Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, high-octane plan: ride uptrends with 3× tech funds, cool off when overheated using volatility/bonds/gold, and defend in downtrends with shorts, Treasuries, cash, and a strong‑dollar tilt. Uses simple trend and RSI 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 2026-10-19
: 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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-19 ()
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% · 2026-10-19 ()
14 of 30 funds in its are : CURE, PSQ, SOXL, SQQQ, SVXY, TBF, TECL, TMF, TMV, TNA, 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 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 trend: Is the S&P 500 above its 200‑day average?<br>- If yes: mostly own aggressive 3× tech funds (TQQQ/SOXL) and a small calm‑market fund (SVXY). If the market looks overheated—RSI, a “too hot/too cold” meter, is high—switch to volatility hedges (UVXY) or safer picks (Treasuries, low‑vol, gold).<br>- If no: try brief dip‑buys; if weakness lasts, rotate to shorts, Treasuries, cash, and the U.S. dollar.
Rules-based, high-octane plan: ride uptrends with 3× tech funds, cool off when overheated using volatility/bonds/gold, and defend in downtrends with shorts, Treasuries, cash, and a strong‑dollar tilt. Uses simple trend and RSI signals.
Adaptive, rules-based strategy offering leveraged tech exposure with hedges and regime switches. OOS: ~16.9% annualized return vs SPY ~19%, but with larger drawdowns (~43% vs ~19%). Delivers disciplined risk control and diversification beyond the S&P.
Composer stats: = AR 307/DD33 | QM stats: 213/34, YC/TO: 127/63(!) MBM: labels, edited the Safety block, edited the Core LETF position.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.2B | 2026-10-19 | |
| Backtest regulatory fees | $24.4M | 2026-10-19 | |
| Backtest slippage cost | $235.6M | 2026-10-19 |
| AI categories (Composer) | dip-buying, gold, leveraged growth, tactical rotation, treasuries, trend-following, u.s. dollar, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 157 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "GLD", "PSQ", "SHY", "SMH", "SOXL", "SPLV", "SPY", "SQQQ", "SVXY", "TBF", "TECL", "TMF", "TMV", "TNA", "TQQQ", "UDOW", "UPRO", "UUP", "UVXY", "VIXM", "VOX", "VTV", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.65 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-19 |
| Remixes (copies) | 7 | 2026-10-19 | |
| Watchers | 1 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 3,717 | 2026-10-19 | |
| Out-of-sample length | 636 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 149.44% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 71917k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.94% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 47.98% | ||
| Return, trailing 1 day (out-of-sample) | -4.01% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 10.70% | ||
| Return, trailing 1 week (out-of-sample) | -13.15% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -17.75% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -0.36% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.28% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 7.94% | ||
| SPY annualized return over the backtest window (backtest) | 14.86% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.47 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.39 | ||
| Maximum drawdown, backtest period (backtest) | -43.06% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -43.07% | ||
| Sharpe ratio, backtest period (backtest) | 2.04 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.57 | ||
| Sortino ratio, backtest period (backtest) | 3.72 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 50.99% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.42% |
| Annualized turnover, backtest period (backtest) | 44.62 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.90 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.76% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.57% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
