Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, regime-switching strategy that seeks leveraged upside in good times and shifts to hedges/safe havens in stress. Uses a bond canary, short‑term “heat” (RSI), and momentum to fade spikes, buy dips, and rotate defensively when needed.
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.
26.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30)
: 9.3% (DBC 25% × 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 ()
0.0% 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 ()
5 of 18 funds in its are : TMF, TQQQ, UGL, 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.
Step 1, “canary”: if broad bonds (BND) beat T‑bills (BIL) over ~3 months, market is “normal”; otherwise “stressed.”<br>Normal: If risk looks healthy, hold TQQQ (3x Nasdaq). If prices get short‑term “too hot” (RSI, a 0–100 heat meter), briefly switch to UVXY (volatility hedge). If risk looks weak, use TMF (3x long Treasuries) plus UPRO (3x S&P) or UVXY/VIXM, sized by recent choppiness.<br>Stressed: RSI catcher—very hot → UVXY; very cold → UPRO; else hold the 4 best “safe havens” (USD, long Treasuries, gold/commodities, utilities/volatility).
A rules-based, regime-switching strategy that seeks leveraged upside in good times and shifts to hedges/safe havens in stress. Uses a bond canary, short‑term “heat” (RSI), and momentum to fade spikes, buy dips, and rotate defensively when needed.
Out-of-sample: 23.3% annualized return vs S&P 18.2%, with regime-switching and leverage to chase upside and rotate into hedges during stress. Calmar ~0.72 signals solid risk-adjusted performance relative to the S&P.
Tries to achieve a leveraged yield without a levered drawdown with a judicious use of canary signals, RSI-based mean reversion, and safe haven assets. When the main canary is on, RSI-triggered leverages and safe haven assets with momentum are used to add a kick during volatile periods.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $34.5M | 2026-10-11 | |
| Backtest regulatory fees | $110k | 2026-10-11 | |
| Backtest slippage cost | $1.0M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum, regime switching, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 66 | 2026-10-11 | |
| Rebalance corridor width | 24.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "DBC", "GLD", "IEO", "QQQ", "SPY", "TMF", "TQQQ", "UGL", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VWO", "WOOD", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 |
| Remixes (copies) | 63 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 1,035 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 72.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 345k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 136.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.73% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 15.88% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 15.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.77% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.37% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.37% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.86 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.32 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.83% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.16 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.86 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.21% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.33% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
