Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based “risk thermostat.” Uses S&P 500 trend and a shipping‑ETF heat gauge to set risk. In uptrends it buys or hedges leveraged equity funds; in down/sideways it buys brief dips, rotates to defensives or shorts Nasdaq. Keeps ~10% crypto only in uptrends.
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.
2.0% of weight in (IVV: 3.0%)
3 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. : 98% · 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 ()
9 of 34 funds in its are : NAIL, PSQ, SOXL, SQQQ, TECL, TQQQ, 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 Macro signals 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.
Daily, rules‑based “risk thermostat.”<br>• Trend: S&P 500 vs long‑term average. A shipping ETF (BDRY) is a growth gauge; if weak, park in T‑Bills (BIL).<br>• Uptrends: if very “hot” (RSI = 0–100 heat meter), hedge with bonds/defensive sectors/volatility; otherwise buy dips in 3× growth funds (e.g., TQQQ, SOXL, TECL).<br>• Down/sideways: try oversold bounces; else rotate to staples/bonds or short Nasdaq (PSQ/SQQQ). A TLT‑vs‑SQQQ strength check picks long vs short.<br>• Crypto: ~10% in GBTC only if above its 50‑day average.<br>Rebalanced daily.
Daily, rules‑based “risk thermostat.” Uses S&P 500 trend and a shipping‑ETF heat gauge to set risk. In uptrends it buys or hedges leveraged equity funds; in down/sideways it buys brief dips, rotates to defensives or shorts Nasdaq. Keeps ~10% crypto only in uptrends.
Regime-aware, rules-based strategy targets outsized growth: ~60.6% annualized OOS return vs SPY ~23.3%, Sharpe 1.15, Calmar 1.54. Diversified risk controls (cash, bonds, defensives) seek big upside with controlled drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $2,408 | 2026-10-11 | |
| Backtest slippage cost | $20k | 2026-10-11 |
| AI categories (Composer) | crypto sleeve, hedging/shorting, leveraged etfs, sector rotation, tactical allocation, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 396 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.58 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BDRY", "BIL", "BND", "DIA", "GBTC", "IXP", "NAIL", "PSQ", "QQQ", "SHY", "SMH", "SOXL", "SPLV", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UDOW", "UPRO", "UUP", "UVXY", "VIXY", "VXX", "XLB", "XLE", "XLF", "XLI", "XLP", "XLRE", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.53 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 29 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,089 | 2026-10-11 | |
| Out-of-sample length | 352 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 76.98% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.56% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.82% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.08% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 59.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 59.07% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -22.24% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.00% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.38% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.38% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.73 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.64 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.45 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.02% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
