Composer · investment strategy
by Composer Technologies · via Composer
A tactical, daily‑rebalanced mix: 60% toggles between a rising‑dollar bet (UUP) and volatile risk‑on plays (typically SOXL + DBC). The other 40% waits for sharp S&P selloffs to trade semiconductors long/short; otherwise it parks defensively in BTAL.
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.
2 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 59% · 2026-10-11 ()
0.0% 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 ()
2 of 9 funds in its are : SOXL, SOXS
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.
80% of your money runs three sleeves, rebalanced daily:<br>- 60%: If the US dollar is in an uptrend (short-term > long-term), hold UUP; otherwise hold the two most volatile of SOXL/DBC/BIL (usually SOXL + DBC).<br>- 40%: If the S&P 500 is deeply sold off, buy SOXL or SOXS based on a quick bond‑vs‑stock strength check; otherwise sit in BTAL. About 20% is left idle/cash.
A tactical, daily‑rebalanced mix: 60% toggles between a rising‑dollar bet (UUP) and volatile risk‑on plays (typically SOXL + DBC). The other 40% waits for sharp S&P selloffs to trade semiconductors long/short; otherwise it parks defensively in BTAL.
Out-of-sample annualized return ~31.6% vs S&P ~21.6%, with Calmar ~1.72 and max drawdown ~18.4% (vs ~18.76%). Beta ~0.71—more growth with less market sensitivity than the S&P.
This version removes the bb signal and makes it buy BIL instead when it's RSI > 100 which should make it never trigger. Also removed USDU in favor of just UUP for longer backtest.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $389k | 2026-10-11 | |
| Backtest regulatory fees | $394 | 2026-10-11 | |
| Backtest slippage cost | $1,721 | 2026-10-11 |
| AI categories (Composer) | defensive hedge, leveraged etfs, mean-reversion, multi-asset, tactical allocation, trend-following, volatility-based selection | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 39 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.47 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "DBC", "SHY", "SOXL", "SOXS", "SPY", "UUP", "VTI" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 7 | 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 | 982 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 27.56% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3795% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 191.76% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.57% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.84% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.15% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.80% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.24 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 5.63 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 5.54 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.30% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.71% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
