Composer · investment strategy
by Composer Technologies · via Composer
A rules‑driven, two‑mode approach: in calm times it uses leveraged equity funds for growth; when conditions weaken, an RSI “hot/cold” check either hedges with volatility or rotates into the strongest safe‑havens to limit drawdowns.
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.
4 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.
34.3% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
: 15.8% (PDBC 33% × 0.48), 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. : 99% · 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 ()
8 of 22 funds in its are : QLD, SSO, TECL, 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.
Traffic‑light rules. 1) Health check: If inflation‑protected Treasuries (TIP) are up over ~3 months, go on offense: if the 1‑yr trend is strong, buy TQQQ (3× Nasdaq); otherwise split QLD (2× Nasdaq) and SSO (2× S&P). 2) Warning: If TIP is weak, use an RSI “hot/cold” gauge on SPY: >75 → VXX (volatility hedge); <30 → buy the most oversold of UPRO (3× S&P), TECL (3× Tech), or SHY (1–3y Treasuries); else hold the 3 strongest safe‑havens (TMF=long Treasuries, PDBC=commodities, GLD=gold, IEO=oil & gas, XLU=utilities, USDU=US dollar).
A rules‑driven, two‑mode approach: in calm times it uses leveraged equity funds for growth; when conditions weaken, an RSI “hot/cold” check either hedges with volatility or rotates into the strongest safe‑havens to limit drawdowns.
Stronger upside with regime-driven leverage and hedges: out-of-sample returns ~40% vs SPY ~21%; diversified safe-haven sleeve adds protection, while risk exists in stress—higher volatility and drawdowns possible.
Tries to achieve a leveraged yield without a levered drawdown with a judicious use of canary signals, RSI, 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) | $2.9M | 2026-10-11 | |
| Backtest regulatory fees | $5,025 | 2026-10-11 | |
| Backtest slippage cost | $39k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, regime switching, rsi, safe-haven rotation, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 72 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.81 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "DBC", "GLD", "IEO", "PDBC", "QLD", "SHY", "SPY", "SSO", "TECL", "TIP", "TMF", "TQQQ", "UGL", "UPRO", "USDU", "UUP", "UVXY", "VWO", "VXX", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 3.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.87 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 620 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 91.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 29k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 130.87% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.25% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 41.10% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.09% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.19% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.45% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.43 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 49.13% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.58% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.36 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.41% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
