Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based rotation with leverage. It checks market trend, a TIP “canary,” and momentum to own the 4 strongest assets across stocks, bonds, real estate, and commodities—or sit in T‑bills. A UVXY “spike catcher” may hedge when markets look overheated.
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.
“BIL is the defense.”
“If stocks look very “hot” short‑term or volatility is heating up, buy UVXY briefly.”
“mostly via 2–3x ETFs”
“If TIP’s past‑year trend is positive, go Offensive: equal‑weight the 4 strongest ETFs by 1–12‑month returns; otherwise hold BIL (T‑bills).”
“equal‑weight the 4 strongest ETFs by 1–12‑month returns”
“If SPY is above its 200‑day average, conditions are “risk‑on”; else “risk‑off.””
“equal‑weight the 4 strongest ETFs”
6 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.
0.8% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
: 9.5% (DBC 25% × 0.37), shown separately from fossil-fuel companies.
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 69% · 2026-10-11 ()
62.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
10 of 14 funds in its are : DRN, EDC, EFO, SPXL, TMF, TNA, TQQQ, TYD, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Daily steps: 1) Trend: If SPY is above its 200‑day average, conditions are “risk‑on”; else “risk‑off.” 2) Black‑Swan: If stocks look very “hot” short‑term or volatility is heating up, buy UVXY briefly. 3) Canary (TIP): If TIP’s past‑year trend is positive, go Offensive: equal‑weight the 4 strongest ETFs by 1–12‑month returns; otherwise hold BIL (T‑bills). Offense spans US/foreign stocks, real estate, long Treasuries, commodities—mostly via 2–3x ETFs.
A daily, rules‑based rotation with leverage. It checks market trend, a TIP “canary,” and momentum to own the 4 strongest assets across stocks, bonds, real estate, and commodities—or sit in T‑bills. A UVXY “spike catcher” may hedge when markets look overheated.
Diversified, rules-based rotation with TIP canary and UVXY hedge. Captures multi-asset momentum; risk-managed complement to the S&P 500. OOS: ~18.7% annualized return, Sharpe ~0.73, Calmar ~0.71 (~1,217 days).
Black Swan Catcher at the front - Uses TIP as a Canary Asset - Momentum Strategy as an Offensive set with no leverage in this version. BIL is the defense. Current version trades leveraged versions.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.0M | 2026-10-11 | |
| Backtest regulatory fees | $19k | 2026-10-11 | |
| Backtest slippage cost | $153k | 2026-10-11 |
| AI categories (Composer) | dual momentum, etf rotation, leveraged etfs, risk management, tactical asset allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 121 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.40 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "DBC", "DRN", "EDC", "EFO", "SPXL", "SPY", "TIP", "TMF", "TNA", "TQQQ", "TYD", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 835 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 80k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.01% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.13% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 1.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 1.83% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -3.90% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.19 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -47.36% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.33% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.27 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.19% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.36 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.66% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 61.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
