Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, risk‑on/risk‑off portfolio. It rides stock uptrends with leveraged leaders, but on dips or downtrends it pivots to T‑Bills, gold, a strong USD, bond trades, or gentle shorts. Uses simple trend and “overbought/oversold” gauges to switch.
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.
“can hedge with VIXY/UVXY”
“a strong USD (USDU/UUP)”
“or mild shorts (PSQ, QID, SQQQ)”
“Risk‑off: shift to cash‑like T‑Bills (BIL/SHY)”
“gold (GLD), a strong USD”
“Risk‑on: ride leaders with leveraged stock funds (e.g., TQQQ, UPRO; sometimes SOXL, FAS).”
“A bond sleeve flips between long Treasuries (TLT, TMF/UBT) when rates fall and inverse/dollar (TBT/TMV, USDU) when rates rise.”
“It uses RSI (a “speedometer” of recent moves) to flag dips (very low) and overheated spikes (very high).”
“It first labels the market as risk‑on or risk‑off by checking if SPY/QQQ are above their long‑term average.”
8 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.
7.4% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
69.7% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
25 of 96 funds in its are : FAS, FAZ, PSQ, QID, QLD, SDS, SH, SJB, SOXL, SOXS, SPXL, SQQQ, SSO, TBT, TECL, TMF, TMV, TQQQ, TTT, TYD, TYO, UBT, UPRO, UTSL, UVXY
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Leveraged ETFs 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.
2 missing
The text the rules are quoted from, with where it came from.
It first labels the market as risk‑on or risk‑off by checking if SPY/QQQ are above their long‑term average.<br>It uses RSI (a “speedometer” of recent moves) to flag dips (very low) and overheated spikes (very high).<br>Risk‑on: ride leaders with leveraged stock funds (e.g., TQQQ, UPRO; sometimes SOXL, FAS).<br>Risk‑off: shift to cash‑like T‑Bills (BIL/SHY), gold (GLD), a strong USD (USDU/UUP), or mild shorts (PSQ, QID, SQQQ); can hedge with VIXY/UVXY.<br>A bond sleeve flips between long Treasuries (TLT, TMF/UBT) when rates fall and inverse/dollar (TBT/TMV, USDU) when rates rise.
A rules‑based, risk‑on/risk‑off portfolio. It rides stock uptrends with leveraged leaders, but on dips or downtrends it pivots to T‑Bills, gold, a strong USD, bond trades, or gentle shorts. Uses simple trend and “overbought/oversold” gauges to switch.
Out-of-sample, this strategy yields 42.17% annualized return vs SPY’s 25.18%, Sharpe 1.75 vs 1.55, and beta ~0.84. Drawdown ~19.9% vs ~18.8%, but Calmar ~2.12 and 1,076 days backtested show stronger risk-adjusted growth than the S&P 500.
(Created with Composer AI)
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 | $3,615 | 2026-10-11 | |
| Backtest slippage cost | $29k | 2026-10-11 |
| AI categories (Composer) | bonds and rates, leveraged etfs, multi-asset, risk-on/risk-off, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,313 | 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) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "ANGL", "BIL", "BKLN", "BND", "BSV", "BTAL", "DBC", "DBMF", "DIA", "FAS", "FAZ", "FLOT", "FLRN", "FLTR", "FTSL", "FTSM", "GLD", "GNMA", "GOVI", "HYD", "HYLS", "ICSH", "IEI", "IGIB", "ILTB", "LQD", "MBB", "MINT", "MUB", "NEAR", "PGHY", "PSQ", "QID", "QLD", "QQQ", "QUAL", "RPV", "RSP", "SCHD", "SCHO", "SDS", "SH", "SHM", "SHV", "SHY", "SHYG", "SJB", "SJNK", "SMB", "SMH", "SOXL", "SOXS", "SPAB", "SPHY", "SPIB", "SPSB", "SPTS", "SPXL", "SPY", "SQQQ", "SSO", "STIP", "TBT", "TECL", "TFLO", "TIP", "TIPX", "TLT", "TMF", "TMV", "TQQQ", "TTT", "TYD", "TYO", "UBT", "ULST", "UPRO", "USDU", "USFR", "USIG", "UTSL", "UUP", "UVXY", "VCIT", "VCSH", "VGIT", "VGLT", "VIXY", "VTI", "XLE", "XLF", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 63 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,832 | 2026-10-11 | |
| Out-of-sample length | 737 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 90.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.17% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 180.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.73% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.49% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.34% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 39.60% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 39.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.56 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.25 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.19 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.64% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.39 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.09 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.88% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.50% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
