Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, high-risk HFEA variant that reads trends and recent winners to shift among 3× S&P 500 (UPRO), long/short Treasuries (TMF/TLT/TMV), hedges (SPXU), and tech dip buys (TECL). No fixed rebalance; trades when signals flip.
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.
1.8% 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 ()
55.8% 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 ()
5 of 9 funds in its are : SPXU, TECL, TMF, TMV, 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.
Checks trends: TLT 350d>550d? SPY above 200d? Then: - In uptrends, hold a 55/45 stocks/bonds mix tilted to the 60‑day winner. - In stock downtrends, buy tech dips (TECL) when QQQ’s RSI is low (<30); else use SHY or hedge with SPXU. - If bonds are weak too, can short them with TMV. ETFs: UPRO=3x S&P; TMF/TLT=long Treas (3x/1x); TECL=3x tech; SPXU=−3x S&P; TMV=−3x Treas; SHY=T‑bills.
Rules-based, high-risk HFEA variant that reads trends and recent winners to shift among 3× S&P 500 (UPRO), long/short Treasuries (TMF/TLT/TMV), hedges (SPXU), and tech dip buys (TECL). No fixed rebalance; trades when signals flip.
Out-of-sample edge: ~23.7% annual return vs SPY 21.6%, Calmar ~0.87, Sharpe ~0.80. Regime-aware, rules-based tilts to winners, hedges in downturns, and tech-dip buys for higher upside with disciplined risk control.
Backtested to Jan 2010
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $16.3M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $97k | 2026-10-11 |
| AI categories (Composer) | inverse etfs, leveraged etfs, momentum/rsi, risk-on/risk-off, tactical asset allocation, treasuries, trend following, us equities | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 109 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "QQQ", "SHY", "SPXU", "SPY", "TECL", "TLT", "TMF", "TMV", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 |
| Remixes (copies) | 38 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,335 | 2026-10-11 | |
| Out-of-sample length | 884 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 163k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.67% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 110.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.06% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 7.21% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 7.21% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 1.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.97% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.36% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.40 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.80 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 34.95% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.79% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 10.93 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
