Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based rotation: buy 3x stock funds on dips, switch to volatility when stocks look over‑extended, and otherwise pair tech with bonds, gold, commodities or the dollar based on trends. Very aggressive; expect large swings.
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.
8 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.
0.1% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
: 12.0% (PDBC 25% × 0.48), shown separately from fossil-fuel companies.
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 ()
57.9% 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 ()
11 of 24 funds in its are : CURE, SOXL, SPXL, SQQQ, SVXY, TMF, TMV, TQQQ, UPRO, UTSL, 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.
Your money is split across 3 rule-sets (30/35/35). 1) Short-term: if tech/S&P look overheated (RSI, a 0–100 “stretched” gauge, is high) it buys market volatility; if they look washed-out (RSI low) it buys 3x tech/semis/S&P; otherwise a trend filter picks 3x tech/healthcare/utilities or a Nasdaq short. 2) Medium-term: pairs 3x tech with bonds, gold, commodities, or the US dollar based on 6‑month winners. 3) Bonds trend check: shifts among 3x growth, 3x Treasuries (or short Treasuries), healthcare, or a hedged stock fund. Sizes use recent volatility.
A fast, rules-based rotation: buy 3x stock funds on dips, switch to volatility when stocks look over‑extended, and otherwise pair tech with bonds, gold, commodities or the dollar based on trends. Very aggressive; expect large swings.
Out-of-sample edge: annualized return ~46.6% vs SPY ~20.8%; Sharpe ~1.36; Calmar ~1.66. A cross-asset rotation designed for higher upside with diversified risk. Expect larger drawdowns (~28% vs ~19%), but stronger long-run gains.
okhi2u mod I juiced the pop bots 2.0 to only hold one position at a time instead of holding BIL at the same time while going into UVXY or 3x leverage to juice profits at the expense of max DD
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14.2M | 2026-10-11 | |
| Backtest regulatory fees | $32k | 2026-10-11 | |
| Backtest slippage cost | $274k | 2026-10-11 |
| AI categories (Composer) | cross-asset, high risk, leveraged etfs, mean reversion, systematic, tactical rotation, trend-following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 290 | 2026-10-11 | |
| Rebalance corridor width | 16.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CURE", "DBC", "GLD", "MOAT", "PDBC", "PHDG", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "USMV", "UTSL", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,352 | 2026-10-11 | |
| Out-of-sample length | 973 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 117.59% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 142k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 46.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 338.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.39% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.02% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 58.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 58.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.66 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.83 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
