Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical strategy: ride the strongest 3x stock ETFs when SPY and bonds look safe; flip to inverse 3x funds, Treasuries, dollar, gold, or volatility (UVXY) when risk spikes. Uses RSI (a hot/cold gauge) on SPY/TLT to switch Risk‑On vs Risk‑Off.
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.
0.2% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 ()
20 of 35 funds in its are : DXD, FAS, FAZ, HIBL, HIBS, PSQ, SDS, SH, SQQQ, SRTY, TECS, TMF, TMV, TNA, TQQQ, UDOW, UPRO, UVXY, WANT, YINN
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.
It watches SPY (big US stocks) and TLT (long Treasuries). RSI is a quick hot/cold meter of recent buying vs selling. If SPY is calm and bonds steady, it goes Risk‑On: buys the 2–3 strongest 3x stock funds (e.g., TQQQ, UPRO, HIBL; sometimes 3x long bonds TMF). If stocks overheat/roll over or rates jump, it goes Risk‑Off: inverse 3x funds (SQQQ/SDS/TMV) plus dollar (UUP), gold (GLD), staples (XLP), or T‑bills. In sharp drops it may buy UVXY. Daily rebalanced; very high risk.
Daily tactical strategy: ride the strongest 3x stock ETFs when SPY and bonds look safe; flip to inverse 3x funds, Treasuries, dollar, gold, or volatility (UVXY) when risk spikes. Uses RSI (a hot/cold gauge) on SPY/TLT to switch Risk‑On vs Risk‑Off.
Regime-switching, 3x ETF upside with hedges (bonds/USD/gold/vol) for drawdowns. OOS return ~19.2% vs SPY ~20.3%; offers diversification and resilience in volatility, but higher drawdowns and lower risk-adjusted return than the S&P 500.
This symphony seeks to capture value in both bullish and bearish markets with a bullish/bearish trigger based on SPY RSI conditions .The symphony is Risk On if treasuries and the SPY are stable and not in overbought conditions; otherwise, it adds Risk-Off assets, including 3x inverse funds of both bonds and equities and short dated T-Bills. The Risk-On assets are a sorted and ranked group of the top 2 performing 3x levered ETFs over the previous 30 days, representing high beta US equities, China, small cap, consumer discretionary, and long-dated treasuries. This symphony was developed by Blackworks Capital.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30.8M | 2026-10-11 | |
| Backtest regulatory fees | $163k | 2026-10-11 | |
| Backtest slippage cost | $1.5M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged & inverse etfs, long/short, macro/rates, momentum/trend, multi-asset, tactical, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 501 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "DBC", "DXD", "FAS", "FAZ", "GLD", "HIBL", "HIBS", "IEF", "PSQ", "QQQ", "SDS", "SH", "SHV", "SPY", "SQQQ", "SRTY", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UDOW", "UPRO", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "WANT", "XLP", "YINN" ] | 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) | 2.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,688 | 2026-10-11 | |
| Out-of-sample length | 800 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 231.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 308k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.21% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 74.82% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.64% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.94% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.07% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.56% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.22% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.32 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.97% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.19 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.62 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 64.04% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 57.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 104.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.81% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
