Composer · investment strategy
by Composer Technologies · via Composer
A daily trend‑following, hedged rotation that shifts between leveraged tech/semis, Treasuries (long or inverse), and quality/hedged equity based on moving‑average signals and 30‑day momentum. Very aggressive due to 3x ETFs.
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.
1.1% 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% · 2026-10-11 ()
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 ()
7 of 13 funds in its are : SOXL, TECL, TMF, TMV, TQQQ, UDOW, 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 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.
Each day it uses moving averages (average of last X days) to judge trends. If TLT is above its 150‑day avg and SPY above 200‑day, split across 3x tech/semis (TECL, TQQQ, SOXL), 3x Treasuries (TMF), and a downside‑hedged fund (PHDG). If TLT above 150‑day but SPY below, hold TLT. If TLT ≤ 150‑day and also below 23‑day, split TMV (3x inverse Treasuries) and UDOW (3x Dow). Otherwise, 75% goes to the best 30‑day performer (TMF, UPRO, TMV, MOAT, BRK.B, USMV); 25% cash.
A daily trend‑following, hedged rotation that shifts between leveraged tech/semis, Treasuries (long or inverse), and quality/hedged equity based on moving‑average signals and 30‑day momentum. Very aggressive due to 3x ETFs.
Out-of-sample, this strategy targets ~32.8% annualized returns vs SPY’s ~22.4%, with a dynamic tech/bonds rotation and hedging. Higher upside and regime flexibility, but larger drawdowns (~34% vs ~19%) and a slightly lower risk-adjusted edge.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.7M | 2026-10-11 | |
| Backtest regulatory fees | $6,112 | 2026-10-11 | |
| Backtest slippage cost | $48k | 2026-10-11 |
| AI categories (Composer) | hedging, leveraged etfs, momentum rotation, stocks, tactical trend-following, treasuries | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 27 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.46 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BRK/B", "MOAT", "PHDG", "SOXL", "SPY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UPRO", "USMV" ] | 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) | 1.40 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,480 | 2026-10-11 | |
| Out-of-sample length | 954 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 26k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.83% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 193.24% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.62% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.49% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.32% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.31% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.66% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -36.63% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.05% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.39 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.05 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.94% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.30% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.29% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
