Composer · investment strategy
by Composer Technologies · via Composer
Daily, all‑weather “gas or brakes” system. Buys 3x stock funds in calm uptrends or on sharp dips; shifts to T‑bills, Treasuries, USD, or hedges (volatility/shorts) in stress; can add commodities when they trend.
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.
10 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)
: 2.1% (BOIL 1% × 2.00), 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. : 96% · 2026-10-11 ()
85.8% 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 ()
37 of 80 funds in its are : BOIL, CURE, DRN, DRV, EDC, ERX, FAS, HIBL, HIBS, KOLD, PSQ, QLD, SARK, SDS, SH, SOXL, SOXS, SPUU, SPXL, SPXU, SQQQ, SSO, SVXY, TARK, TECL, TECS, TMF, TMV, TQQQ, TYD, TYO, UGL, UPRO, URE, UTSL, UVXY, YINN
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.
Each day it checks: 1) market stress (a volatility index), 2) stock trend vs oversold/overheated (RSI = 0–100 “heat meter”; low = washed out, high = hot), 3) interest‑rate trend. If calm/uptrend or a sharp dip, it buys high‑octane stock funds (3x S&P/Tech/Nasdaq/Semis: SPXL/TECL/TQQQ/SOXL/HIBL). If stress or downtrend, it moves to safety (BIL T‑bills; Treasuries TMF/VGLT/VGIT; US$ USDU) or hedges (UVXY=volatility, SPXU=short S&P). If commodities trend, it may add DBC/GLD/SLV/USO.
Daily, all‑weather “gas or brakes” system. Buys 3x stock funds in calm uptrends or on sharp dips; shifts to T‑bills, Treasuries, USD, or hedges (volatility/shorts) in stress; can add commodities when they trend.
Out-of-sample annualized return ~32% vs ~22% for the S&P, delivering higher upside. However, max drawdown spikes to ~54.8% (vs 18.8% for the S&P) and Sharpe is lower in OOS (~0.79 vs ~1.40). Best for risk-tolerant, diversified growth seekers.
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 | $7,988 | 2026-10-11 | |
| Backtest slippage cost | $60k | 2026-10-11 |
| AI categories (Composer) | bonds/rates aware, commodities overlay, daily, leveraged etfs, momentum/mean‑reversion, regime-switching, tactical, volatility‑hedged | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,265 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BOIL", "BSV", "BTAL", "COMT", "CORN", "CURE", "DBC", "DRN", "DRV", "EDC", "EEM", "EFA", "ERX", "ESPO", "FAS", "GLD", "HIBL", "HIBS", "IEF", "IEI", "KOLD", "PDBC", "PEJ", "PSQ", "QLD", "QQQ", "QUAL", "RPV", "RSP", "SARK", "SCHD", "SDS", "SH", "SHY", "SLV", "SOXL", "SOXS", "SOXX", "SPHB", "SPUU", "SPXL", "SPXU", "SPY", "SQQQ", "SSO", "SUB", "SVXY", "TARK", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UGL", "UPRO", "URE", "USDU", "USO", "UTSL", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "VXX", "WEAT", "XLE", "XLF", "XLK", "XLP", "XLU", "XLY", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.53 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 844 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 191.90% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.31% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 155.73% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.86% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.37% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.37% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.29% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -54.81% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.81% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.88 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 51.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 132.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 128.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
