Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, no‑K‑1, regime‑switching strategy that toggles between leveraged growth (TQQQ/UPRO/SOXL), safety (BIL/SHY/GLD/UUP/XLP), and hedges (SQQQ/TMV) using stock trend, volatility spikes, and interest‑rate signals to seek high returns with controlled 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.
6 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.
32.8% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
66.8% 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 ()
21 of 37 funds in its are : DRN, ERX, LABU, QID, QLD, SOXL, SOXS, SPXL, SPXU, SQQQ, SSO, TBF, TECL, TMF, TMV, TQQQ, UGL, UMDD, 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.
It’s a rulebook that shifts between three modes using simple signals.<br>- If fear spikes (UVXY high), park in cash‑like T‑bills (BIL).<br>- If stocks (SPY=S&P 500) trend up, buy growth: TQQQ/UPRO and semis (SOXL), buying dips when they look washed out.<br>- If stocks chop/fall, rotate to safety (SHY/BSV/GLD/UUP/XLP) or hedges (SQQQ/QID/TMV).<br>It also watches rates (TLT=long Treasuries): when bonds rise, pair stocks with TMF; when bonds fall, favor USD/shorts. Ticker map: SPY, QQQ/Nasdaq; TLT=long bonds; UVXY=volatility.
A rules‑based, no‑K‑1, regime‑switching strategy that toggles between leveraged growth (TQQQ/UPRO/SOXL), safety (BIL/SHY/GLD/UUP/XLP), and hedges (SQQQ/TMV) using stock trend, volatility spikes, and interest‑rate signals to seek high returns with controlled drawdowns.
Out-of-sample shows ~37.36% annualized return with Calmar ~1.33, vs the S&P’s ~21.15% and smaller drawdowns. A rules-based, regime-switching strategy grows in uptrends and pivots to safety when needed, with no K-1 funds.
Created by okhi2u to get lower max drawdown and higher performance by copy pasting a bunch of good strategies in one. Some minor changes made to the originals such as to have no k-1 forms and a few other smaller ones. Back testable to Oct 7, 2014 IF you remove beta baller.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $43.0M | 2026-10-11 | |
| Backtest regulatory fees | $82k | 2026-10-11 | |
| Backtest slippage cost | $741k | 2026-10-11 |
| AI categories (Composer) | hedged, leveraged etfs, macro and sector rotation, momentum, regime switching, tactical allocation, trend following, volatility management | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 752 | 2026-10-11 | |
| Rebalance corridor width | 9.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "DRN", "ERX", "GLD", "IEI", "LABU", "QID", "QLD", "QQQ", "SHY", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPXU", "SPY", "SQQQ", "SSO", "TBF", "TECL", "TIP", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UMDD", "UPRO", "USDU", "UTSL", "UUP", "UVXY", "VIXM", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.36 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,365 | 2026-10-11 | |
| Out-of-sample length | 988 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 143.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 430k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 37.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 247.60% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.27% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.24% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 48.50% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 48.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.81% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.85% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.20% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.07 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -35.33% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.75 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.26% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.25% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 44.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.39% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.05% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
