Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based trader that times tech/semiconductors and ARK using overbought/oversold and bond signals. It flips between 3x bull funds, 3x inverse hedges, volatility (UVXY), and bond trades (TMF/TMV). Daily rebalancing. 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
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 ()
34 of 69 funds in its are : CURE, DRV, EDC, ERX, EUO, MVV, PSQ, QID, QLD, SARK, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TARK, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UBT, UCO, UGL, UPRO, USD, UVXY, 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.
It’s a daily swing trader. It watches: - RSI (a speedometer for how stretched prices are) - Short‑term momentum (5–22 day average returns) - The bond market (Treasury ETFs as a regime filter) - Volatility (VIX funds) When stocks are hot it hedges (UVXY/SOXS/SQQQ); when cold it buys dips (SOXL/TQQQ/TECL). If rates fall it may buy TMF; if rates rise TMV. Main funds: SOXL/SOXS=3x semis, TQQQ/SQQQ=3x Nasdaq, TECL/TECS=3x tech, TMF/TMV=3x long bonds, UVXY=vol, TARK/SARK=2x ARKK.
A fast, rules‑based trader that times tech/semiconductors and ARK using overbought/oversold and bond signals. It flips between 3x bull funds, 3x inverse hedges, volatility (UVXY), and bond trades (TMF/TMV). Daily rebalancing. Very high risk.
Out-of-sample, this strategy targets far higher upside (≈84% annualized vs ≈22% for the S&P) via regime-aware rotations in semis, ARK, volatility and bonds. Drawdowns are larger (≈44% vs ≈19%), but Calmar ≈1.89 signals risk-adjusted edge.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.9M | 2026-10-11 | |
| Backtest regulatory fees | $20k | 2026-10-11 | |
| Backtest slippage cost | $153k | 2026-10-11 |
| AI categories (Composer) | ark rotation, daily rebalance, high risk, leveraged etfs, momentum/mean‑reversion, rates filter, tactical rotation, tech/semiconductors focus, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,328 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ARKG", "ARKK", "ARKQ", "ARKW", "ARKX", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "DRV", "EDC", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "IEI", "LQD", "MVV", "PSQ", "PUI", "QID", "QLD", "QQQ", "SARK", "SHV", "SHY", "SOXL", "SOXS", "SOXX", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TARK", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UBT", "UCO", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXY", "VTIP", "YCS", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.41 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 58 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,093 | 2026-10-11 | |
| Out-of-sample length | 895 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 294.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 39k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 84.06% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 775.13% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.43% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 54.64% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 35.96% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.57% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -44.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -44.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.37% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 134.99 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 129.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
