Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, rules-based swing strategy. It buys dips in leveraged tech during uptrends, hedges when markets run hot, and in downtrends toggles among short Treasuries, inverse/volatility hedges, and occasional macro plays (bonds, USD, gold). Not for set‑and‑forget.
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.
1 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
0.0% 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 ()
11 of 18 funds in its are : QLD, SOXL, SPXS, SQQQ, TECL, TMV, TQQQ, UDN, UGL, 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 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.
First, check the market trend (is SPY above its long-term average?).<br>- In uptrends: if things look overheated, hold a hedge (UVXY or SQQQ). Otherwise, buy the more “washed out” of TQQQ (3x Nasdaq) or short‑term TIPS (STIP).<br>- In downtrends: if tech is very weak, sometimes buy the dip (TECL/TQQQ/SOXL); otherwise favor short Treasuries (SHY/SHV) or hedges (SQQQ/UVXY), and at times use TLT (long bonds), USD (UUP/UDN), or gold (UGL). It uses RSI as a hot/cold gauge and moving averages for trend.
An aggressive, rules-based swing strategy. It buys dips in leveraged tech during uptrends, hedges when markets run hot, and in downtrends toggles among short Treasuries, inverse/volatility hedges, and occasional macro plays (bonds, USD, gold). Not for set‑and‑forget.
Out-of-sample edge: Sharpe ~1.28 vs SPY ~1.19; annualized return ~72% vs ~20%; Calmar ~1.68. Captures tech rallies with hedges for upside; downside drawdowns can exceed the S&P in severe markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $28.9B | 2026-10-11 | |
| Backtest regulatory fees | $59.9M | 2026-10-11 | |
| Backtest slippage cost | $577.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro tilts, regime switching, tactical allocation, tech-heavy, trend+mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 88 | 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) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QLD", "QQQ", "SHV", "SHY", "SOXL", "SPXS", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TMV", "TQQQ", "UDN", "UGL", "UPRO", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 199 | 2026-10-11 | |
| Watchers | 75 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,762 | 2026-10-11 | |
| Out-of-sample length | 522 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 170.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 289444k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 72.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 208.30% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.40% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.47% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.99 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.84% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.85% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.15 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 52.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 56.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 45.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.78% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
