Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based trader that flips between risk‑on and risk‑off using week‑to‑month momentum and simple stretch/volatility checks. It buys cyclicals in good tapes, hedges or shorts weak spots in bad tapes, sizes by volatility, and rebalances 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.
17 positions as of 2026-10-19
: 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.
0.4% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: -10.5% (SCO 4% × -2.00, KOLD 1% × -2.00), 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. : 83% · 2026-10-19 ()
19.4% 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% · 2026-10-19 ()
14 of 44 funds in its are : DUG, DUST, EEV, EFU, EUO, KOLD, SCO, SDP, SMN, SRS, SVXY, SZK, TMF, 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 Leveraged ETFs 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.
1) Quick health check: if global stocks trail low‑vol US stocks (over ~1 week), go defensive; else go pro‑cyclical.<br>2) Defensive mode: hold utilities/healthcare/gold/UST, add volatility hedges, and short weak areas (energy, materials, real estate). A tiny “is a bottom forming?” test (insurance vs European banks) can cut shorts and add semis/software/devices.<br>3) Pro‑cyclical mode: own semis/industrials/financials/QQQ and bet on calm markets. If moves look too stretched—prices sprint or daily swings shrink—it briefly hedges by buying volatility or shorting defensives.<br>Extras: if Nasdaq looks washed‑out (RSI, a 0–100 speedometer of recent moves, is low), it buys semis; if not, it mixes in a market‑neutral ETF and low‑vol stocks. Positions are sized larger in steadier ETFs and smaller in jumpy ones. Rebalanced daily.
A fast, rules‑based trader that flips between risk‑on and risk‑off using week‑to‑month momentum and simple stretch/volatility checks. It buys cyclicals in good tapes, hedges or shorts weak spots in bad tapes, sizes by volatility, and rebalances daily.
Out-of-sample, this strategy delivers higher risk-adjusted returns and far less downside than the S&P 500: Sharpe 1.53 vs 0.97, annualized return 17.50% vs 16.01%, Calmar 2.81, max drawdown 6.23% vs 18.76%, and near-zero beta (~0.20).
A momentum and ratio-based algorithm that uses only shorter term averages for trading purposes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $464k | 2026-10-19 | |
| Backtest regulatory fees | $4,198 | 2026-10-19 | |
| Backtest slippage cost | $32k | 2026-10-19 |
| AI categories (Composer) | leveraged & inverse etfs, multi-asset etfs, short-term momentum, tactical allocation, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 223 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ACWI", "AMLP", "BTAL", "DBA", "DBC", "DBP", "DUG", "DUST", "EEV", "EFU", "EUFN", "EUO", "GDX", "GLD", "IAI", "IEI", "IGV", "IHI", "KCE", "KIE", "KOLD", "KRE", "OEF", "QQQ", "SCO", "SDP", "SMN", "SOXX", "SPLV", "SPY", "SRS", "SVXY", "SZK", "TLT", "TMF", "VIXM", "VIXY", "XLB", "XLE", "XLI", "XLU", "XLV", "XME", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 |
| Remixes (copies) | 29 | 2026-10-19 | |
| Watchers | 11 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,724 | 2026-10-19 | |
| Out-of-sample length | 467 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 29.65% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4543% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.50% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 34.40% | ||
| Return, trailing 1 day (out-of-sample) | 0.52% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 4.61% | ||
| Return, trailing 1 week (out-of-sample) | 0.25% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 16.53% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 16.83% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.10% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.32% | ||
| SPY annualized return over the backtest window (backtest) | 14.93% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.90 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.81 | ||
| Maximum drawdown, backtest period (backtest) | -7.59% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.23% | ||
| Sharpe ratio, backtest period (backtest) | 2.58 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | ||
| Sortino ratio, backtest period (backtest) | 4.08 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.50 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 10.29% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 10.92% |
| Annualized turnover, backtest period (backtest) | 82.69 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 94.20 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.63% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.39% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
