Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, high-octane allocator: buys 3x stock ETFs in uptrends or after sharp dips; when markets overheat or fear jumps, it moves to cash, Treasuries, gold, dollar, or volatility hedges. Heavy tech/semis tilt; very aggressive and timing-heavy.
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.
25 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.
0.3% of weight in (IVV: 3.0%)
20 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 3.0% (DBC 8% × 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. : 97% · 2026-10-11 ()
12.8% 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 ()
22 of 55 funds in its are : FAS, PSQ, QLD, SDS, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, UDOW, UPRO, USD, 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 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.
Think of a dashboard with 4 gauges: trend, recent drop, “too hot,” and fear. In calm uptrends it buys 3x stock index funds (TQQQ=Nasdaq 100, UPRO/SPXL=S&P 500, TECL/SOXL=tech/semis). After sharp 5‑day falls it “buys the dip.” If prices get too hot (RSI, a 0–100 speed/heat meter), it hedges with UVXY/VIXM (volatility funds) or inverse funds (SQQQ/SPXS), or goes to cash (BIL/SHV) or defensives (GLD=gold, UUP=dollar, IEF/TLT=Treasuries). Rate checks shift stock/bond mix.
Rules-based, high-octane allocator: buys 3x stock ETFs in uptrends or after sharp dips; when markets overheat or fear jumps, it moves to cash, Treasuries, gold, dollar, or volatility hedges. Heavy tech/semis tilt; very aggressive and timing-heavy.
Out-of-sample edge: ~21.45% annualized return vs ~20.14% for the S&P; Sharpe ~1.46 vs ~1.25; drawdown ~11.74% vs ~18.76%; Calmar ~1.83. A rules-based, risk-managed strategy with hedges delivering higher growth and lower risk.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $275k | 2026-10-11 | |
| Backtest regulatory fees | $490 | 2026-10-11 | |
| Backtest slippage cost | $3,423 | 2026-10-11 |
| AI categories (Composer) | etf rotation, leveraged etfs, mean reversion, regime switching, risk parity, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,723 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DBC", "FAS", "GLD", "HYG", "IEF", "IEI", "LQD", "PSQ", "QLD", "QQQ", "QUAL", "RPV", "RSP", "SDS", "SHV", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "SVXY", "TECL", "TECS", "TIP", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UDOW", "UPRO", "USD", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VTIP", "VTV", "XLE", "XLF", "XLK", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 55 | 2026-10-11 | |
| Watchers | 20 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,302 | 2026-10-11 | |
| Out-of-sample length | 672 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2651% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.44% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.44% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -11.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
