Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily‑rebalanced strategy that rides 3x tech/chip/S&P funds in uptrends, flips to volatility or inverse funds when markets get “too hot,” and uses bond/commodity signals to go risk‑on or risk‑off. 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.
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 ()
100.0% 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 ()
22 of 37 funds in its are : CURE, ERX, EUO, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UPRO, USD, UVXY, YCS
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.
Daily switcher. In uptrends it rides 3x stock funds tied to big tech, chips and the S&P 500 (e.g., TQQQ, SOXL, SPXL). When prices look overheated—using a short‑term “hot/cold” gauge called RSI—it flips to ‘fear’ funds that jump when markets fall (UVXY/VIXY) or to inverse 3x bears (SQQQ, SOXS). When things look washed out (very low RSI), it buys the dip. A bonds/commodities overlay steers risk: long/short long‑term Treasuries (TMF/TMV), T‑bills (BIL), dollar (UUP), oil/energy (UCO/ERX), gold (GLD).
Aggressive, daily‑rebalanced strategy that rides 3x tech/chip/S&P funds in uptrends, flips to volatility or inverse funds when markets get “too hot,” and uses bond/commodity signals to go risk‑on or risk‑off. Very high risk.
Out-of-sample edge: ~28% annualized return vs ~20.8% for the S&P, driven by regime-aware 3x tech bulls and tactical hedges. Higher upside for growth-focused investors who can tolerate larger drawdowns and volatility.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $37835.0B | 2026-10-11 | |
| Backtest regulatory fees | $12.6B | 2026-10-11 | |
| Backtest slippage cost | $12.2B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro regime switching, momentum + mean reversion, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 792 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CURE", "DBC", "EEM", "EFA", "EPI", "ERX", "EUO", "GLD", "IEF", "MVV", "PUI", "QLD", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UPRO", "USD", "UUP", "UVXY", "VIXY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.24 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 |
| Remixes (copies) | 129 | 2026-10-11 | |
| Watchers | 90 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,763 | 2026-10-11 | |
| Out-of-sample length | 975 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 337.76% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 378350214k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 160.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 11.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -39.38% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -40.82% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.90% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 72.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -77.51% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -78.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 76.36% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 84.82% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 104.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 103.38 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
