Composer · investment strategy
by Composer Technologies · via Composer
Daily rotation into the fastest‑rising leveraged funds across stocks, sectors, crypto, and commodities—unless a short‑term heat check says markets are too hot, in which case it shifts entirely into a volatility ETF. Equal‑weights top 4. Very high 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.
5 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%)
4 funds (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
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 ()
19 of 21 funds in its are : BITX, ETHU, FAS, FBL, GDXU, HIBL, INTW, JNUG, LABU, NFLU, SOXL, TECL, TNA, TQQQ, UDOW, UMDD, UVIX, UVXY, WTID
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 checks if a high‑beta stock fund (HIBL, a 3x version of riskier S&P 500 stocks) looks overheated using a short‑term “speed” gauge (RSI; high = very fast recent rise). If overheated, it moves fully into a volatility fund (UVXY) that can jump when markets wobble. Otherwise, it ranks a basket of leveraged funds (Nasdaq/tech/semis/financials/small caps, gold‑miners, Bitcoin/Ether, etc., plus SHY Treasuries) by ~33‑day return, buys the top 4 equally, and rebalances daily. Very high risk.
Daily rotation into the fastest‑rising leveraged funds across stocks, sectors, crypto, and commodities—unless a short‑term heat check says markets are too hot, in which case it shifts entirely into a volatility ETF. Equal‑weights top 4. Very high risk.
Captures big upside by rotating among leveraged momentum assets (tech, crypto, and more) with a fast volatility hedge when overheated. Out-of-sample results show 236% annualized vs 30% for the S&P, with strong Calmar-based risk control.
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) | $80k | 2026-10-11 | |
| Backtest regulatory fees | $98 | 2026-10-11 | |
| Backtest slippage cost | $533 | 2026-10-11 |
| AI categories (Composer) | commodities, crypto, daily rebalance, leveraged etfs, momentum, multi-timeframe, risk-on/risk-off, tactical rotation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 26 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BEEM", "BITX", "ETHU", "FAS", "FBL", "GDXU", "HIBL", "INTW", "JNUG", "LABU", "NFLU", "SHY", "SOXL", "TECL", "TNA", "TQQQ", "UDOW", "UMDD", "UVIX", "UVXY", "WTID" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 5.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 531 | 2026-10-11 | |
| Watchers | 193 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 382 | 2026-10-11 | |
| Out-of-sample length | 125 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 291.87% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 697.04% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 236.39% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.41% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.50% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -19.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -13.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 201.38% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -16.25% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.25% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 24.90% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 8.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.84% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.84% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.70 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 85.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 99.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 38.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.31 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
