Composer · investment strategy
by Composer Technologies · via Composer
Daily it flips between buying oversold 3x stock funds for quick rebounds, hedging with UVXY when stocks look overheated, and a core 30/55/15 all‑weather mix that adapts to interest rates and volatility. Heavy use of leveraged ETFs; high risk.
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.
14 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.
0.0% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31)
: 2.4% (PDBC 5% × 0.48, DBC 0% × 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. : 95% · 2026-10-11 ()
18.3% 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 43 funds in its are : FAS, GUSH, QLD, SDS, SOXL, SPUU, SPXL, SQQQ, SSO, TECL, TMF, TMV, TQQQ, TYD, TYO, 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.
Rebalanced daily. It switches among three modes: 1) Pop trades: buy 3x stock funds (SPXL/TQQQ/SOXL) when they look oversold (RSI, a 0–100 hot/cold score, <30) for a bounce. 2) Pullback hedge: if they look overheated (very high RSI), buy UVXY, a fear fund that jumps when stocks fall. 3) Otherwise a 30/55/15 mix of stocks/bonds/commodities that adapts to rates and volatility: long Treasuries when rates fall; USD/inverse‑bond funds when rates rise; rotate into defensive stock sectors; park in T‑bills if volatility spikes. Uses leveraged ETFs; high risk.
Daily it flips between buying oversold 3x stock funds for quick rebounds, hedging with UVXY when stocks look overheated, and a core 30/55/15 all‑weather mix that adapts to interest rates and volatility. Heavy use of leveraged ETFs; high risk.
Out-of-sample, this strategy targets ~40% annualized return vs SPY ~22%, with Calmar ~1.39—risk-adjusted upside. It hedges with volatility regimes and rate-shifts; drawdowns can be larger in stress, but rebounds are amplified.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.7M | 2026-10-11 | |
| Backtest regulatory fees | $7,347 | 2026-10-11 | |
| Backtest slippage cost | $55k | 2026-10-11 |
| AI categories (Composer) | bonds and usd tilts, commodities, leveraged etfs, mean reversion, tactical allocation, trend/regime filters, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,584 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "COMT", "DBC", "FAS", "GLD", "GLTR", "GUSH", "OILK", "PDBC", "QLD", "QQQ", "SDS", "SHY", "SLV", "SOXL", "SPUU", "SPXL", "SPY", "SQQQ", "SSO", "SUB", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UPRO", "USDU", "USO", "UUP", "UVXY", "VGIT", "VGLT", "VIXY", "XLE", "XLF", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 104 | 2026-10-11 | |
| Watchers | 45 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,516 | 2026-10-11 | |
| Out-of-sample length | 985 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 74.95% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 27k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 272.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.58% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.25% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.25% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.84% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.53% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.67% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.67% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.69% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
