Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, go‑risk/go‑defense portfolio: piles into leveraged tech when trends are up and calm, rotates to bonds/dollar/gold/staples when stress rises, and adds VIX hedges (UVXY) to cushion crashes.
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.
18 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.
0.6% of weight in (IVV: 3.0%)
13 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 4.9% (DBC 13% × 0.37), 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. : 89% · 2026-10-11 ()
43.4% 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 ()
13 of 35 funds in its are : PSQ, QLD, SH, SPXL, SQQQ, SVXY, TECL, TMF, TMV, TQQQ, TYD, TYO, 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.
The money is split into sleeves. In uptrends (SPY above its 200‑day average), it rides tech using 3× stock funds like TQQQ/TECL/SPXL. If tech gets overheated (RSI high) or drops fast, it buys UVXY (a VIX “fear” hedge) or shifts to GLD (gold), UUP/USDU (US dollar), XLP (staples), and short Treasuries (SHY/BSV). A trend sleeve rotates among SPY, TLT, GLD, DBC, UUP by 120‑day return. A bond sleeve flips between TMF (3× long T‑bonds) and TMV (3× short) using trend/RSI. RSI=0–100 heat gauge; MA=trendline.
Rules-based, go‑risk/go‑defense portfolio: piles into leveraged tech when trends are up and calm, rotates to bonds/dollar/gold/staples when stress rises, and adds VIX hedges (UVXY) to cushion crashes.
Out-of-sample, this rules-based strategy beats SPY on risk-adjusted return (Sharpe ~1.53 vs ~1.42), with ~23.3% annualized return and ~11.7% drawdown (vs ~18.8%), Calmar ~2.0, beta ~0.73—more growth with less crash risk 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) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $2,559 | 2026-10-11 | |
| Backtest slippage cost | $19k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, multi-asset tactical, risk-on/risk-off, tail-risk, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 424 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.12 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DBC", "GLD", "IEF", "PSQ", "QLD", "QQQ", "SCHD", "SH", "SHV", "SHY", "SPXL", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "XLP", "XLU", "XLV" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 45 | 2026-10-11 | |
| Watchers | 33 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 857 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.88% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 103.93% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.94% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.20% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.20% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.82% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.16% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.00 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -11.95% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.38 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.37% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.44 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.79 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.29% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
