Composer · investment strategy
by Composer Technologies · via Composer
A fast‑moving, high‑risk strategy in two parts: a “heat check” that adds a big volatility hedge when markets look frothy, and a core model that flips among leveraged Nasdaq, long/short Treasuries, and gold based on short‑term heat and trend signals.
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 2026-10-19
: 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.
0.3% of weight in (IVV: 3.0%)
2 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. : 99% · 2026-10-19 ()
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% · 2026-10-19 ()
6 of 21 funds in its are : PSQ, QLD, SPXL, TMF, TMV, UVXY
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.
Two sleeves (about 67%/33%).<br>1) Four Corners: If major indexes look “too hot” on a 10‑day heat meter (RSI), it shifts into a volatility mix (UVXY 50–75% + TMF + GLD). If not, a regime switch picks: Bull (QLD), Mild Bull (half QLD/hedge + GLD), Mild Bear (QLD or TMF), or Bear (TMF or PSQ + GLD).<br>2) Boosted Zoop: Rotates among TMF, TMV, and QLD/SPXL based on the trend in 20+yr Treasuries and short‑term heat. UVXY=volatility, TMF=3x long Treasuries, TMV=3x short Treasuries, GLD=gold, QLD=2x Nasdaq, SPXL=3x S&P, PSQ=short Nasdaq. High risk.
A fast‑moving, high‑risk strategy in two parts: a “heat check” that adds a big volatility hedge when markets look frothy, and a core model that flips among leveraged Nasdaq, long/short Treasuries, and gold based on short‑term heat and trend signals.
Out-of-sample, a regime-driven strategy with volatility hedges and bond/gold rotation delivers ~15.8% annualized return with ~18.0% max drawdown vs S&P ~16.9%/~18.8%—similar upside, but lower drawdown and better risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $450.7M | 2026-10-19 | |
| Backtest regulatory fees | $1.2M | 2026-10-19 | |
| Backtest slippage cost | $11.2M | 2026-10-19 |
| AI categories (Composer) | bonds–equities rotation, leveraged etfs, rsi-based regime rotation, tactical multi-asset, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 361 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.41 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CORP", "GLD", "IEF", "IOO", "PSQ", "QLD", "QQQ", "SPXL", "SPY", "TLT", "TMF", "TMV", "UVXY", "VGT", "VOX", "VPU", "VTV", "WTMF", "XLF", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.03 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-19 |
| Remixes (copies) | 36 | 2026-10-19 | |
| Watchers | 15 | 2026-10-19 |
| Community review status | REJECTED | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 487 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 104.22% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 4507k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.82% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 32.43% | ||
| Return, trailing 1 day (out-of-sample) | -3.40% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.64% | ||
| Return, trailing 1 week (out-of-sample) | -10.53% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -5.00% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 5.34% | ||
| Return, trailing 2 weeks (out-of-sample) | -11.55% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.13% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.79 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.88 | ||
| Maximum drawdown, backtest period (backtest) | -17.99% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.99% | ||
| Sharpe ratio, backtest period (backtest) | 2.57 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Sortino ratio, backtest period (backtest) | 4.63 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.64 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 29.42% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.35% |
| Annualized turnover, backtest period (backtest) | 43.51 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.97 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.00% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.00% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
