Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based rotation across leveraged US stock ETFs, inverse/volatility hedges, and Treasuries. Uses 200‑day trends and a 0–100 “heat” gauge (RSI) to lean into tech-led rallies, hedge when markets look too hot, and seek safety in selloffs.
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.
13 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.
1.1% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
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 ()
42.4% 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 ()
12 of 28 funds in its are : PSQ, QLD, SH, SOXL, SPXL, SPXU, SQQQ, TECL, TMF, TQQQ, 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 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 portfolio is split into 4 sleeves (S&P 500, NASDAQ/tech, a NASDAQ–bond checker, and long Treasuries). It first checks the long-term trend of the S&P 500. If up: it leans into 3x stock funds (UPRO/TQQQ), buying dips. If things look “too hot” (RSI, a 0–100 heat meter: >70–80), it hedges with volatility (UVXY/VIXY) or inverse funds. If trend is down: it parks in cash-like Treasuries, inverse funds, or 3x long Treasuries (TMF) when bond momentum is strong.
Aggressive, rules-based rotation across leveraged US stock ETFs, inverse/volatility hedges, and Treasuries. Uses 200‑day trends and a 0–100 “heat” gauge (RSI) to lean into tech-led rallies, hedge when markets look too hot, and seek safety in selloffs.
Out-of-sample: ~32.2% annualized return vs ~18% for the S&P, with trend/momentum, hedges, and four-sleeve allocation that captures tech rallies while managing risk. Drawdowns may be larger, but Calmar ~0.90 shows solid risk-adjusted upside.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $664.0M | 2026-10-11 | |
| Backtest regulatory fees | $1.1M | 2026-10-11 | |
| Backtest slippage cost | $10.6M | 2026-10-11 |
| AI categories (Composer) | inverse/volatility hedges, leveraged etfs, market timing, momentum, risk-on/risk-off, tactical allocation, treasuries, trend-following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 180 | 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) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMZN", "BIL", "BSV", "IEF", "MSFT", "NVDA", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SOXL", "SPXL", "SPXU", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TQQQ", "TSLA", "TSM", "UPRO", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.84 | 2026-10-11 |
| Remixes (copies) | 19 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 570 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 110.22% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6640k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.20% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 88.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.70% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.41% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 16.02% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 16.01% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.08 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.90 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 36.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.99% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.09% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
