatory fees | $17k | 2026-10-19 | |
| Backtest slippage cost | $132k | 2026-10-19 |
| AI categories (Composer) | bonds, equities, leveraged etfs, risk-on/off, tactical allocation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4,032 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMZN", "BIL", "BND", "BRK/B", "BTAL", "DBC", "ERX", "FAS", "FAZ", "GBTC", "GE", "GLD", "GOOG", "HYG", "IEF", "IEI", "LLY", "META", "MSFT", "NAIL", "NFLX", "NVDA", "PDBC", "PSQ", "QLD", "QQQ", "ROM", "SCHD", "SH", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPLV", "SPXL", "SPXU", "SPY", "SQQQ", "SSO", "SVXY", "TBF", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TTT", "TYD", "TYO", "UBT", "UDOW", "UGL", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XLE", "XLK", "XLP", "XLU", "ZROZ" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.91 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 7 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,139 | 2026-10-19 | |
| Out-of-sample length | 530 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 100.07% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 36k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.29% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.42% | ||
| Return, trailing 1 day (out-of-sample) | -0.81% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.87% | ||
| Return, trailing 1 week (out-of-sample) | -2.79% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 0.29% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.23% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.89% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -5.56% | ||
| SPY annualized return over the backtest window (backtest) | 14.93% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.74 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.47 | ||
| Maximum drawdown, backtest period (backtest) | -36.48% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -36.48% | ||
| Sharpe ratio, backtest period (backtest) | 2.49 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.74 | ||
| Sortino ratio, backtest period (backtest) | 4.61 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 29.56% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.24% |
| Annualized turnover, backtest period (backtest) | 67.86 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.10 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.30% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.15% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
