Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based mix: a 30% macro sleeve that rotates among stocks, bonds, commodities, gold and the dollar; 50% ‘Pop Bots’ that buy sharp dips or hedge spikes in S&P/Nasdaq/Semis; and 20% ‘Double Pop’ with stricter filters. Uses leveraged ETFs; high risk.
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.
10 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.
0.3% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31)
: 10.7% (PDBC 22% × 0.48), shown separately from fossil-fuel companies.
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 ()
19.9% 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 : CURE, SOXL, SPXL, SVXY, TMF, TMV, TQQQ, UPRO, UTSL, 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 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.
Daily, 3 sleeves: (1) 30% rotates among tech, long/short Treasuries, commodities, gold and the US dollar using 6‑month leaders; if fear spikes, parks in SHY. (2) 50% “Pop Bots” for S&P/Nasdaq/Semis: buy 3x funds on sharp dips, hedge with UVXY on spikes, else use a trend‑aware hedged mix. (3) 20% “Double Pop” adds extra filters; no signal = T‑Bills.
A daily, rules‑based mix: a 30% macro sleeve that rotates among stocks, bonds, commodities, gold and the dollar; 50% ‘Pop Bots’ that buy sharp dips or hedge spikes in S&P/Nasdaq/Semis; and 20% ‘Double Pop’ with stricter filters. Uses leveraged ETFs; high risk.
Out-of-sample: 27.9% vs 20.7% SPY, Sharpe ~1.44 vs ~1.33, beta ~0.78, Calmar ~1.25. Diversified macro-rotation with hedges offers stronger risk-adjusted growth, though stress drawdowns (~22% vs ~19%) are higher.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $287k | 2026-10-11 | |
| Backtest regulatory fees | $648 | 2026-10-11 | |
| Backtest slippage cost | $4,509 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean-reversion and trend, multi-asset rotation, tech-heavy, volatility hedges | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 277 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CURE", "DBC", "GLD", "IEF", "PDBC", "SHY", "SOXL", "SPXL", "SPY", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "UTSL", "UUP", "UVXY", "VIXY" ] | 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) | 0.78 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,352 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.27% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2771% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.85% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 159.22% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.79% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 46.81% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 46.81% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.44% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.62% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.94 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.34% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.34% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.44 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.50 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.75% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.32% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.65 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.23% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
