Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules-based rotation. It compares stock vs bond strength and a bond trend check to buy the fastest-rising leveraged ETFs (or their inverse). Blends momentum and mean reversion, equal-weights selections. Very high risk/volatility.
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.
10 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.
1.1% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 47% · 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 ()
25 of 28 funds in its are : DRN, DRV, DUST, EDC, EDZ, FAS, FAZ, LABD, LABU, NUGT, PSQ, SH, SOXL, SPXS, SPXU, SRTY, TECL, TMF, TMV, TNA, TQQQ, TYO, TZA, UPRO, URTY
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 Macro signals 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 mini-systems. Each checks: are stocks stronger than bonds (IWM vs IEF)? Is long Treasuries (TMF) trending? RSI is a 0–100 “heat” score of recent buying; high = strong.<br>If risk-on, it buys the fastest-rising leveraged ETFs in tech/Nasdaq (TECL, TQQQ), S&P 500 (UPRO), small caps (TNA/URTY), semis (SOXL), biotech (LABU), real estate (DRN), EM (EDC), gold miners (NUGT). If risk-off, it buys inverse versions (SPXS/SPXU, TZA/SRTY, DRV, FAZ, LABD, EDZ, DUST) or shorts bonds (TYO/TMV). Sometimes, when TMF isn’t strong, it buys recent laggards for snap-backs. It picks 1–3 and weights them equally.
An aggressive, rules-based rotation. It compares stock vs bond strength and a bond trend check to buy the fastest-rising leveraged ETFs (or their inverse). Blends momentum and mean reversion, equal-weights selections. Very high risk/volatility.
Out-of-sample annualized return: ~23.6% vs SPY’s ~21.8%; beta ~0.85; alpha ~0.18%, offering higher upside through regime-driven momentum/mean-reversion across leveraged ETFs. Note: drawdowns can be sizable (~49%).
Gets rid of TARK, replaces HIBL/HIBS with UPRO/SPXS.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $38.4M | 2026-10-11 | |
| Backtest regulatory fees | $229k | 2026-10-11 | |
| Backtest slippage cost | $2.1M | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, momentum + mean reversion, risk-on/risk-off, sector rotation, tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 454 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DRN", "DRV", "DUST", "EDC", "EDZ", "FAS", "FAZ", "IEF", "IWM", "LABD", "LABU", "NUGT", "PSQ", "SH", "SOXL", "SPXS", "SPXU", "SPY", "SRTY", "TECL", "TMF", "TMV", "TNA", "TQQQ", "TYO", "TZA", "UPRO", "URTY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,855 | 2026-10-11 | |
| Out-of-sample length | 693 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 107.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 384k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 4.28% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 22.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 7.04% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.38% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.28% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 13.92% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.02% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.05% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.54% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.30% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.48 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 62.51% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 55.27% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 110.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 110.36 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.47% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.82% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
