Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, daily-rotating strategy that buys 3x stock ETFs in calm uptrends, shifts to volatility hedges when markets look “too hot,” and moves to Treasuries or cash-like T‑bills when risk rises. Uses trend, overbought/oversold, and bond-vs-stock signals.
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.
1.9% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 60% · 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 ()
25 of 57 funds in its are : AGQ, DOG, DXD, EDC, EDZ, PSQ, QID, QLD, SDS, SH, SOXL, SPXL, SPXU, SQQQ, SVXY, TBF, TBT, TECL, TMF, TMV, TQQQ, UDOW, UGL, 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.
It’s a daily “gear shifter.” It watches four dashboards: market heat (RSI), trend (price vs averages), volatility (VIX), and bonds vs stocks. In calm uptrends it holds 3x equity funds (e.g., TQQQ=Nasdaq, UPRO=S&P). If markets get “too hot,” it pivots to crash hedges (UVXY) and a defensive ETF (BTAL). If trends weaken or volatility spikes, it moves to Treasuries (TMF/TLT) or T‑bills (BIL/SHV), and sometimes inverse funds (PSQ/SH). Side sleeves trade EM (EDC/EDZ) and occasional gold/silver. High risk; rebalanced daily.
A rules-based, daily-rotating strategy that buys 3x stock ETFs in calm uptrends, shifts to volatility hedges when markets look “too hot,” and moves to Treasuries or cash-like T‑bills when risk rises. Uses trend, overbought/oversold, and bond-vs-stock signals.
Out-of-sample, this strategy shows strong upside with hedging: annualized return ~54.3% vs S&P ~17.7%, Sharpe ~1.17 vs ~1.08, Calmar ~1.91. Drawdowns can be larger (~28% vs ~19%), but risk-adjusted growth is superior.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $219.4B | 2026-10-11 | |
| Backtest regulatory fees | $607.6M | 2026-10-11 | |
| Backtest slippage cost | $5.1B | 2026-10-11 |
| AI categories (Composer) | bonds vs stocks, daily rebalance, emerging markets, high risk, leveraged etfs, mean reversion, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,404 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.48 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "AGQ", "BIL", "BND", "BSV", "BTAL", "COKE", "COST", "DBC", "DOG", "DXD", "EDC", "EDZ", "EEM", "IEF", "IEI", "IGIB", "IOO", "IWM", "IXN", "LLY", "NVO", "PGR", "PSQ", "QID", "QLD", "QQQ", "RINF", "SDS", "SH", "SHV", "SOXL", "SOXX", "SPHB", "SPXL", "SPXU", "SPY", "SQQQ", "SVXY", "TBF", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "VTV", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.37 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,497 | 2026-10-11 | |
| Out-of-sample length | 512 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 237.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2193781k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 54.29% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 141.78% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.55% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.59% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.91 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.66 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.61% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.93% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 72.45 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 74.64 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
