Composer · investment strategy
by Composer Technologies · via Composer
A rules-based “risk-on/risk-off” playbook: press tech-heavy stocks when trends are healthy and calm; when prices look stretched or volatility jumps, hedge or shift to safety (bills, Treasuries, managed futures, gold) or use inverse ETFs. Buys dips, trims rips.
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.
3 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
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% · 2026-10-19 ()
57 of 115 funds in its are : CURE, DRN, DRV, DXD, EDC, EDZ, EFO, ERX, ERY, EUO, FAS, FAZ, FNGD, FNGO, GLL, HIBL, LABD, LABU, MVV, NAIL, PSQ, QID, QLD, RETL, ROM, SDOW, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SSO, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, TZA, UCO, UDN, UDOW, UGE, UGL, UPRO, URTY, USD, UVXY, UWM, UYG, YCS
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.
The system checks three things each day: trend, heat, and fear. Trend: are US stocks above their long-term average? Heat: have they run up too fast or fallen too fast (a 0–100 “heat gauge” often called RSI)? Fear: are volatility gauges spiking? It buys growth-heavy ETFs in calm uptrends, buys dips, and trims or hedges when things look overheated or jumpy. If stocks look weak, it parks in cash-like T‑bills, Treasuries, managed futures (KMLM), or even flips short.
A rules-based “risk-on/risk-off” playbook: press tech-heavy stocks when trends are healthy and calm; when prices look stretched or volatility jumps, hedge or shift to safety (bills, Treasuries, managed futures, gold) or use inverse ETFs. Buys dips, trims rips.
Out-of-sample, this risk-on/risk-off strategy pursues growth with crash insurance via volatility hedges, managed futures, and gold. Target: ~58% annualized vs ~21% S&P, with strong risk controls—though drawdowns can be larger in crises.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $31.1M | 2026-10-19 | |
| Backtest regulatory fees | $91k | 2026-10-19 | |
| Backtest slippage cost | $830k | 2026-10-19 |
| AI categories (Composer) | bonds, emerging markets, gold, hedging, leveraged etfs, managed futures, rule-based, trend-following, volatility-timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 4,639 | 2026-10-19 | |
| Rebalance corridor width | 3.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AMD", "ARKK", "BIL", "BND", "BOND", "BSV", "BTAL", "CORP", "CURE", "DBC", "DRN", "DRV", "DXD", "EDC", "EDZ", "EEM", "EFA", "EFO", "ENPH", "EPI", "ERX", "ERY", "EUO", "EWZ", "FAS", "FAZ", "FNGD", "FNGO", "GLD", "GLL", "HIBL", "IEF", "IEI", "IGIB", "IOO", "IWM", "KMLM", "LABD", "LABU", "MVV", "NAIL", "NVDA", "PDBC", "PSQ", "PUI", "QID", "QLD", "QQQ", "QQQE", "RETL", "ROM", "SAA", "SCHZ", "SDOW", "SH", "SHV", "SHY", "SLV", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "SSO", "STIP", "STPZ", "SVXY", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "TZA", "UCO", "UDN", "UDOW", "UGE", "UGL", "UPRO", "URTY", "USD", "USMV", "UUP", "UVXY", "UWM", "UYG", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VPU", "VTV", "VXX", "WTMF", "XLE", "XLF", "XLK", "XLP", "XLU", "XLY", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.14 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-19 |
| Remixes (copies) | 46 | 2026-10-19 | |
| Watchers | 21 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,465 | 2026-10-19 | |
| Out-of-sample length | 230 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 298.43% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 311k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 58.15% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 50.57% | ||
| Return, trailing 1 day (out-of-sample) | -6.80% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 15.95% | ||
| Return, trailing 1 week (out-of-sample) | -12.38% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 49.50% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.00% | ||
| Return, trailing 2 weeks (out-of-sample) | -12.33% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 17.49% | ||
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 15.33 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.73 | ||
| Maximum drawdown, backtest period (backtest) | -19.46% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.31% | ||
| Sharpe ratio, backtest period (backtest) | 3.47 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | ||
| Sortino ratio, backtest period (backtest) | 6.98 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 42.48% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.34% |
| Annualized turnover, backtest period (backtest) | 100.23 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 92.11 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.16% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.91% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
