Composer · investment strategy
by Composer Technologies · via Composer
Rules-driven rotation among 3x Nasdaq (TQQQ), 3x Treasuries (TMF), volatility hedges (UVXY/VIXM), and defensive assets. Uses canary signals plus an RSI heat gauge to buy dips, fade overheated markets, and lean into safe havens when stress 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.
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 ()
4 of 17 funds in its are : TMF, TQQQ, UGL, 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.
Goal: catch upside with less pain. It checks “canaries” to size risk, then uses an RSI heat gauge (0–100) to buy dips or hedge when too hot. If bonds (BND) trail T‑bills (BIL), it runs an RSI catcher: SPY>75→UVXY; <30→TQQQ; else a momentum mix of UUP (USD), TMF (3x Treas), DBC (commodities), UGL (2x gold), IEO (oil), XLU (utilities), VIXM (vol). If canaries look better, it favors TQQQ (3x Nasdaq) unless overhot, then UVXY; or pairs TMF with TQQQ/vol in risk‑off.
Rules-driven rotation among 3x Nasdaq (TQQQ), 3x Treasuries (TMF), volatility hedges (UVXY/VIXM), and defensive assets. Uses canary signals plus an RSI heat gauge to buy dips, fade overheated markets, and lean into safe havens when stress rises.
Outperform the S&P 500 on out-of-sample results: ~30.5% annualized return vs ~21.5% for SPY, with lower beta (~0.84) and disciplined RSI-driven rotations into safe havens and leveraged assets.
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) | $73.9M | 2026-10-11 | |
| Backtest regulatory fees | $200k | 2026-10-11 | |
| Backtest slippage cost | $1.9M | 2026-10-11 |
| AI categories (Composer) | leveraged, mean-reversion, momentum, multi-asset, risk-managed, tactical, volatility-aware | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 66 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 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", "UUP", "UVXY", "VIXM", "VIXY", "VWO", "WOOD", "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) | 0.84 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 876 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 739k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.54% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 152.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.51% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.73% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.26% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.62% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.62% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.31 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.88% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.05% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
