Composer · investment strategy
by Composer Technologies · via Composer
Rule‑based, risk‑on/risk‑off ETF strategy. It hedges crashes when fear spikes, goes defensive after sharp tech drops, and otherwise rides long‑term trends: 3x S&P when stocks and bonds are strong, or rotates to bonds/gold/dollar/commodities when they aren’t.
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.
3 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.
0.0% of weight in (IVV: 3.0%)
No funds
: 38.6% (PDBC 80% × 0.48), 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 ()
3 of 14 funds in its are : SPXU, TQQQ, UPRO
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.
Panic check: if the fear index (VIXM) is overheating (RSI = how “hot” a move is; >68), flip to SPXU (−3x short S&P 500).<br>Else if the Nasdaq‑100 (QQQ) fell >3% in 5 days, park in Treasuries (SCHO); only when the 10–20 day slide is deep does it try a rebound in TQQQ (3x Nasdaq). It won’t chase +5% daily spikes.<br>Otherwise: if stocks (SPY) beat commodities (PDBC) over long windows and bonds are firm (BND > BIL), use UPRO (3x S&P); if bonds aren’t, pick the strongest of SHY/IEF/SPY/GLD/UUP. If commodities lead, hold PDBC.
Rule‑based, risk‑on/risk‑off ETF strategy. It hedges crashes when fear spikes, goes defensive after sharp tech drops, and otherwise rides long‑term trends: 3x S&P when stocks and bonds are strong, or rotates to bonds/gold/dollar/commodities when they aren’t.
Out-of-sample, this multi-asset risk-on/off strategy targets ~49% annualized return vs SPY's ~19%, with Calmar ~1.23 and Sharpe ~1.09. It hedges crashes, follows trends, and outperforms major regimes.
V1 by Garen Phillips. Pietros Maneos added UPRO. Eric Snellman add bond trend switching between UPRO and SPY
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.1M | 2026-10-11 | |
| Backtest regulatory fees | $13k | 2026-10-11 | |
| Backtest slippage cost | $107k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, multi-asset rotation, risk-on/risk-off, tactical asset allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 92 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.87 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "GLD", "IEF", "PDBC", "QQQ", "SCHO", "SHY", "SPXU", "SPY", "TQQQ", "UPRO", "UUP", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.15 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 109 | 2026-10-11 | |
| Watchers | 46 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,396 | 2026-10-11 | |
| Out-of-sample length | 552 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 92.58% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 51k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 48.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 139.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 51.87% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 51.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.64% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 45.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 49.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.79% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
