Composer · investment strategy
by Composer Technologies · via Composer
Rules‑based, all‑weather system that toggles between leveraged growth funds and defensive assets using an inflation‑aware bond signal (LQD vs STPZ), fear gauges (VIX), trend checks, and buy‑the‑dip rules. Seeks big upside, hedges selloffs. 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.
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 ()
85.9% 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 82 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.
1) Market mode: it compares short‑term strength of LQD (corporate bonds) vs STPZ (short‑term inflation‑protected bonds). LQD stronger = “risk‑on”; STPZ stronger = “risk‑off.”<br>2) Risk‑on and uptrends: ride 3x stock funds (TQQQ, SPXL, SOXL). Fear spikes (VIX) or fast drops: switch to hedges (UVXY/short) or T‑Bills (BIL).<br>3) Buy‑the‑dip: after sharp sell‑offs it buys quick rebounds (RSI is a 0–100 momentum score; low = washed‑out).<br>4) Falling rates → own Treasuries (TLT/TMF); rising rates → avoid them/use USD.
Rules‑based, all‑weather system that toggles between leveraged growth funds and defensive assets using an inflation‑aware bond signal (LQD vs STPZ), fear gauges (VIX), trend checks, and buy‑the‑dip rules. Seeks big upside, hedges selloffs. Very high risk.
Out-of-sample, this strategy targets higher upside than the S&P 500: 27.25% annualized vs 22.68%, with solid risk-adjusted metrics (Sharpe ~0.73, Calmar ~0.51) thanks to inflation-aware regime switching and built-in hedges.
V1.0.1: Changed 5d/10d SPY control signal to more inflation sensitive 5d/5d LQD / STPZ control signal -HTX
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 | $9,062 | 2026-10-11 | |
| Backtest slippage cost | $68k | 2026-10-11 |
| AI categories (Composer) | bonds/rates, commodities, high risk, leveraged etfs, mean reversion, sector rotation, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,265 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 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", "LQD", "PDBC", "PEJ", "PSQ", "QLD", "QQQ", "QUAL", "RPV", "RSP", "SARK", "SCHD", "SDS", "SH", "SHY", "SLV", "SOXL", "SOXS", "SOXX", "SPHB", "SPUU", "SPXL", "SPXU", "SPY", "SQQQ", "SSO", "STPZ", "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) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 33 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 893 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 191.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 135.15% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.87% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.85% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 32.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 32.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.96% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.36% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.57 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.51 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -53.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.63% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.89 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 135.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 132.03 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.42% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
