Composer · investment strategy
by Composer Technologies · via Composer
Rules-based “gas pedal vs guardrails”: buy dips in 3x stock ETFs when stocks lead and bonds are weak; otherwise sit in a safety sleeve (volatility/anti‑beta) or rotate to Treasuries/US dollar. Very aggressive; tightly rule‑driven.
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.
5 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.
0.1% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 72% · 2026-10-11 ()
45.0% 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 ()
8 of 18 funds in its are : SPXL, SVXY, TECL, TMF, TQQQ, UDOW, UPRO, UVXY
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.
It flips between “risk‑on” and “safety.” RSI (a 0–100 hot/cold score of recent moves) and trends drive it. If stocks beat Utilities and long‑Treasuries are weak, it buys dips in 3x stock funds (TECL=tech, TQQQ=Nasdaq, SPXL/UPRO=S&P, UDOW=Dow). If no dip, it parks in a safety mix: SVXY (calm markets), VIXM (fear), BTAL (hedge). If Treasuries trend up, it prefers TMF (3x Treasuries) or UUP (US dollar).
Rules-based “gas pedal vs guardrails”: buy dips in 3x stock ETFs when stocks lead and bonds are weak; otherwise sit in a safety sleeve (volatility/anti‑beta) or rotate to Treasuries/US dollar. Very aggressive; tightly rule‑driven.
Out-of-sample growth edge: 32.8% annualized vs SPY’s 21.5%, via rule-based 3x ETF dips with safety hedges. Higher upside but larger drawdowns (~47%), suited for risk-tolerant investors seeking faster compounding.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.2M | 2026-10-11 | |
| Backtest regulatory fees | $14k | 2026-10-11 | |
| Backtest slippage cost | $103k | 2026-10-11 |
| AI categories (Composer) | buy-the-dip, defensive rotation, leveraged etfs, tactical allocation, volatility carry | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,088 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BSV", "BTAL", "SHV", "SHY", "SPXL", "SPY", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UDOW", "UPRO", "UUP", "UVXY", "VIXM", "XLU" ] | 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) | 1.37 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 75 | 2026-10-11 | |
| Watchers | 32 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 872 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 50.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 42k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 166.83% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -47.00% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.90% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.98% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.67% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
