Composer · investment strategy
by Composer Technologies · via Composer
A daily, high‑octane rotation that flips among 3x tech/semis, inverse ETFs, volatility (UVXY), and long/short Treasuries (TMF/TMV) using overbought/oversold, trend, and rate signals to buy dips, sell rips, and hedge sharp moves.
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.
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)
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 ()
27 of 50 funds in its are : CURE, ERX, EUO, HIBL, LABU, MVV, PSQ, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, UPRO, URTY, 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.
Each day it reads three dials: stocks, interest rates, and fear (volatility). If stocks look overheated, it briefly buys “fear” (UVXY/VIXY). If they’re washed out, it either buys the dip in tech/semis (SOXL/TECL/TQQQ) or stays bearish (SOXS/SQQQ) depending on bonds. When rates fall it prefers TMF; when rates rise it prefers TMV. Short, fast lookbacks (RSI=0–100 hot/cold; moving averages=trend) pick the single strongest ETF.
A daily, high‑octane rotation that flips among 3x tech/semis, inverse ETFs, volatility (UVXY), and long/short Treasuries (TMF/TMV) using overbought/oversold, trend, and rate signals to buy dips, sell rips, and hedge sharp moves.
Out-of-sample edge: ~86% annualized return, Sharpe ~1.11, Calmar ~1.19 vs SPY. Rotates into tech/semis and volatility/rate hedges for higher risk-adjusted gains; note larger drawdowns in stressed markets.
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.
| AI categories (Composer) | daily rebalance, leveraged etfs, rates regime, tactical rotation, tech/semis focus, trend + mean reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,006 | 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", "BSV", "CURE", "DBC", "DIA", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "LABU", "MVV", "PSQ", "PUI", "QLD", "QQQ", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UDOW", "UPRO", "URTY", "USD", "UUP", "UVXY", "VIXY", "XLP", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 483 | 2026-10-11 | |
| Watchers | 151 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Out-of-sample length | 895 | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 86.35% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 814.51% | 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 (out-of-sample) | 102.32% | 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 |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -72.75% | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 96.57% | 2026-10-11 |
| Annualized turnover, out-of-sample period (out-of-sample) | 106.58 | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.30% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
