Composer · investment strategy
by Composer Technologies · via Composer
Active, risk‑managed mix that leans into tech during calm uptrends, then hedges quickly with volatility funds and cash after big moves or rising risk. Separate sleeves rotate bonds vs the dollar and keep constant safety exposure in gold, defensive sectors, and 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.
20 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.
0.7% of weight in (IVV: 3.0%)
14 funds (SEC N-PORT, as of 2026-05-29)
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 ()
33.5% 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 49 funds in its are : ERX, FAS, SOXL, SPXL, SVXY, TECL, TECS, TMF, TMV, TQQQ, UGL, UPRO, 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 Leveraged ETFs 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.
Four sleeves work together: (1) Ride tech uptrends using 3x tech funds (TECL/TQQQ/SOXL) when the tape is calm, then hedge fast with volatility funds (UVXY/VIXM) or T‑Bills (BIL/SHV) after big “pops” or if trend weakens. (2) Own bond ETFs when bonds trend up; else hold the U.S. dollar (USDU/UUP). (3–4) Always‑on safety sleeves that toggle among short‑vol (SVXY), long‑vol (VIXM/UVXY), gold (GLD), defensive sectors (XLP/XLU/XLV), and cash. Signals: RSI (a speedometer of recent gains/losses), moving‑average trends, and size of recent drops.
Active, risk‑managed mix that leans into tech during calm uptrends, then hedges quickly with volatility funds and cash after big moves or rising risk. Separate sleeves rotate bonds vs the dollar and keep constant safety exposure in gold, defensive sectors, and volatility.
Active, risk-managed growth that leans into tech rallies but hedges risk. Out-of-sample: ~19.5% annualized return with ~11% max drawdown vs SPY ~18.8%. Sharpe ~1.39; Calmar ~1.79; stronger risk-adjusted gains and fewer busts 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) | $436k | 2026-10-11 | |
| Backtest regulatory fees | $1,443 | 2026-10-11 | |
| Backtest slippage cost | $11k | 2026-10-11 |
| AI categories (Composer) | bond/dollar rotation, defensive sleeves, leveraged tech tilt, tactical multi-asset, trend + mean reversion, volatility hedged | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,395 | 2026-10-11 | |
| Rebalance corridor width | 13.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.13 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BLV", "BND", "BNDX", "BSV", "BTAL", "DBC", "DBMF", "ERX", "FAS", "GLD", "GLTR", "IEF", "PDBC", "PPLT", "PULS", "QQQ", "QQQE", "SCHD", "SHV", "SHY", "SLV", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXZ", "XLK", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 854 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 66.44% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4257% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.53% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.17% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.15% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.47% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 7.73% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 7.73% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -10.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.74 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.39 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.49 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.38% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
