Composer · investment strategy
by Composer Technologies · via Composer
A fast, tactical strategy: hide in T‑Bills when volatility spikes, buy dips in 3x stock funds when trends are up, fade overheated moves with UVXY, and otherwise rotate among tech, bonds, gold, commodities, dollar, and managed futures. Very high risk due to 3x/vol ETPs.
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 volatility (VIX) spikes, it hides in cash‑like T‑Bills (BIL) or short Treasuries (SHY).”
“If they run too hot, it briefly buys UVXY (tracks volatility) to catch pullbacks.”
“If US stocks trend up, it buys dips in 3x stock funds (SPXL=3x S&P 500, TQQQ=3x Nasdaq, SOXL=3x semis).”
“it’s a daily, rules‑based “move where the wind blows” plan.”
“Otherwise it follows longer trends (stocks vs commodities, bonds vs dollar)”
“It sizes positions by recent volatility to balance risk.”
9 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.
0.1% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 10.6% (PDBC 22% × 0.48), shown separately from fossil-fuel companies.
No stated fossil-fuel rule; the exposure is shown for reference. : 96% · 2026-10-11 ()
43.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
11 of 26 funds in its are : CURE, SOXL, SPXL, SQQQ, SVXY, TMF, TMV, TQQQ, USD, UTSL, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Plain English: it’s a daily, rules‑based “move where the wind blows” plan. • RSI = a 0–100 “heat” score over recent days (low=cold/oversold; high=hot/overbought). 1) If volatility (VIX) spikes, it hides in cash‑like T‑Bills (BIL) or short Treasuries (SHY). 2) If US stocks trend up, it buys dips in 3x stock funds (SPXL=3x S&P 500, TQQQ=3x Nasdaq, SOXL=3x semis). If they run too hot, it briefly buys UVXY (tracks volatility) to catch pullbacks. 3) Otherwise it follows longer trends (stocks vs commodities, bonds vs dollar) and rotates among tech/healthcare/utilities, bearish QQQ (SQQQ), long/short Treasuries (TMF/TMV), gold (GLD), commodities (PDBC), the US dollar (USDU), and managed futures (DBMF). It sizes positions by recent volatility to balance risk.
A fast, tactical strategy: hide in T‑Bills when volatility spikes, buy dips in 3x stock funds when trends are up, fade overheated moves with UVXY, and otherwise rotate among tech, bonds, gold, commodities, dollar, and managed futures. Very high risk due to 3x/vol ETPs.
Out-of-sample annualized return around 33% vs S&P 500’s ~21%; Sharpe ~1.36 vs ~1.04; Calmar ~1.39. Stronger risk-adjusted upside, built-in volatility hedges and regime-based diversification, with disciplined drawdown management. Higher drawdowns possible.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $449k | 2026-10-11 | |
| Backtest regulatory fees | $1,327 | 2026-10-11 | |
| Backtest slippage cost | $9,595 | 2026-10-11 |
| AI categories (Composer) | commodities, daily rebalancing, leveraged etfs, managed futures, mean reversion, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,705 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "CURE", "DBC", "DBMF", "GLD", "IEF", "PDBC", "SHY", "SMH", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "USD", "USDU", "UTSL", "UUP", "UVXY", "VIXM", "VIXY" ] | 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) | 1.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,846 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 68.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4392% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.16% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 203.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.53% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 61.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 61.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 12.74% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.43% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.91% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.27 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.94% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 41.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.77 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.92% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
