Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “ride the uptrend, hedge the heat” system: it chases strong tech‑led rallies with leveraged ETFs, hedges or goes to cash when things look too hot or fearful, and uses Treasuries or shorts in downtrends. Includes a small EM trend sleeve.
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.
12 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.
1.9% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 2026-10-11 ()
98.5% 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 ()
20 of 52 funds in its are : AGQ, CURE, EDC, EDZ, PSQ, QLD, SH, SOXL, SPXL, SQQQ, SVXY, TBF, TBT, TECL, TMF, TMV, 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 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.
1) Check the S&P 500’s trend (vs its 200‑day average).<br>2) If up: ride the strongest funds (often TQQQ/UPRO/TECL, sometimes SVXY) using recent strength and risk checks.<br>3) If markets look overheated or fear rises: hedge or go to T‑Bills (UVXY/VIXY, BTAL, BIL).<br>4) If drops look short‑term: buy the dip (TQQQ/TECL) with safety gates.<br>5) If the trend breaks: rotate to Treasuries (TMF/TMV) or short funds (PSQ/SH). A small sleeve flips EM bull/bear.
A daily, rules‑based “ride the uptrend, hedge the heat” system: it chases strong tech‑led rallies with leveraged ETFs, hedges or goes to cash when things look too hot or fearful, and uses Treasuries or shorts in downtrends. Includes a small EM trend sleeve.
Strategically chases tech rallies with leverage and hedges risk via Treasuries and volatility tools, using trend signals. Out-of-sample: Calmar ~2.29, Sharpe ~1.24 vs S&P ~1.21; upside ~58% vs ~20%, with disciplined risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $69.4B | 2026-10-11 | |
| Backtest regulatory fees | $149.3M | 2026-10-11 | |
| Backtest slippage cost | $1.4B | 2026-10-11 |
| AI categories (Composer) | daily rebalance, hedged, leveraged etfs, market timing, mean reversion, multi-asset, risk-managed, tactical asset allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,071 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "AGG", "AGQ", "BIL", "BND", "BSV", "BTAL", "COKE", "COST", "CURE", "DBC", "EDC", "EDZ", "EEM", "IEF", "IEI", "IGIB", "IOO", "IWM", "IXN", "LLY", "NVO", "PGR", "PSQ", "QLD", "QQQ", "RINF", "SH", "SHV", "SOXL", "SOXX", "SPHB", "SPXL", "SPY", "SQQQ", "SVXY", "TBF", "TBT", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "VTV", "XLF", "XLK", "XLP", "XLU" ] | 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) | 1.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 28 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,557 | 2026-10-11 | |
| Out-of-sample length | 523 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 205.19% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 694487k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 58.18% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 159.50% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.93% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 48.36% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 48.30% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.70% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.48% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.42% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.59 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.12 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.77% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 61.54 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 60.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.54% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
