Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, levered-ETF strategy aiming to beat the S&P 500 with smaller drawdowns by riding strong uptrends, buying 5‑day dips (mean‑reversion), and switching to hedges or 3× Treasury trades when volatility or rates warn of 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.
2 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.
1.3% 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. : 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 ()
26 of 47 funds in its are : CURE, DIG, ERX, EUO, MVV, PSQ, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, TECL, TECS, TMF, TMV, TQQQ, UCO, UGE, UGL, UPRO, USD, UVXY, 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.
Two sleeves: (1) Ride uptrends, (2) Buy short dips. It reads the S&P 500 and long‑term Treasury bonds (TLT). In calm/uptrends it owns the strongest 3× stock funds (TQQQ=triple Nasdaq‑100; SOXL=triple semis; UPRO/SPXL=triple S&P). On dips it buys the 5‑day laggard (mean‑reversion). If stress hits (RSI high, volatility jump, or weak bonds), it flips to hedges: USDU (dollar), UVXY/VIXM (vol), gold/staples, or 3× shorts; and swaps between TMF (3× long Treasuries) and TMV (3× short). Terms: 5‑day SMA=5‑day avg; RSI=0–100 heat meter.
Rules-based, levered-ETF strategy aiming to beat the S&P 500 with smaller drawdowns by riding strong uptrends, buying 5‑day dips (mean‑reversion), and switching to hedges or 3× Treasury trades when volatility or rates warn of risk.
Out-of-sample: ~36% annualized return vs ~21% for the S&P, with regime-aware leverage and hedges to ride uptrends and limit risk. Note: drawdowns can be large in stressed markets; suitable for investors with higher risk tolerance.
INVEST COPY Still in UAT. Key Findings: 5d SMA Mean Reversion is the key Next Steps: Standardize all LETF baskets as 5d SMA Bottom 1 Key: ^ = WIP * = Edited The strategy focus is to generate a better return to the S&P500 using LETFs but with limited drawdown and volatility. Calmar ratio is maximised. Based on A Better "SPY minimum drawdown" V1 | Garen Mod
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $25.4B | 2026-10-11 | |
| Backtest regulatory fees | $108.0M | 2026-10-11 | |
| Backtest slippage cost | $1.0B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, multi-asset, rate regime, tactical allocation, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,479 | 2026-10-11 | |
| Rebalance corridor width | 8.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "BTAL", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "IYK", "MVV", "PDBC", "PSQ", "PUI", "QQQ", "SH", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UGE", "UGL", "UPRO", "USD", "USDU", "UVXY", "VIXM", "XLP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 148 | 2026-10-11 | |
| Watchers | 64 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,996 | 2026-10-11 | |
| Out-of-sample length | 959 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 245.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 253624k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 223.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.10% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 7.65% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.92% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.25% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 48.60% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.84% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.54 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.07% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.08% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 46.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 83.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 71.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
