Composer · investment strategy
by Composer Technologies · via Composer
Own stocks in uptrends, hedge fast with gold/US dollar or volatility when markets wobble; in downtrends, stay mostly hedged. Sometimes uses leveraged funds for short, oversold bounces. Rebalanced daily.
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.
1 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.
3.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
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 ()
0.0% 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 ()
5 of 10 funds in its are : SPXL, SQQQ, TMF, TQQQ, 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.
Daily, rules-based. Step 1: If SPY is above its 200‑day trend, it’s an uptrend; hold US stocks (SPY/QQQ) and, when briefly oversold, sometimes their 3x versions (TQQQ/SPXL). Step 2: If a quick drop or overheating hits, switch to a hedge: gold (GLD) and the US dollar (UUP), sized by recent calmness, or short‑term volatility (UVXY). Step 3: If SPY is below trend, mostly stay in hedges or SHY (T‑bills), with only small tactical bounces. Rebalance daily.
Own stocks in uptrends, hedge fast with gold/US dollar or volatility when markets wobble; in downtrends, stay mostly hedged. Sometimes uses leveraged funds for short, oversold bounces. Rebalanced daily.
Adaptive hedged-bull strategy: ride uptrends in US equities, then hedge stress with gold, USD and volatility; leverage used tactically for bounces. Out-of-sample: ~19.7% annualized, Sharpe ~1.14, beta ~0.42 vs SPY, Calmar ~0.76 (1,480 days).
Updated "Layer 3" with version 1.1
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $539k | 2026-10-11 | |
| Backtest regulatory fees | $2,433 | 2026-10-11 | |
| Backtest slippage cost | $20k | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, mean reversion, multi-asset, risk management, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 108 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.80 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "QQQ", "SHY", "SPXL", "SPY", "SQQQ", "TMF", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-11 |
| Remixes (copies) | 54 | 2026-10-11 | |
| Watchers | 54 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,015 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.57% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5288% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.68% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 106.32% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.37% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -16.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -16.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -7.43% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.87% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.34 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.67% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.02% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 39.95 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.27% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
