Composer · investment strategy
by Composer Technologies · via Composer
A high-risk, tactical blend of “buy the dip” in major indexes, slow trend/regime rotation, and macro pairing (Tech with Bonds/Commodities/Gold/USD). It uses leveraged ETFs for upside, UVXY/cash for defense, and sizes positions by recent volatility.
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.
8 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.
0.1% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
: 12.0% (PDBC 25% × 0.48), 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. : 98% · 2026-10-11 ()
57.9% 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 ()
12 of 23 funds in its are : CURE, SOXL, SPXL, SQQQ, SVXY, TMF, TMV, TQQQ, UGL, UPRO, UTSL, 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 Macro signals 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.
It blends 3 engines: (1) Fast “Pop Bots” buy dips in big indexes (SPXL=3x S&P 500, TQQQ=3x Nasdaq, SOXL=3x Semis) when a short-term gauge (RSI) says “oversold,” sit in T‑Bills (BIL) when neutral, and briefly hedge with UVXY (a fear ETF) when things look overheated. (2) A slower trend/regime check (stocks vs commodities over ~4–24 months) holds mixes of TQQQ, Healthcare (CURE), Utilities (UTSL), short VIX (SVXY) or even 3x short Nasdaq (SQQQ) in bears. (3) A macro rotator pairs Tech with Bonds (TMF), Commodities (PDBC), Gold (UGL) or the US Dollar (USDU) based on recent 6‑month leaders. A bond‑trend overlay (TLT moving averages) further tilts toward TMF/UPRO/TMV/MOAT/USMV or cash. Positions are sized by recent volatility (calmer assets get more). High risk: many holdings are 2–3x leveraged or volatility-linked.
A high-risk, tactical blend of “buy the dip” in major indexes, slow trend/regime rotation, and macro pairing (Tech with Bonds/Commodities/Gold/USD). It uses leveraged ETFs for upside, UVXY/cash for defense, and sizes positions by recent volatility.
Out-of-sample return ~40% vs SPY ~21%; stronger risk-adjusted metrics (Calmar ~1.26, Sharpe ~1.22) with diversified, adaptive engines and hedges. Drawdowns ~32% - riskier, but aimed at higher long-run growth than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.0M | 2026-10-11 | |
| Backtest regulatory fees | $7,425 | 2026-10-11 | |
| Backtest slippage cost | $57k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro rotation, momentum, risk-on/risk-off, sector rotation, tactical allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 850 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CURE", "DBC", "MOAT", "PDBC", "PHDG", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "USDU", "USMV", "UTSL", "UUP", "UVXY", "VIXM" ] | 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) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 26 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,352 | 2026-10-11 | |
| Out-of-sample length | 973 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 84.33% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 30k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 269.44% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.07% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 63.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 63.96% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.25% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 20.50% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.26 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -31.89% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.89% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.03 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.47% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
