Composer · investment strategy
by Composer Technologies · via Composer
A fast, daily tactical strategy that swing‑trades 3x tech/semiconductor ETFs, flips short or into volatility when markets look “too hot,” and uses bond and commodity signals plus the 200‑day trend to switch between offense and defense.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
“If too “hot” or after big up days, buy volatility (UVXY).”
“Defense: short/hedge (SOXS, SQQQ)”
“Offense: buy dips in 3x tech/semis (SOXL, TQQQ, TECL, UPRO)”
“Daily, rule-based swing trader.”
“If commodities/US$ lead, tilt to oil, gold, dollar, EM.”
“checks bonds (short vs long Treasuries)”
“It reads “hot/cold” via RSI (how fast price just moved)”
“SPY vs its 200‑day average”
2 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)
No stated fossil-fuel rule; the exposure is shown for reference. : 100% · 2026-10-11 ()
100.0% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
32 of 63 funds in its are : CURE, ERX, EUO, HIBL, LABU, MVV, PSQ, QID, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UDOW, UGL, UPRO, URTY, USD, UVXY, YCS
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Daily, rule-based swing trader. It reads “hot/cold” via RSI (how fast price just moved), checks bonds (short vs long Treasuries) and SPY vs its 200‑day average, then:<br>- Offense: buy dips in 3x tech/semis (SOXL, TQQQ, TECL, UPRO).<br>- Defense: short/hedge (SOXS, SQQQ) or hold Treasuries/cash (TMF/TMV, BIL/SHY).<br>- If too “hot” or after big up days, buy volatility (UVXY).<br>- If commodities/US$ lead, tilt to oil, gold, dollar, EM.
A fast, daily tactical strategy that swing‑trades 3x tech/semiconductor ETFs, flips short or into volatility when markets look “too hot,” and uses bond and commodity signals plus the 200‑day trend to switch between offense and defense.
Regime‑driven, tactical 3x tech/semis with hedges. Out‑of‑sample returns ~70% annualized vs ~21% for the S&P, with comparable risk‑adjusted performance (Calmar ~1.0). Expect larger drawdowns (~72%)—higher risk, higher upside.
Update of Manhattan 2.21, Extremely low amount of recovery days. HinnomTX, Sir Isaac, Belcampo69
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $78.3B | 2026-10-11 | |
| Backtest regulatory fees | $242.0M | 2026-10-11 | |
| Backtest slippage cost | $2.3B | 2026-10-11 |
| AI categories (Composer) | daily rebalanced, leveraged etfs, macro regime, tactical, tech/semis heavy, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,309 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.91 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "DIA", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "IEI", "LABU", "LQD", "MVV", "PSQ", "PUI", "QID", "QLD", "QQQ", "SHV", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UDOW", "UGL", "UPRO", "URTY", "USD", "UUP", "UVXY", "VIXY", "VTIP", "XLP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.75 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 65 | 2026-10-11 | |
| Watchers | 44 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,722 | 2026-10-11 | |
| Out-of-sample length | 929 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 919.23% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 783202k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.52% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 616.70% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 9.33% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -14.43% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 94.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 94.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -7.50% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 55.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.01% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 12.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -71.91% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -71.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.02 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 100.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 96.06% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 117.02 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 109.60 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
