Composer · investment strategy
by Composer Technologies · via Composer
Rule-based “buy the dip and trend” system. If tech is very hot, hedge with volatility (UVXY) + staples (XLP). If tech or the market is washed out, buy 3x bulls (TECL/UPRO) with some defense. Otherwise, own the 4 strongest 150‑day trends. Uses leveraged ETFs; very volatile.
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.
4 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)
: 1.3% (UCO 26% × 2.00, KOLD 26% × -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. : 99% · 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 ()
12 of 22 funds in its are : BOIL, ERX, KOLD, SOXL, TECL, TMF, TMV, TQQQ, UCO, UDOW, UPRO, UVXY
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.
1) Check 10‑day RSI of TQQQ (a 3x tech‑heavy Nasdaq fund; RSI is a fast “too hot/too cold” gauge, 0–100).<br>2) If >79: move 50% to UVXY (volatility hedge) and 50% to XLP (defensive staples).<br>3) Else if <31: go 100% TECL (3x tech).<br>4) Else if SPY (S&P 500) RSI <30: split 50% UPRO (3x S&P) and 50% XLP.<br>5) Else: hold the top 4 over ~150 days from a basket of stocks, bonds, energy/commodities, gold, and USD (includes leveraged funds). Trades only on signals or ~5% drift. High risk.
Rule-based “buy the dip and trend” system. If tech is very hot, hedge with volatility (UVXY) + staples (XLP). If tech or the market is washed out, buy 3x bulls (TECL/UPRO) with some defense. Otherwise, own the 4 strongest 150‑day trends. Uses leveraged ETFs; very volatile.
Out-of-sample, this regime-driven strategy targets ~54% annualized return vs ~19.8% for the S&P 500, with Calmar ~1.41 and positive alpha; strong upside with favorable risk-adjusted performance, though drawdowns can be larger in stress markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $46.6M | 2026-10-11 | |
| Backtest regulatory fees | $65k | 2026-10-11 | |
| Backtest slippage cost | $594k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, momentum (150-day), multi-asset, risk-on/risk-off, rsi signals, sector rotation, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 40 | 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[ "BOIL", "BSV", "DBA", "DBC", "ERX", "GLD", "KOLD", "SOXL", "SPY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UDOW", "UPRO", "UUP", "UVXY", "XLE", "XLP", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 96 | 2026-10-11 | |
| Watchers | 33 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,623 | 2026-10-11 | |
| Out-of-sample length | 807 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 79.93% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 466k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 300.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 87.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 87.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 29.80% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.91% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.75% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.35% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.08 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.88% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.28% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
