Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, tactical strategy seeking leveraged upside with guardrails. A bond-vs-cash canary sets “calm” vs “danger,” short-term RSI times flips, and momentum picks safe havens 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 2026-10-11
: 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.
34.2% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
: 12.3% (DBC 33% × 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 13 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.
1) Canary: if BND (broad bonds) beats BIL (T‑bills) over 60 days, it’s calm; else danger.<br>Calm: if emerging‑markets trend is strong (fast > slow 1‑yr avg), hold TQQQ (3x Nasdaq). Else split UPRO (3x S&P) and TMF (3x long Treasuries).<br>Danger: use SPY’s 10‑day RSI, a 0–100 heat gauge. Hot (>75): UVXY (volatility). Cold (<30): UPRO (rebound). Else hold the top 3 (30‑day trend) of UUP (USD), TMF, DBC (commodities), UGL (2x gold), IEO (oil stocks), XLU (utilities).
Rules-based, tactical strategy seeking leveraged upside with guardrails. A bond-vs-cash canary sets “calm” vs “danger,” short-term RSI times flips, and momentum picks safe havens when risk rises.
Out-of-sample: ~28.5% annualized return vs SPY ~19.2%, regime-driven leverage with built-in risk guards. Higher upside and alpha, but expect higher volatility and drawdowns near 50% in stress.
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) | $15.9M | 2026-10-11 | |
| Backtest regulatory fees | $41k | 2026-10-11 | |
| Backtest slippage cost | $356k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, risk management, rsi timing, tactical allocation, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 33 | 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) | 0.60 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "DBC", "IEO", "SPY", "TMF", "TQQQ", "UGL", "UPRO", "UUP", "UVXY", "VWO", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 76 | 2026-10-11 | |
| Watchers | 33 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 1,076 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 63.53% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 159k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 192.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.31% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.05% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.57 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -62.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 43.44% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 38.82 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
