Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, daily‑traded strategy that flips among 3x stock funds (UPRO/TQQQ), commodities, cash/bonds, and crash hedges (SPXU/UVXY). It uses simple ideas—trend, momentum, and a “fear meter”—to chase strong uptrends and step aside or short in stress. Very risky.
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.
7.0% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-11 ()
60.5% 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 ()
55 of 115 funds in its are : AGQ, BOIL, BRZU, CHAU, CURE, CWEB, DPST, DRIP, DRN, DRV, DUST, EDZ, ERX, ERY, EURL, FAS, FAZ, GUSH, INDL, JDST, JNUG, KOLD, KORU, LABD, LABU, MEXX, MIDU, PILL, RETL, SCO, SH, SOXL, SOXS, SPDN, SPUU, SPXL, SPXS, SPXU, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, TZA, UCO, UGL, UPRO, URE, UTSL, UVXY, YANG, 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 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 splits your money into three sleeves and makes daily yes/no calls. 1) Fear meter: If a volatility ETF (VIXM) looks “hot” (its RSI is high), it shorts the S&P 500 (SPXU) as a crash hedge. 2) If stocks trend up and beat defensive sectors, it buys 3x stock funds (UPRO/TQQQ). If not, it parks in T‑bills/bonds or, when a broad commodity fund (DBC) trends up, rotates into top commodities. 3) Short‑term drop/spike rules add brief cash/UVXY hedges.
An aggressive, daily‑traded strategy that flips among 3x stock funds (UPRO/TQQQ), commodities, cash/bonds, and crash hedges (SPXU/UVXY). It uses simple ideas—trend, momentum, and a “fear meter”—to chase strong uptrends and step aside or short in stress. Very risky.
Out-of-sample, this multi-sleeve trend/momentum strategy targets ~50% annualized returns vs SPY ~20%, with Sharpe ~1.78 vs ~1.24, drawdown ~13.1% vs ~18.8%, beta ~0.83, Calmar ~3.83 over 765 days—more upside with less risk than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $572k | 2026-10-11 | |
| Backtest regulatory fees | $1,660 | 2026-10-11 | |
| Backtest slippage cost | $13k | 2026-10-11 |
| AI categories (Composer) | commodities rotation, daily rebalance, leveraged etfs, momentum, risk-on/risk-off, tactical asset allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 254 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BIL", "BND", "BOIL", "BRZU", "BSV", "CANE", "CHAU", "COM", "COMT", "COPX", "CORN", "CURE", "CWEB", "DBA", "DBB", "DBC", "DBO", "DPST", "DRIP", "DRN", "DRV", "DUST", "ECC", "EDZ", "EEM", "EFA", "ERX", "ERY", "ESPO", "EURL", "EWA", "EWG", "EWI", "EWJ", "EWN", "EWP", "EWQ", "EWU", "EWZ", "FAS", "FAZ", "GLD", "GUSH", "IAU", "IEF", "INDL", "JDST", "JNUG", "KOLD", "KORU", "LABD", "LABU", "MEXX", "MIDU", "NURE", "PALL", "PDBC", "PEJ", "PILL", "QQQ", "REMX", "RETL", "SCO", "SH", "SHV", "SHY", "SLV", "SOXL", "SOXS", "SPDN", "SPUU", "SPXL", "SPXS", "SPXU", "SPY", "TAGS", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "TZA", "UCO", "UGL", "UPRO", "URA", "URE", "USO", "UTSL", "UUP", "UVXY", "VAW", "VDC", "VDE", "VEA", "VFH", "VGT", "VHT", "VIS", "VIXM", "VNQ", "VNQI", "VOX", "VPU", "VXX", "WEAT", "WOOD", "XLP", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,984 | 2026-10-11 | |
| Out-of-sample length | 524 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 67.14% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5619% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 133.37% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.97% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.74% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 62.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 62.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.13% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.83 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.12% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.78 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.66 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.64% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.27 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.49% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
