Composer · investment strategy
by Composer Technologies · via Composer
Rules-based strategy that rides stock uptrends with 3x funds, then pivots to hedges (VIX funds, Treasuries, gold, dollar, defensive sectors) when markets overheat or drop fast. Also trades Treasury trends. Goal: capture gains while sidestepping big hits.
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.
19 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.
9.0% of weight in (IVV: 3.0%)
14 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 4.9% (DBC 13% × 0.37), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 93% · 2026-10-11 ()
39.3% 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 ()
17 of 47 funds in its are : ERX, FAS, PSQ, QLD, SH, SOXL, SPXL, SVXY, TECL, TMF, TMV, TQQQ, TYD, TYO, 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.
Core idea: play offense in calm uptrends, switch to defense fast when stress hits.<br>- Offense: own aggressive 3x stock ETFs (tech, S&P, Dow, semis).<br>- Defense: move to “fear” funds (UVXY/VIXM), short‑term Treasuries, gold, strong USD, or defensive sectors.<br>Signals: RSI (hot/cold speedometer), moving averages (trend lines), max drawdown (worst recent drop), and VIX (fear). Separate bond rules trade TMF/TMV by TLT’s trend.
Rules-based strategy that rides stock uptrends with 3x funds, then pivots to hedges (VIX funds, Treasuries, gold, dollar, defensive sectors) when markets overheat or drop fast. Also trades Treasury trends. Goal: capture gains while sidestepping big hits.
Out-of-sample: higher risk-adjusted return with smaller drawdowns vs S&P 500. Sharpe ~1.45 vs 1.42; annualized ~23.3% vs 22.0%; max drawdown ~12.8% vs 18.8%; Calmar ~1.82 over ~1250 days. Leveraged equity with rapid hedging.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.8M | 2026-10-11 | |
| Backtest regulatory fees | $4,677 | 2026-10-11 | |
| Backtest slippage cost | $35k | 2026-10-11 |
| AI categories (Composer) | leveraged equities, tactical allocation, treasuries, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,602 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.11 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "DBC", "ERX", "FAS", "GLD", "IEF", "PSQ", "QLD", "QQQ", "QQQE", "SCHD", "SH", "SHV", "SHY", "SMH", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UDOW", "UPRO", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 |
| Remixes (copies) | 50 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 857 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 50.82% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 18k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.92% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.97 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -12.79% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.81 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.00% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.28% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.10 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.53% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
