Composer · investment strategy
by Composer Technologies · via Composer
Buys stock‑market dips with leveraged ETFs, plays defense when overheated, and otherwise rides 150‑day trends across a mixed ETF basket. Keeps 30% in a bond sleeve that flips long/short Treasuries by trend. High risk due to leverage.
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.
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.
1.0% of weight in (IVV: 3.0%)
5 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. : 99% · 2026-10-11 ()
100.0% 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 ()
9 of 19 funds in its are : DUG, SOXL, TECL, TMF, TMV, TQQQ, UDOW, 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.
Step 1: A 10‑day “heat gauge” on a fast tech fund (TQQQ) triggers quick moves—very hot: mostly Consumer Staples (XLP) plus some crash insurance (UVXY); very cold: buy leveraged Tech (TECL)+Staples; if the broad market (SPY) is very cold: buy leveraged S&P (UPRO)+Staples.<br>Step 2: Otherwise, 70% goes to the 4 ETFs with the strongest 150‑day trends from a mixed list (stocks, sectors, gold, energy, commodities, dollar, Brazil, bonds, some leveraged). 30% times long‑term Treasuries, flipping 3x long (TMF) vs 3x short (TMV) by trend. Uses leverage; high risk.
Buys stock‑market dips with leveraged ETFs, plays defense when overheated, and otherwise rides 150‑day trends across a mixed ETF basket. Keeps 30% in a bond sleeve that flips long/short Treasuries by trend. High risk due to leverage.
Out-of-sample: ~29.3% annualized return vs SPY ~20.8%. Diversified trend/momentum with crash hedges seeks higher upside in up markets, plus downside protection—albeit with higher drawdowns than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $973k | 2026-10-11 | |
| Backtest regulatory fees | $2,644 | 2026-10-11 | |
| Backtest slippage cost | $21k | 2026-10-11 |
| AI categories (Composer) | bond timing, buy the dip, leveraged etfs, momentum, multi-asset, sector rotation, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 48 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DUG", "EWZ", "GLD", "PDBC", "SOXL", "SPY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UPRO", "USDU", "UVXY", "XLE", "XLP", "XLV" ] | 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) | 1.63 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,846 | 2026-10-11 | |
| Out-of-sample length | 973 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 9632% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.32% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 170.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 10.30% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.22% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 38.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.43% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.09% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.59 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.41% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.41% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.44 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.27 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.98% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
