Composer · investment strategy
by Composer Technologies · via Composer
A 60/40 mix: 60% chases the strongest or most beaten‑down stock sector (often using leveraged ETFs), while 40% runs hedges that rotate among Treasuries, volatility funds, and occasional shorts using simple overbought/oversold and trend signals.
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.
“60% offense: rotates into the strongest stock sector”
“40% defense: flips among Treasuries”
“If any sector looks overheated, it briefly buys a volatility hedge (UVXY).”
“flips among Treasuries (TMF/TMV/TLT), volatility funds (VIXY/UVXY long; SVXY short), broad stocks (VTI), and occasional shorts (PSQ, SH)”
“It may use leveraged sector ETFs (TECL, FAS) when momentum is strong.”
“Rebalances daily.”
“rotates into the strongest stock sector (SPDR tickers like XLK=Tech, XLF=Financials, etc.) or buys one after a sharp drop”
“using RSI (a speed/heat gauge: high=overheated, low=washed‑out) and simple trend lines”
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.
0.0% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-11 ()
70.6% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
18 of 40 funds in its are : CURE, DRN, DUSL, ERX, FAS, LTL, PSQ, SH, SVXY, TECL, TMF, TMV, TQQQ, UGE, UTSL, UVXY, UYM, WANT
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.
60% offense: rotates into the strongest stock sector (SPDR tickers like XLK=Tech, XLF=Financials, etc.) or buys one after a sharp drop. If any sector looks overheated, it briefly buys a volatility hedge (UVXY). It may use leveraged sector ETFs (TECL, FAS) when momentum is strong.<br>40% defense: flips among Treasuries (TMF/TMV/TLT), volatility funds (VIXY/UVXY long; SVXY short), broad stocks (VTI), and occasional shorts (PSQ, SH) using RSI (a speed/heat gauge: high=overheated, low=washed‑out) and simple trend lines. Rebalances daily.
A 60/40 mix: 60% chases the strongest or most beaten‑down stock sector (often using leveraged ETFs), while 40% runs hedges that rotate among Treasuries, volatility funds, and occasional shorts using simple overbought/oversold and trend signals.
Out-of-sample edge: Sharpe 2.10 vs 1.22, Calmar 4.46, annualized return ~88.7% vs ~20% for SPY. A disciplined 60/40 sector-rotation with hedges aims higher, risk-controlled returns.
60/40: andrew.thomas.taylor's Sector Rotator / DereckN's Hedge System
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.2M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $89k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, rsi/momentum signals, sector rotation, tactical long/short, treasuries timing, volatility etps | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 517 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.31 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "CURE", "DRN", "DUSL", "ERX", "FAS", "LTL", "PSQ", "QQQ", "SH", "SHV", "SPY", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGE", "UTSL", "UVXY", "UYM", "VIXM", "VIXY", "VTI", "WANT", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XTL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.28 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 3,180 | 2026-10-11 | |
| Watchers | 1,181 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,744 | 2026-10-11 | |
| Out-of-sample length | 548 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 139.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 42k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 88.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 298.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 93.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 93.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.57% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 65.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
