Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “autopilot” that rides tech uptrends with leveraged ETFs, hedges sudden spikes with volatility funds, rotates into bonds when rates fall, and moves to cash‑like or defensive ETFs when risk is high.
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.
18 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.
9.6% of weight in (IVV: 3.0%)
14 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. : 90% · 2026-10-11 ()
73.7% 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 ()
44 of 100 funds in its are : CURE, DRN, DRV, ERX, EUO, FAS, HDGE, MVV, NUGT, PSQ, QID, QLD, SDS, SH, SJB, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, SSO, SVXY, TBF, TBT, TBX, TECL, TECS, TMF, TMV, TNA, TQQQ, TTT, TYD, TYO, TZA, UCO, UGL, UPRO, URTY, USD, UVXY, 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.
Every day it checks three things: trend, volatility, and “too hot/too cold.” If markets are calm and trending up, it leans hard into aggressive tech funds (e.g., TQQQ=3x Nasdaq‑100, TECL=3x Tech, SOXL=3x Semis). If prices look overheated or volatility jumps, it hedges with UVXY (VIX). If bonds look better, it shifts to TMF (3x long Treasuries) or to TMV when rates rise. If both look shaky, it parks in T‑Bills (BIL) or defensive ETFs (SCHD/XLP).
A daily, rules‑based “autopilot” that rides tech uptrends with leveraged ETFs, hedges sudden spikes with volatility funds, rotates into bonds when rates fall, and moves to cash‑like or defensive ETFs when risk is high.
Out-of-sample edge: ~35.37% annualized return vs ~17.68% for the S&P, Sharpe ~1.11, Calmar ~1.80, beta ~0.92. A daily, rules-based strategy that rides tech uptrends, hedges spikes, and rotates to bonds or cash when risk rises.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.8B | 2026-10-11 | |
| Backtest regulatory fees | $39.4M | 2026-10-11 | |
| Backtest slippage cost | $380.0M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk management, sector rotation, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,341 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CORP", "CURE", "DBC", "DGRO", "DRN", "DRV", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "GLD", "HDGE", "IEF", "IEI", "LQD", "MVV", "NUGT", "PDBC", "PSQ", "PUI", "QID", "QLD", "QQQ", "QQQE", "QUAL", "RPV", "RSP", "SCHD", "SDS", "SDY", "SH", "SHV", "SHY", "SHYG", "SJB", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "SSO", "STIP", "SVXY", "TBF", "TBT", "TBX", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TTT", "TYD", "TYO", "TZA", "UCO", "UGL", "UPRO", "URTY", "USD", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTIP", "VTV", "VWO", "XLE", "XLF", "XLK", "XLP", "XLU", "XLV", "XLY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.92 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.48 | 2026-10-11 |
| Remixes (copies) | 59 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,906 | 2026-10-11 | |
| Out-of-sample length | 488 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 240.51% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 137547k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.71% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.69% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.42% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.91% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.73% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.86% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 12.25 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 7.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.84% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 64.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 62.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 60.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
