Composer · investment strategy
by Composer Technologies · via Composer
Daily, volatility‑aware rotation that flips between a 3x risk‑parity basket (UPRO/TQQQ/FAS/TMF) and a K‑1‑free defensive mix (bills, floaters, loans, USD, gold/commodities). Uses RSI, drawdown triggers, and Utilities/Insurance “canaries.”
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.
5 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.
1.1% of weight in (IVV: 3.0%)
4 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. : 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 ()
4 of 16 funds in its are : FAS, TMF, TQQQ, UPRO
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.
Each day it checks market bumpiness. If calm, it goes Risk‑On: spreads across 3x S&P (UPRO), 3x Nasdaq (TQQQ), 3x Financials (FAS) and 3x long Treasuries (TMF) using inverse‑vol weights. If volatility spikes or we see fast drops, it goes Risk‑Off: T‑Bills (BIL), floating‑rate Treasuries (USFR), loans (BKLN/FTSL), USD (USDU), gold (GLD) or commodities (PDBC). KIE and XLU act as canaries. RSI is a simple hot/weak gauge.
Daily, volatility‑aware rotation that flips between a 3x risk‑parity basket (UPRO/TQQQ/FAS/TMF) and a K‑1‑free defensive mix (bills, floaters, loans, USD, gold/commodities). Uses RSI, drawdown triggers, and Utilities/Insurance “canaries.”
Out-of-sample: ~29.45% annualized return vs ~18.63% for the S&P, with Calmar ~1.43 and Sharpe ~1.11. Daily volatility-aware rotation between a 3x core and defensive, K‑1‑free sleeve targets higher growth with disciplined risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $4,472 | 2026-10-11 | |
| Backtest slippage cost | $34k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, defensive rotation, k-1 free, leveraged etfs (3x), momentum/rsi, risk parity, tactical allocation, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,854 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BKLN", "FAS", "FTSL", "GLD", "KIE", "PDBC", "QQQ", "SHY", "SPY", "TMF", "TQQQ", "UPRO", "USDU", "USFR", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.17 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,906 | 2026-10-11 | |
| Out-of-sample length | 638 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 92.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.90% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 4.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 4.87% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.86% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.57% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 48.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.68 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.33% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
