Composer · investment strategy
by Composer Technologies · via Composer
Rules-based “offense/defense” system that toggles between 3x tech bets, hedges/cash, and Treasury trades using simple gauges of momentum (RSI, trend), volatility, and bond/commodity regimes. Very active and uses leveraged ETFs, so risk is high.
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.
3 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%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
100.0% 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 ()
10 of 23 funds in its are : PSQ, SOXL, SOXS, SQQQ, TECL, TMF, TMV, TQQQ, TYD, TYO
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Uses fast “dashboard” signals across bonds, the US dollar, commodities, and tech:<br>- RSI: a 0–100 hot/cold gauge (>70 hot, <30 cold)<br>- Trend: price vs 25‑day average<br>- Drop size and volatility<br>Risk‑on: buy 3x tech/semis (TQQQ/SOXL). Overheated or falling: hedge with SQQQ/SOXS or hold T‑Bills (BIL). Rate shocks: short long Treasuries (TMV/TYO). Deep bond selloffs: buy TMF/TYD. When bonds are very hot, rotate into the 2 strongest ETFs.
Rules-based “offense/defense” system that toggles between 3x tech bets, hedges/cash, and Treasury trades using simple gauges of momentum (RSI, trend), volatility, and bond/commodity regimes. Very active and uses leveraged ETFs, so risk is high.
Out-of-sample, this multi-regime, rules-based strategy targets ~43% annualized returns vs ~23% for the S&P, aided by hedges and bonds/Treasury tilts. Calmar ~0.73 signals solid risk-adjusted performance and proactive risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $313.9M | 2026-10-11 | |
| Backtest regulatory fees | $1.4M | 2026-10-11 | |
| Backtest slippage cost | $13.3M | 2026-10-11 |
| AI categories (Composer) | bonds vs commodities, leveraged etfs, mean reversion, tactical allocation, tech/semiconductors, trend-following, volatility filters | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 527 | 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) | 0.53 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "DBC", "IEF", "PDBC", "PSQ", "QQQ", "SHV", "SOXL", "SOXS", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UUP", "XLB" ] | 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) | 2.08 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,976 | 2026-10-11 | |
| Out-of-sample length | 753 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 140.24% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3139k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.21% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 192.89% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.21% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.04% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 80.34% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 80.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.73% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 18.81% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -59.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -59.51% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.85 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.28 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 55.78% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 59.78% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 103.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 110.98 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.74% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.99% | 2026-10-11 |
Collective2
Composer Technologies · Composer
