Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑driven swing strategy that mostly rides tech and semiconductor booms with 3x ETFs, but flips to cash, Treasuries, hedges, or inverse funds when markets look overheated or shaky. Very aggressive with big swings; rebalanced daily.
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.
5 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%)
4 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 71% · 2026-10-11 ()
45.1% 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 ()
46 of 100 funds in its are : CURE, DOG, DPST, DRN, DRV, EDC, EDZ, ERX, ERY, EUO, FAS, FAZ, JDST, LABD, LABU, MVV, NAIL, PSQ, QID, QLD, RWM, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, UCO, UDOW, UPRO, URTY, USD, UVXY, YANG, YCS, 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.
Each day it checks a heat meter (RSI: high=too hot, low=too cold), big trend lines (200‑day average), and recent gains/losses. If markets are weak or “cold,” it buys high‑octane tech funds (3x Nasdaq/semis). If things look “too hot” or drop fast, it moves to T‑bills, Treasuries, or inverse/volatility funds. It then picks the fastest in each basket.
A fast, rules‑driven swing strategy that mostly rides tech and semiconductor booms with 3x ETFs, but flips to cash, Treasuries, hedges, or inverse funds when markets look overheated or shaky. Very aggressive with big swings; rebalanced daily.
Out-of-sample: ~29% annualized return vs ~20% for the S&P, driven by tech/semis and proactive hedging. Expect bigger swings and drawdowns (~53% vs ~19%), but Calmar ~0.54 signals meaningful upside-adjusted potential in rising markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $762.2M | 2026-10-11 | |
| Backtest regulatory fees | $2.5M | 2026-10-11 | |
| Backtest slippage cost | $24.4M | 2026-10-11 |
| AI categories (Composer) | bonds/cash safety, daily tactical, leveraged etfs, tech/semis tilt, trend + mean‑reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,935 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMZN", "BA", "BIL", "BND", "BSV", "C", "CSX", "CURE", "DBC", "DOG", "DPST", "DRN", "DRV", "EDC", "EDZ", "EEM", "EFA", "EPI", "ERX", "ERY", "EUO", "EWZ", "FAS", "FAZ", "GE", "GLD", "GOOG", "IBM", "IEF", "IEI", "INTC", "IWM", "IYR", "JDST", "JPM", "LABD", "LABU", "LLY", "META", "MSFT", "MVV", "NAIL", "NFLX", "NVDA", "PSQ", "PUI", "QID", "QLD", "QQQ", "RINF", "RWM", "SH", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPHB", "SPLV", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "STX", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TSLA", "TSM", "TYO", "UCO", "UDOW", "UPRO", "UPS", "URTY", "USD", "USRT", "UUP", "UVXY", "VIXM", "VIXY", "WDC", "WFC", "XLK", "YANG", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.17 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 28 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,772 | 2026-10-11 | |
| Out-of-sample length | 592 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 177.75% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7621k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.95% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 81.91% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.13% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 99.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 99.72% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.67% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.45% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.32 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 42.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.88% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 77.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 81.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.93% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 49.16% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
