Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily, all‑in strategy. Fades stock market spikes with UVXY/inverse ETFs; buys sharp dips with 3x tech/semis when bonds confirm. Bond and commodity checks rotate into TMF/TMV or defensive T‑bills/gold/dollar. High risk, high turnover.
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 ()
23 of 38 funds in its are : CURE, ERX, EUO, HIBL, 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 it reads simple “heat” gauges on stocks. If they look too hot, it buys market‑volatility funds (UVXY/VIXY) or inverse ETFs to fade the move. If they look washed‑out, it buys fast tech/semis (TQQQ/SOXL/TECL) for a rebound—only if bonds agree. Bond and commodity trends (TLT, BIL vs IEF, DBC) can shift it into bond bull/bear trades (TMF/TMV) or safe picks (T‑bills, gold, strong dollar). It holds one ETF at a time.
Aggressive, daily, all‑in strategy. Fades stock market spikes with UVXY/inverse ETFs; buys sharp dips with 3x tech/semis when bonds confirm. Bond and commodity checks rotate into TMF/TMV or defensive T‑bills/gold/dollar. High risk, high turnover.
Out-of-sample, this strategy aims higher growth than the S&P: ~30.5% annualized vs 22.8%, via volatility fades and macro hedges with tech leadership. Higher upside, but with sizable drawdowns (~76.7%), for risk-tolerant investors.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $53.6B | 2026-10-11 | |
| Backtest regulatory fees | $470.0M | 2026-10-11 | |
| Backtest slippage cost | $4.5B | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, macro regime, mean reversion + trend, tactical allocation, volatility/vix | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 802 | 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", "EWZ", "GLD", "HIBL", "IEF", "MVV", "PUI", "QLD", "SHY", "SOXL", "SOXS", "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) | 0.30 | 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) | 0.25 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,728 | 2026-10-11 | |
| Out-of-sample length | 890 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 856.66% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 535913k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 156.43% | 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) | -41.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -41.59% | 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) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 11.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -76.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.71 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 92.76% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 86.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 114.62 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 101.93 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
