Composer · investment strategy
by Composer Technologies · via Composer
Daily, it backs the five best recent performers among several rule sets. Those rules either ride strong tech/Nasdaq trends, hide in cash/bonds, or bet on fear (UVXY) and shorts when markets look overheated using simple “too hot/too cold” signals.
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.
7 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.
0.2% of weight in (IVV: 3.0%)
2 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. : 98% · 2026-10-19 ()
19.5% 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 ()
7 of 30 funds in its are : FAS, PSQ, SQQQ, TECL, TQQQ, 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 ranks 7 rule sets by their last 10‑day results and splits money equally into the best 5. The rules switch between: risky 3× tech/Nasdaq funds (TQQQ, TECL, UPRO), safe cash/bonds (BIL, SHY, BSV), and “fear” (UVXY) or short funds (SQQQ/PSQ). Signals are simple alarms: RSI = a “too hot/too cold” gauge (high = overheating; low = washed‑out), price vs its average, and recent % moves. One module also buys the 2 strongest big‑tech stocks by ~1‑month gains. When heat is extreme it often flips to UVXY or shorts; otherwise it rides strength or parks in cash.
Daily, it backs the five best recent performers among several rule sets. Those rules either ride strong tech/Nasdaq trends, hide in cash/bonds, or bet on fear (UVXY) and shorts when markets look overheated using simple “too hot/too cold” signals.
Dynamic, rules-based rotation across 5 mini-systems (tech momentum, cash, volatility bets) targets higher long-run gains. Out-of-sample return ~27.6% vs S&P ~26.8%; upside is compelling, but drawdowns can be larger (~25.8% vs ~8.9%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $926k | 2026-10-19 | |
| Backtest regulatory fees | $3,257 | 2026-10-19 | |
| Backtest slippage cost | $28k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, momentum, tactical asset allocation, tech-heavy, trend following, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 144 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AMZN", "BIL", "BSV", "FAS", "GOOG", "META", "MSFT", "NVDA", "PSQ", "PYPL", "QQQ", "QQQE", "SHY", "SPY", "SQQQ", "TECL", "TQQQ", "TSLA", "UPRO", "UVXY", "VOOG", "VOOV", "VOX", "VTV", "XLC", "XLE", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.43 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 |
| Remixes (copies) | 21 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,074 | 2026-10-19 | |
| Out-of-sample length | 366 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 73.30% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 9155% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.60% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.79% | ||
| Return, trailing 1 day (out-of-sample) | 1.55% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.61% | ||
| Return, trailing 1 week (out-of-sample) | -2.44% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 3.08% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 3.25% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.22% | ||
| SPY annualized return over the backtest window (backtest) | 14.67% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.86 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.07 | ||
| Maximum drawdown, backtest period (backtest) | -25.64% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.80% | ||
| Sharpe ratio, backtest period (backtest) | 1.91 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | ||
| Sortino ratio, backtest period (backtest) | 3.09 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 31.45% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 23.36% |
| Annualized turnover, backtest period (backtest) | 54.25 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.46 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.59% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.19% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
