Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily-rebalanced bundle that buys dips in 3x tech/S&P/semis, then shifts to hedges (bonds, cash, gold, USD) or volatility on fear. Uses simple signals (RSI, trends, yield-curve) to flip between bull and bear modes. Very 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.
13 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.
0.5% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 7.1% (PDBC 15% × 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 ()
50.2% 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 ()
12 of 25 funds in its are : CURE, SH, SOXL, SPXL, SQQQ, SVXY, TMF, TMV, TQQQ, 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 Macro signals 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.
- Checks if stocks are strong; if so, buys dips in 3x ETFs: TQQQ (tech), SPXL (S&P 500), SOXL (semis) when RSI<30 (recent selloff). If they’re very hot (RSI>80), briefly buys UVXY (volatility) as a hedge.<br>- If fear spikes (VIX high), parks in BIL (T‑bills). Uses trend tests (stocks vs commodities; moving averages) to flip between bull baskets (TQQQ+CURE+UTSL/SVXY) and bear baskets (SQQQ+CURE+UTSL+SVXY).<br>- In tough bond regimes, rotates among TQQQ, TMF (Treasuries), PDBC/DBC (commodities), GLD (gold), USDU/UUP (US dollar).<br>- Daily rebalance; very high risk.
Aggressive, daily-rebalanced bundle that buys dips in 3x tech/S&P/semis, then shifts to hedges (bonds, cash, gold, USD) or volatility on fear. Uses simple signals (RSI, trends, yield-curve) to flip between bull and bear modes. Very high risk.
Out-of-sample edge: ~42.8% annualized return vs ~20.7% for SPY, Sharpe ~1.37, Calmar ~1.85, max drawdown ~23% vs ~18.8%. Diversified hedges and regime timing aim for stronger compounding with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-11 | |
| Backtest regulatory fees | $5,289 | 2026-10-11 | |
| Backtest slippage cost | $41k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, dip-buying, high risk, leveraged etfs, momentum rotation, regime filters, tech-heavy, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 5,820 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.17 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CURE", "DBC", "GLD", "IEF", "PDBC", "SH", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "UTSL", "UUP", "UVXY", "VIXM", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.47 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,352 | 2026-10-11 | |
| Out-of-sample length | 978 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 80.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 299.53% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.92% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.65% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.73% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.80% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.08 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.44 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.55% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.05% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.46 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.72% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
