Composer · investment strategy
by Composer Technologies · via Composer
A bull-leaning, weekly rotation that mixes fastest-horse and most-beaten-down picks across leveraged tech/semis, S&P, bonds, oil, currencies and volatility, with a fear switch to park in USD and short-term Treasuries. Very high risk.
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.
3 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%)
2 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. : 74% · 2026-10-11 ()
49.4% 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% · 2026-10-11 ()
12 of 18 funds in its are : DIG, PST, SOXL, SVXY, TBF, TBX, TECL, TMF, TQQQ, TYO, UPRO, 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.
Trades weekly and splits money between two modules.<br>1) If shorting bonds looks hotter than big tech (a 0–100 recent-moves score), it shorts long Treasuries (TBF). Otherwise it holds: (a) the fastest of SOXL 3x semis, TQQQ 3x Nasdaq, or TMF 3x long bonds; and (b) the most beaten-down of SOXL, TQQQ, or STIP short-term TIPS.<br>2) If the fear gauge VIXM is hot, hide in UUP US dollar and SHY 1–3yr Treasuries. Else, if bonds trend up, hold UPRO 3x S&P 500 plus the week’s strongest of TECL 3x tech, UPRO, TBX short Treasuries, DIG 2x oil, or SVXY short volatility. If not, buy two oversold picks: one from TECL vs BTAL defensive anti-beta, and one from DIG, VIXM, YCS short yen, or PST short Treasuries.
A bull-leaning, weekly rotation that mixes fastest-horse and most-beaten-down picks across leveraged tech/semis, S&P, bonds, oil, currencies and volatility, with a fear switch to park in USD and short-term Treasuries. Very high risk.
Out-of-sample edge: ~57.6% annualized return vs ~20.8% for the S&P, Sharpe ~1.38, Calmar ~1.54. Higher drawdown (~37.5%), but weekly rotations with a fear switch target superior, risk‑adjusted growth.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.3M | 2026-10-11 | |
| Backtest regulatory fees | $5,709 | 2026-10-11 | |
| Backtest slippage cost | $43k | 2026-10-11 |
| AI categories (Composer) | bonds long/short, defensive anti-beta, energy, leveraged tech/semis & s&p, risk switch, usd vs jpy, volatility on-off, weekly tactical allocation | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 44 | 2026-10-11 | |
| Rebalance frequency | weekly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BTAL", "DIG", "PST", "SHY", "SOXL", "STIP", "SVXY", "TBF", "TBX", "TECL", "TMF", "TQQQ", "TYO", "UPRO", "UUP", "VIXM", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,768 | 2026-10-11 | |
| Out-of-sample length | 699 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 43k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 57.58% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 253.71% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.46% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.40% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 57.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 57.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.17% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.28% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -37.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -37.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.58% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.24% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.10 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.43 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.37% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
