Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based, leveraged‑ETF strategy aiming to beat the S&P 500 with smaller worst losses. It buys 3x ‘dip’ candidates in calm uptrends, pivots to 3x Treasuries when rates fall, and uses volatility, shorts, USD or gold when risk rises.
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.
3 positions as of 2026-10-19
: 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.
1.3% 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. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
26 of 47 funds in its are : CURE, DIG, ERX, EUO, MVV, PSQ, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, TECL, TECS, TMF, TMV, TQQQ, UCO, UGE, UGL, 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 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 blends three rules. 1) If stocks are calm and trending up, buy one 3x bull ETF (TECL/TQQQ/SOXL/UPRO/SPXL), picking the one that dipped most over 5 days (a buy‑the‑dip tilt). 2) Use the 20+yr Treasury trend: hold TMF when bonds rise (rates fall) or TMV when rates rise. 3) If risk jumps or prices look overheated, hedge with volatility (UVXY), shorts, USD or gold. Rebalances daily. RSI is a 0–100 “heat” gauge; MAs are trend lines.
A daily, rules‑based, leveraged‑ETF strategy aiming to beat the S&P 500 with smaller worst losses. It buys 3x ‘dip’ candidates in calm uptrends, pivots to 3x Treasuries when rates fall, and uses volatility, shorts, USD or gold when risk rises.
Regime-switching blend of leveraged equities, Treasuries, and hedges aims for better risk-adjusted upside vs. the S&P 500. It offers positive out-of-sample alpha and diversification across regimes, though drawdowns can be larger in stress periods.
INVEST COPY Still in UAT. Key Findings: 5d SMA Mean Reversion is the key Next Steps: Standardize all LETF baskets as 5d SMA Bottom 1 Key: ^ = WIP * = Edited The strategy focus is to generate a better return to the S&P500 using LETFs but with limited drawdown and volatility. Calmar ratio is maximised. Based on A Better "SPY minimum drawdown" V1 | Garen Mod
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $25.8B | 2026-10-19 | |
| Backtest regulatory fees | $116.0M | 2026-10-19 | |
| Backtest slippage cost | $1.1B | 2026-10-19 |
| AI categories (Composer) | defensive rotation, gold, leveraged etfs, mean reversion, regime switching, treasuries, us dollar, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,479 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "BTAL", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "IYK", "MVV", "PDBC", "PSQ", "PUI", "QQQ", "SH", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UGE", "UGL", "UPRO", "USD", "USDU", "UVXY", "VIXM", "XLP", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.86 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,002 | 2026-10-19 | |
| Out-of-sample length | 412 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 245.20% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 258226k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.75% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 31.99% | ||
| Return, trailing 1 day (out-of-sample) | -0.87% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.11% | ||
| Return, trailing 1 week (out-of-sample) | -4.12% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.19% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 11.37% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.25% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 49.20% | ||
| SPY annualized return over the backtest window (backtest) | 13.66% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.49 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.34 | ||
| Maximum drawdown, backtest period (backtest) | -54.65% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.65% | ||
| Sharpe ratio, backtest period (backtest) | 2.91 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.58 | ||
| Sortino ratio, backtest period (backtest) | 5.42 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 46.30% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.49% |
| Annualized turnover, backtest period (backtest) | 82.87 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 77.41 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.13% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.18% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
