Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical strategy: ride the strongest leaders or 3x sector ETFs in uptrends, hedge with UVXY when markets look overheated, buy dips with TQQQ/SPXL, and switch to inverse ETFs or T‑bills in downtrends. BDRY and RSI guide the regime calls.
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. : 95% · 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 ()
16 of 102 funds in its are : BITX, CURE, GDXU, LABU, PSQ, SH, SOXL, SPXL, SPXS, SPXU, SQQQ, TECL, TMF, TQQQ, UPRO, 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 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 daily, tactical plan that reads a few “hot/cold” signals (RSI = a short‑term heat score: high = overheated, low = washed out).<br>- If shipping costs (BDRY) say risk‑on and markets look overheated, it buys UVXY (a volatility spike fund), sometimes with BTAL (a hedge).<br>- If markets look washed out, it buys the dip using 3x index funds (TQQQ/SPXL).<br>- Otherwise, it holds the single strongest stock or a 3x sector ETF (like SOXL/TECL/LABU), choosing the calmer option that day.<br>- In weak markets it flips to inverse funds (SQQQ/PSQ/SPXU) or T‑bills (BIL).
A daily, tactical strategy: ride the strongest leaders or 3x sector ETFs in uptrends, hedge with UVXY when markets look overheated, buy dips with TQQQ/SPXL, and switch to inverse ETFs or T‑bills in downtrends. BDRY and RSI guide the regime calls.
Out-of-sample, this strategy delivers ~80% annualized return vs SPY’s ~17%, with positive alpha and a Calmar ~1.21. It adapts risk-on/defense dynamically; expect larger drawdowns in downturns, but far stronger upside when trends persist.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $4,036 | 2026-10-11 | |
| Backtest slippage cost | $34k | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, macro timing, sector rotation, tactical momentum, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 519 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABNB", "ADBE", "AMAT", "AMD", "AMZN", "APP", "ASML", "AVGO", "BABA", "BDRY", "BIL", "BITX", "BKNG", "BLK", "BMY", "BND", "BRK/B", "BTAL", "CELH", "CI", "COST", "CPRT", "CRM", "CRWD", "CURE", "DE", "DHI", "DHR", "DIS", "DOW", "FISV", "GDXU", "GOOG", "HD", "IEF", "INTU", "IOO", "JD", "JPM", "KLAC", "KO", "LABU", "LEN", "MA", "MARA", "MCD", "MDLZ", "MELI", "META", "MMM", "MNST", "MRK", "MSFT", "NCNO", "NFLX", "NKE", "NOW", "NU", "NVDA", "NVO", "ORCL", "PANW", "PAYO", "PDD", "PEP", "PFE", "PLD", "PSQ", "PYPL", "QQQ", "RTX", "SAP", "SH", "SHOP", "SMCI", "SOXL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SYK", "TECL", "TEVA", "TLT", "TMF", "TQQQ", "TSLA", "TSM", "U", "UI", "UNH", "UPRO", "UVXY", "V", "VEEV", "VTV", "WDAY", "WMT", "XLF", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.48 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 |
| Remixes (copies) | 74 | 2026-10-11 | |
| Watchers | 26 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 810 | 2026-10-11 | |
| Out-of-sample length | 228 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 356.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 79.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.59% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.32% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.99% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 144.94% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -5.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 57.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.96 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -71.85% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -66.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.85 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 79.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 98.29% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 120.94 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 152.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.95% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
