Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, multi-sleeve strategy that rides tech/US stock uptrends with leverage, hedges or shorts in downturns, and rotates into Treasuries, volatility, and commodity trends. Uses simple trend/overbought/oversold signals. High risk; positions can change quickly.
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.
17 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.
3.2% of weight in (IVV: 3.0%)
9 funds (SEC N-PORT, as of 2026-05-31)
: 1.9% (DBC 3% × 0.37, DBO 1% × 1.00, BOIL 0% × 2.00), shown separately from fossil-fuel companies.
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 ()
43.2% 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 ()
18 of 48 funds in its are : BOIL, KOLD, PSQ, SH, SPXL, SPXU, SQQQ, SVIX, SVXY, TBX, TECL, TMF, TMV, TQQQ, UCO, UGL, 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 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.
Think of traffic lights. First it checks the market trend (is the S&P 500 above its long-term average?). Green: ride big winners with levered index funds (TQQQ, SPXL/UPRO). Yellow: if prices ran too fast (a speedometer called RSI is very high), park in T‑bills (SHV/SHY) or buy crash insurance (UVXY/VIXY). Red: hedge or short (SQQQ/SPXU) or move to Treasuries (TLT/TMF). Side sleeves trade trends in oil/nat‑gas/energy/clean energy/agriculture and run a cautious short‑vol sleeve (SVIX/SVXY when calm; BTAL when not).
A rules-based, multi-sleeve strategy that rides tech/US stock uptrends with leverage, hedges or shorts in downturns, and rotates into Treasuries, volatility, and commodity trends. Uses simple trend/overbought/oversold signals. High risk; positions can change quickly.
Out-of-sample, this multi-sleeve, levered strategy delivers ~28.9% annualized return vs 19.6% for the S&P, with higher Sharpe (~1.22) and lower drawdown (~18.6% vs 18.8%), plus Calmar ~1.55 over 788 days—capturing tech upside while using disciplined hedges for better risk-adjusted growth.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $73k | 2026-10-11 | |
| Backtest regulatory fees | $143 | 2026-10-11 | |
| Backtest slippage cost | $1,013 | 2026-10-11 |
| AI categories (Composer) | commodities, hedged, leveraged etfs, tactical allocation, treasuries, trend-following, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 502 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.14 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BOIL", "BSV", "BTAL", "CPER", "DBA", "DBC", "DBO", "FAN", "FCG", "ICLN", "IEF", "KOLD", "PSQ", "QQQ", "SH", "SHV", "SHY", "SLV", "SPXL", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TAN", "TBX", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UGL", "UNG", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VTI", "WOOD", "XLE", "XLK", "XLP", "XME", "XOP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.04 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,116 | 2026-10-11 | |
| Out-of-sample length | 540 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 628.49% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 72.34% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.54% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.95% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 26.65% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 26.66% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.07% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -18.56% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.56% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.75 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.13 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 22.34% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.45 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.37% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
