Composer · investment strategy
by Composer Technologies · via Composer
A daily, risk-on/risk-off strategy. It shorts stocks on volatility spikes, uses Treasuries or 3x Nasdaq after sharp tech selloffs, and otherwise splits into five trend slices that pick 3x S&P 500, commodities, or the best defensive asset (bonds/dollar/gold).
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.
2 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.
Daily rebalance. 1) If volatility (VIXM) is surging (RSI>68), hold SPXU (3x inverse S&P 500). 2) Else if Nasdaq-100 fell >3% in 5 days, use a shock absorber: prefer SCHO (short‑term Treasuries); buy TQQQ (3x Nasdaq) only on deeper dips; skip >+5% 1‑day pops. 3) Else use 5 equal slices: if stocks (SPY) beat commodities (PDBC) over 200–600 days and bonds are rising (BND>BIL), hold UPRO (3x S&P 500); otherwise hold the 60‑day leader of BSV/UUP/IEF/SPY/GLD; if commodities lead, hold PDBC. Exposures: US stocks (esp. tech), commodities, gold, Treasuries, US dollar.
A daily, risk-on/risk-off strategy. It shorts stocks on volatility spikes, uses Treasuries or 3x Nasdaq after sharp tech selloffs, and otherwise splits into five trend slices that pick 3x S&P 500, commodities, or the best defensive asset (bonds/dollar/gold).
Out-of-sample: ~41% annualized return vs ~22% for the S&P, with ~40% max drawdown vs ~19%. A regime-switching, multi-asset approach (stocks, commodities, bonds) aims for big upside with daily rebalancing and risk management.
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) | daily rebalance, leveraged etfs, multi-asset rotation, regime-switching, risk-on/risk-off, trend-following, volatility trigger | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 92 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "GLD", "IEF", "PDBC", "QQQ", "SCHO", "SPXU", "SPY", "TQQQ", "UPRO", "UUP", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,396 | 2026-10-11 | |
| Out-of-sample length | 984 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 92.41% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 50k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.97% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 282.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.58% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.14% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 52.06% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 52.04% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.17% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.64% | 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) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.93% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 42.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.23 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
