Composer · investment strategy
by Composer Technologies · via Composer
A daily, trend‑following playbook: in uptrends it hedges brief “overheat” periods with volatility (UVXY/BTAL) or rides leaders (often leveraged tech) or diversifiers like KMLM; in downtrends it mainly holds inverse Nasdaq funds.
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.
4 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.
0.2% of weight in (IVV: 3.0%)
3 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% · 2026-10-11 ()
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 ()
58 of 126 funds in its are : AGQ, BOIL, BRZU, CHAU, CURE, CWEB, DPST, DRIP, DRN, DRV, DUST, EDZ, ERX, ERY, EURL, FAS, FAZ, GUSH, INDL, JDST, JNUG, KOLD, KORU, LABD, LABU, MEXX, MIDU, PILL, PSQ, RETL, SCO, SH, SOXL, SOXS, SPDN, SPUU, SPXL, SPXS, SPXU, SQQQ, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, TZA, UCO, UGL, UPRO, URE, UTSL, UVXY, YANG, YINN
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.
Daily it checks trend: is the S&P 500 above its 200‑day average? If yes (risk‑on), it either hedges briefly with a volatility fund (UVXY) and BTAL when markets look overheated, or rides the strongest trends (often leveraged tech), or rotates into diversifiers like KMLM (managed‑futures), FTLS (long/short), and leading commodity/stock ETFs. If no (risk‑off), it mainly uses inverse Nasdaq funds (SQQQ/PSQ). RSI = heat gauge (0–100).
A daily, trend‑following playbook: in uptrends it hedges brief “overheat” periods with volatility (UVXY/BTAL) or rides leaders (often leveraged tech) or diversifiers like KMLM; in downtrends it mainly holds inverse Nasdaq funds.
Out-of-sample, this strategy delivers far stronger risk-adjusted upside than the S&P 500: ~100% oos annualized return with Calmar ~2.84, via a disciplined trend-following framework that rides leadership and employs hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $21.5M | 2026-10-11 | |
| Backtest regulatory fees | $46k | 2026-10-11 | |
| Backtest slippage cost | $418k | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalance, inverse etfs, leveraged etfs, long/short, managed futures, momentum/trend, regime switch, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 412 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "AGQ", "BIL", "BND", "BOIL", "BRZU", "BSV", "BTAL", "CANE", "CHAU", "COM", "COMT", "COPX", "CORN", "CURE", "CWEB", "DBA", "DBB", "DBC", "DBO", "DPST", "DRIP", "DRN", "DRV", "DUST", "ECC", "EDZ", "EEM", "EFA", "ERX", "ERY", "ESPO", "EURL", "EWA", "EWG", "EWI", "EWJ", "EWN", "EWP", "EWQ", "EWU", "FAS", "FAZ", "FDN", "FTLS", "GLD", "GUSH", "IAU", "IEF", "INDL", "IOO", "JDST", "JNUG", "KMLM", "KOLD", "KORU", "LABD", "LABU", "MEXX", "MIDU", "NURE", "PALL", "PDBC", "PEJ", "PILL", "PSQ", "QQQ", "REMX", "RETL", "SCO", "SH", "SHV", "SHY", "SLV", "SOXL", "SOXS", "SPDN", "SPUU", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVXY", "TAGS", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "TZA", "UCO", "UGL", "UPRO", "URA", "URE", "USO", "UTSL", "UUP", "UVXY", "VAW", "VDC", "VDE", "VEA", "VFH", "VGT", "VHT", "VIS", "VIXM", "VNQ", "VNQI", "VOX", "VPU", "VTV", "VXX", "WEAT", "WOOD", "XLF", "XLK", "XLP", "XLU", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.91 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 |
| Remixes (copies) | 34 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,459 | 2026-10-11 | |
| Out-of-sample length | 326 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 276.11% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 215k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 99.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 145.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -5.83% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 120.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 120.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.14% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.31% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.29% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.84 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.17% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.58 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.47 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 57.84% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 77.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 78.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.44% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
