Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based swing strategy in leveraged ETFs. It buys tech/semis on sharp dips, sells overheated markets with volatility (UVXY), and uses bond/commodity cues to switch between bulls, bears, and macro hedges to pursue upside while capping drawdowns.
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.
0.0% of weight in (IVV: 3.0%)
1 fund (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. : 100% · 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 ()
22 of 39 funds in its are : CURE, ERX, EUO, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UPRO, USD, UVXY, YCS
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 Macro signals 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.
This flips between offense and defense using simple signals.<br>- Short term: If the S&P 500 looks very “hot” (RSI: a 0–100 stretch gauge), it buys volatility (UVXY/VIXY). If very “cold,” it buys beaten‑down tech/semis (SOXL/TECL) unless bonds say risk‑off.<br>- Rates: Treasuries (TLT; BIL vs IEF) flag rising rates (favor TMV/shorts) vs falling (favor TMF/growth).<br>- Trend: In uptrends pick strong bulls (TQQQ, SOXL, UPRO/SPXL). In downtrends use bears (SQQQ, SOXS, SPXS) or macro plays (UUP dollar, UCO oil, EWZ Brazil).<br>- Big Nasdaq spikes/drops (TQQQ) add UVXY hedges or dip‑buys.<br>Note: 2x/3x ETFs are high‑risk.
A fast, rules-based swing strategy in leveraged ETFs. It buys tech/semis on sharp dips, sells overheated markets with volatility (UVXY), and uses bond/commodity cues to switch between bulls, bears, and macro hedges to pursue upside while capping drawdowns.
Dynamic, hedge-aware swing strategy designed to grow while protecting downside. OOS return ~19.2% vs S&P 20.6%; volatility/bonds hedges diversify and dampen drawdowns—though extreme events can still hit hard.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $65997.8B | 2026-10-11 | |
| Backtest regulatory fees | $15.0B | 2026-10-11 | |
| Backtest slippage cost | $12.7B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro regime, mean reversion, momentum, risk-on/risk-off, tactical, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 816 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CURE", "DBC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWT", "EWZ", "GLD", "IEF", "MVV", "PUI", "QLD", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UPRO", "USD", "UUP", "UVXY", "VIXY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,763 | 2026-10-11 | |
| Out-of-sample length | 958 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 354.38% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 659978403k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.23% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 95.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 11.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -40.08% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -41.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.90% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 72.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.66 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.12% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -76.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.34 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.61 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 76.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.47% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 106.87 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 106.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.88% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
