Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based strategy: ride tech-led rallies with 3x funds, hedge overheated markets with volatility, and shift to inverse/defensive bond, dollar and commodity plays in stress. A slower sleeve blends SPY/TLT/UUP/DBC to help limit big drawdowns.
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.
1 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
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 ()
23 of 39 funds in its are : CURE, ERX, EUO, MVV, QLD, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UPRO, USD, UVXY, YCS
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.
Each day it reads simple gauges: - Hot/cold of stocks (RSI: a 0–100 “speedometer” of how fast prices rose/fell) - Trend lines (moving averages) - Signals from bonds (TLT/IEF/SHY), the US dollar (UUP) and commodities (DBC)<br>If stocks look overheated, it buys market volatility (UVXY) as a hedge. If they look washed out and bonds confirm, it buys the bounce with tech/semiconductor 3x funds (TQQQ, SOXL, etc). In downtrends or inflation/rising‑rate stress it uses inverse funds, dollar, oil/gold, or cash‑like T‑bills. A second, slower sleeve mixes SPY, long Treasuries, the dollar and commodities by recent strength to steady returns. Rebalanced daily.
A daily, rules-based strategy: ride tech-led rallies with 3x funds, hedge overheated markets with volatility, and shift to inverse/defensive bond, dollar and commodity plays in stress. A slower sleeve blends SPY/TLT/UUP/DBC to help limit big drawdowns.
Out-of-sample annualized return: ~24.86% vs SPY ~20.70%. Adaptive hedges (volatility, bonds, dollar) plus dynamic 3x-tech exposure seek higher upside while aiming to limit stress losses—backed by 1,425 test days and daily rebalancing.
BT 11Y | 9-91%->-5.81% DD | 15-86%->-10.2% | 22-78%->-15.1% | 29-71%->-19.9% | 36-64%->-24.6% | 44-56%->-29.8% | 52-48%->-34.8% | No Stripped Zero Beta Max DD -60.5%
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $50465.3B | 2026-10-11 | |
| Backtest regulatory fees | $14.1B | 2026-10-11 | |
| Backtest slippage cost | $12.9B | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, macro regime, momentum and mean reversion, risk-managed, tactical allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 903 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CURE", "DBC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "MVV", "PUI", "QLD", "SH", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UPRO", "USD", "UUP", "UVXY", "VIXY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-11 |
| Remixes (copies) | 34 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,763 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 346.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 504652868k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 136.49% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 11.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -40.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -41.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.90% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 72.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -76.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.34 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 76.22% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 84.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 106.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 107.41 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.49% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
