Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules‑driven rotation that rides tech uptrends with 3x ETFs, then swiftly hedges. Uses short‑term RSI “too hot/too cold” signals, 6‑month momentum to pick winners (tech, bonds, gold, commodities, USD), inverse‑vol sizing, and regime checks to de‑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.
11 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.
0.6% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 17.4% (PDBC 36% × 0.48), 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. : 99% · 2026-10-11 ()
20.0% 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 ()
13 of 27 funds in its are : CURE, JNUG, SH, SOXL, SPXL, SVXY, TMF, TMV, TQQQ, UGL, UPRO, UTSL, 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.
It rotates among: 3x stock funds (SPXL, TQQQ, SOXL), long/short Treasuries (TMF/TMV), gold (GLD/UGL/JNUG), commodities (PDBC), and the US dollar (USDU).<br>Signals:<br>- RSI (0–100) on 10‑day: >80 = “too hot” → shift to UVXY; <30 = “washed out” → buy the 3x fund.<br>- 6‑month momentum picks the best 2 assets; sized by inverse volatility.<br>- Stock vs bond and bond‑internal RSI filters decide when to hedge (SH/BIL/XLU/TLT).
Aggressive, rules‑driven rotation that rides tech uptrends with 3x ETFs, then swiftly hedges. Uses short‑term RSI “too hot/too cold” signals, 6‑month momentum to pick winners (tech, bonds, gold, commodities, USD), inverse‑vol sizing, and regime checks to de‑risk.
An out-of-sample engine that targets tech-led upside with disciplined hedges. OOS annualized return ~28.8%, Calmar ~1.18, and Sharpe ~1.10—delivering higher risk-adjusted upside than the S&P 500, albeit with greater drawdown potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $813k | 2026-10-11 | |
| Backtest regulatory fees | $2,306 | 2026-10-11 | |
| Backtest slippage cost | $17k | 2026-10-11 |
| AI categories (Composer) | leveraged-etfs, momentum, regime-switching, risk-parity-lite, tactical-asset-allocation, trend-following, volatility-hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,459 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.32 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CURE", "DBC", "GLD", "IEF", "JNUG", "PDBC", "SH", "SHY", "SOXL", "SPXL", "SPY", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "USDU", "UTSL", "UUP", "UVXY", "VIXM", "XLU" ] | 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) | 1.11 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,352 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 60.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8029% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.81% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 166.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 43.49% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.49% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.39% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -24.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -24.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.99 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.87% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.61% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
