Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based ETF strategy with three layers: panic‑safety, quick swing trades, and a core 2×2 regime (tech vs utilities and credit on/off). It rotates among stocks, bonds, cash, and hedges to pursue smoother, higher risk‑adjusted returns while avoiding oversized shorts.
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.
4 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.
1.7% 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. : 86% · 2026-10-11 ()
24.7% 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 ()
7 of 20 funds in its are : PSQ, SH, SOXL, TECL, TMF, TQQQ, UPRO
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.
Three speeds. 1) If the Nasdaq gets very jumpy (big recent day‑to‑day swings), move to safety mixes. 2) If it looks washed‑out or too hot (a simple 0–100 “hot/cold” gauge of recent buying vs selling), take short, balanced bounce/pop trades. 3) Otherwise, use a 2×2 core: if big tech is stronger than utilities, lean growth; if not, lean defense. A credit check (corporate bonds vs T‑bills) then picks a bull or bear mini‑portfolio, each spread across 2–4 liquid ETFs.<br>
A rules‑based ETF strategy with three layers: panic‑safety, quick swing trades, and a core 2×2 regime (tech vs utilities and credit on/off). It rotates among stocks, bonds, cash, and hedges to pursue smoother, higher risk‑adjusted returns while avoiding oversized shorts.
Out-of-sample annualized return ~26%, max drawdown ~21%, Calmar ~1.25. Delivers stronger risk-adjusted upside vs the S&P 500 through panic-safety, fast-swings, and regime-switching diversification with high liquidity.
2x2 QQQ vs VPU | CORP vs BIL. Diversify every section; Sharpe is king. No wild swings or huge short positions. Quick positions emphasize high volume and low bid/ask spread. This version modified to have all metal,gold,mining, utilities, etc either deleted or changed to BIL. Performance is only slightly worse.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.5M | 2026-10-11 | |
| Backtest regulatory fees | $30k | 2026-10-11 | |
| Backtest slippage cost | $259k | 2026-10-11 |
| AI categories (Composer) | defensive hedging, leveraged/inverse etfs, momentum/mean‑reversion, regime switching, tactical multi-asset etfs, volatility control | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 71 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.38 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "CORP", "IEF", "LTPZ", "PSQ", "QQQ", "SH", "SOXL", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "VCLT", "VIXY", "VPU", "VT", "VWO" ] | 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) | 1.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 18 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 629 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 57.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 95k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.01% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 5.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 5.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.02% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.02% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.00 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.15% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.00 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.62% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
