Composer · investment strategy
by Composer Technologies · via Composer
A crash‑aware, rules‑based strategy that hides in T‑bills, dollar, gold, and hedges when risk is high, and rides tech/semiconductor uptrends with leveraged ETFs (TQQQ/SOXL) when conditions are calm. Flips to inverse funds if things get overheated.
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.
8 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.
0.6% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 6.1% (PDBC 13% × 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. : 83% · 2026-10-11 ()
45.7% 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 ()
33 of 76 funds in its are : CURE, ERX, ERY, FAS, FAZ, HDGE, PSQ, QLD, RETL, SDOW, SH, SJB, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, TBF, TBT, TECL, TMF, TNA, TQQQ, TTT, TWM, TZA, UBT, UDOW, UPRO, URTY, UWM
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 Macro signals 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.
It’s a rulebook that flips between defense and offense.<br>- Defense if panic or stress: when volatility jumps (VIXM’s RSI = a “hot/cold” score), bonds wobble, or prices slip below trend. It then holds T‑bills/short Treasuries (BIL/SHY), dollar (USDU), gold (GLD), commodities (PDBC), and hedges (BTAL/HDGE/SQQQ).<br>- Offense when calm/up‑trending: it rides tech/semis (QQQ via TQQQ, semis via SOXL). If they get “too hot” (high RSI), it briefly flips to inverse funds (SOXS/SQQQ).<br>Notes: moving average = trend line; drawdown = worst recent drop; stdev = choppiness.
A crash‑aware, rules‑based strategy that hides in T‑bills, dollar, gold, and hedges when risk is high, and rides tech/semiconductor uptrends with leveraged ETFs (TQQQ/SOXL) when conditions are calm. Flips to inverse funds if things get overheated.
Out-of-sample, this crash-aware, regime-switching strategy offers stronger downside protection and lower SPY correlation: max drawdown ~15.4% vs 18.8%, beta ~0.086, Calmar ~1.40, ~21.6% annualized (SPY ~25.4%).
My name is CallingMyPuts, and I have been pantsless for the past 10 months.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-11 | |
| Backtest regulatory fees | $13k | 2026-10-11 | |
| Backtest slippage cost | $99k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro signals, multi-asset, regime-switching, risk management, tactical allocation, trend & mean-reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 460 | 2026-10-11 | |
| Rebalance corridor width | 7.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BKLN", "BND", "BTAL", "COST", "CURE", "ERX", "ERY", "FAS", "FAZ", "FTLS", "FTSL", "GLD", "HDGE", "HEFA", "IEF", "IYR", "IYZ", "MTUM", "PDBC", "PSQ", "QLD", "QQQ", "QUAL", "RETL", "SDOW", "SDY", "SH", "SHV", "SHY", "SHYG", "SJB", "SMH", "SOXL", "SOXS", "SOXX", "SPLV", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "STIP", "TBF", "TBT", "TECL", "TIP", "TIPX", "TLT", "TMF", "TNA", "TQQQ", "TTT", "TWM", "TZA", "UBT", "UDOW", "UNH", "UPRO", "URTY", "USDU", "USFR", "UUP", "UWM", "VIXM", "VTI", "XAR", "XHB", "XLI", "XLK", "XLP", "XLU", "XLY", "XYLD", "YYY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 |
| Remixes (copies) | 33 | 2026-10-11 | |
| Watchers | 17 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,906 | 2026-10-11 | |
| Out-of-sample length | 738 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 60.86% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.55% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 77.25% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.74% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.80% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.86% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.40 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.43% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.20 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.46% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 57.13 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 62.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.37% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
