Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, Risk‑On/Risk‑Off strategy that chases tech strength, hedges blow‑offs, and flips long/short Treasuries using short‑term momentum and volatility signals. It aims to make money in both up and down markets but can be very active and volatile.
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.
2 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%)
2 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. : 100% · 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 ()
33 of 66 funds in its are : AAPB, AAPD, DRN, DRV, DXD, ERX, FAS, FAZ, HIBS, NVDL, NVDS, PSQ, SDOW, SDS, SOXL, SOXS, SQQQ, SRTY, SVIX, TBF, TECL, TECS, TMF, TMV, TQQQ, TSLL, TSLS, TYD, TYO, 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.
It watches three things every day: stock trend, bond trend, and fear. It uses short‑term “speedometers” (RSI/averages) on SPY/QQQ and Treasuries, plus the VIX. - Calm/uptrend: go Risk‑On (leveraged tech/Nasdaq like TQQQ, SOXL, TECL). - Stretched or jumpy: hedge or go Risk‑Off (SQQQ/SOXS, SVIX/VXX, T‑Bills BIL, gold GLD, strong USD USDU, market‑neutral BTAL). - Bonds: flip long (TMF/TYD) or short (TYO/TMV) as rates trend. - Big dips: may buy the dip; panic: park in T‑Bills.
A rules‑based, Risk‑On/Risk‑Off strategy that chases tech strength, hedges blow‑offs, and flips long/short Treasuries using short‑term momentum and volatility signals. It aims to make money in both up and down markets but can be very active and volatile.
Out-of-sample, this strategy aims for higher annual returns (28% vs 23.6%) via Risk-On/Risk-Off exposure to tech leaders with hedges for spikes. Captures upside in up markets while offering protection in downs, though volatility can rise.
This symphony seeks to capture value in both bullish and bearish markets with a bullish/bearish trigger based on SPY RSI conditions .The symphony is Risk On if treasuries and the SPY are stable and not in overbought conditions; otherwise, it adds Risk-Off assets, including 3x inverse funds of both bonds and equities and short dated T-Bills. Otherwise…. It’s Risk-On!
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $50k | 2026-10-11 | |
| Backtest regulatory fees | $384 | 2026-10-11 | |
| Backtest slippage cost | $2,690 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, long/short, momentum, multi-asset, risk-on/risk-off, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,883 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPB", "AAPD", "BIL", "BND", "BTAL", "COM", "DRN", "DRV", "DXD", "ERX", "FAS", "FAZ", "GLD", "GOVT", "HIBS", "IEF", "IEI", "NVDA", "NVDL", "NVDS", "PSQ", "QQQ", "QQQE", "SDOW", "SDS", "SHV", "SOXL", "SOXS", "SPY", "SQQQ", "SRTY", "SVIX", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TSLL", "TSLS", "TYD", "TYO", "UDOW", "UGL", "UPRO", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "VXZ", "XLB", "XLE", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.58 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 39 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 868 | 2026-10-11 | |
| Out-of-sample length | 733 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 59.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 396.21% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.07% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 105.56% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 5.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.40% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 40.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 22.31% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.23 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.79% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 125.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 124.37 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.69% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.39% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
