Composer · investment strategy
by Composer Technologies · via Composer
A tactical, 4‑bucket strategy that flips between Risk‑On and Risk‑Off using trend, dip‑buy, and volatility signals. It rotates into 3× equity funds (TQQQ/UPRO) in uptrends and shifts to cash, bonds, gold, or commodities when risk rises. 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.
9 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.
3.2% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
: 98.0% (BOIL 42% × 2.00, DBC 39% × 0.37), 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. : 100% · 2026-10-11 ()
57.2% 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 ()
55 of 114 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.
4 buckets flip between Risk‑On and Risk‑Off:<br>- Trend: if ~100‑day avg price > ~400‑day, favor stocks; else bonds/international.<br>- Dip buys: after a 4–5 day drop in QQQ/SPY, buy TQQQ/UPRO unless it just spiked.<br>- Volatility alarm: RSI (0–100 heat gauge; high=stressed) on VIXM sends us to hedges (SPXU/UVXY).<br>Risk‑On: pick recent winners; if commodities lead, use DBC/gold/energy; otherwise cash/T‑Bills (BIL/SHV). SPY=S&P 500, QQQ=Nasdaq‑100, TQQQ/UPRO=3×.
A tactical, 4‑bucket strategy that flips between Risk‑On and Risk‑Off using trend, dip‑buy, and volatility signals. It rotates into 3× equity funds (TQQQ/UPRO) in uptrends and shifts to cash, bonds, gold, or commodities when risk rises. Very high risk.
Out-of-sample edge: ~65% annualized return vs ~19% for the S&P, Sharpe ~1.32 vs ~1.10, and Calmar ~1.54. A rule-based, regime-driven approach using leverage and hedges to capture big uptrends while managing risk.
Buckets managed by Relative Strength and Cumulative Returns | Change notes: bucket 1 down to 7%, bucket 3 up to 28%; increased dip in QQQ from -3 to -4 for Risk On; added QQQ to Risk off in bucket 1;
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.6M | 2026-10-11 | |
| Backtest regulatory fees | $30k | 2026-10-11 | |
| Backtest slippage cost | $255k | 2026-10-11 |
| AI categories (Composer) | commodities, leveraged etfs, momentum/relative strength, risk-on/risk-off, tactical multi-asset, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 251 | 2026-10-11 | |
| Rebalance corridor width | 6.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.38 | 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", "YANG", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-11 |
| Remixes (copies) | 128 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,935 | 2026-10-11 | |
| Out-of-sample length | 409 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 155.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 136k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 65.38% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 126.71% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.16% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 5.55% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.72% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.71% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.86% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.66% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.87% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.37 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.54 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.48% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.42 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 44.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.01% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
