Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based strategy: dodge panic in T‑bills, buy quick dips with 3x equity funds, and otherwise rotate among stocks, long Treasuries, commodities, the US dollar, and dividend/managed‑futures ETFs using medium‑term trends and volatility-aware sizing.
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.
“if a short‑term “hot/cold” score says red‑hot, it buys a vol hedge (UVXY)”
“Step 1: If a market fear gauge is spiking, it parks in T‑bills (BIL).”
“if washed‑out, it buys a 3x bull (UPRO/TQQQ/SOXL)”
“Daily; high risk.”
“else it uses ~6‑month trends to rotate among CURE/TMF/DBC/USDU or SCHD/NOBL/DBMF”
“if a short‑term “hot/cold” score says red‑hot, it buys a vol hedge (UVXY); if washed‑out, it buys a 3x bull (UPRO/TQQQ/SOXL)”
“giving more weight to steadier picks”
“Otherwise it splits into three sleeves (S&P 500, Nasdaq 100, semis).”
6 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.
3.2% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
: 12.9% (DBC 34% × 0.37), shown separately from fossil-fuel companies.
No stated fossil-fuel rule; the exposure is shown for reference. : 96% · 2026-10-11 ()
15.7% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
7 of 19 funds in its are : CURE, SOXL, SPXL, TMF, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
2 missing
The text the rules are quoted from, with where it came from.
Step 1: If a market fear gauge is spiking, it parks in T‑bills (BIL). Step 2: Otherwise it splits into three sleeves (S&P 500, Nasdaq 100, semis). In each: if a short‑term “hot/cold” score says red‑hot, it buys a vol hedge (UVXY); if washed‑out, it buys a 3x bull (UPRO/TQQQ/SOXL); else it uses ~6‑month trends to rotate among CURE/TMF/DBC/USDU or SCHD/NOBL/DBMF, giving more weight to steadier picks. Stock/bond checks can force defense. Daily; high risk.
A daily, rules-based strategy: dodge panic in T‑bills, buy quick dips with 3x equity funds, and otherwise rotate among stocks, long Treasuries, commodities, the US dollar, and dividend/managed‑futures ETFs using medium‑term trends and volatility-aware sizing.
Out-of-sample, this strategy delivers ~46% annualized return vs ~21% for the S&P, higher Sharpe (~1.63 vs ~1.33), lower drawdown (17.6% vs 18.8%), Calmar ~2.61, and beta ~0.83—more upside with better risk control in a disciplined, rules-based approach.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $582k | 2026-10-11 | |
| Backtest regulatory fees | $1,330 | 2026-10-11 | |
| Backtest slippage cost | $9,782 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, multi-asset rotation, risk-managed, tactical allocation, trend + mean reversion, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 862 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.27 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "CURE", "DBC", "DBMF", "IEF", "NOBL", "SCHD", "SOXL", "SPXL", "SPY", "TLT", "TMF", "TQQQ", "UPRO", "USDU", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.50 | 2026-10-11 |
| Remixes (copies) | 34 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 975 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 73.08% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5723% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.96% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 332.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.97% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.30% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 90.97% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 90.97% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 25.65% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.72 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.61 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.58% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.48 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.68% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 44.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.62 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.23% | 2026-10-11 |
Collective2
Composer Technologies · Composer
