Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, rules-based rotation that flips between leveraged tech/semis, volatility (UVXY), and Treasury bull/bear ETFs using a simple “hot/cold” gauge and bond‑market signals. Buys dips, fades rips. Very high risk and frequent switching.
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 ()
29 of 57 funds in its are : CURE, ERX, EUO, HIBL, HIBS, MVV, QID, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UGL, UPRO, 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 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.
It’s a rules-based, very active trader. It reads a short-term “hot/cold” gauge (RSI: high=overheated, low=washed‑out), quick trend, and bond clues (short vs long Treasuries). If stocks look overheated, it buys a fear/volatility fund (UVXY) or bearish tech/semis (SQQQ, SOXS). If washed‑out and bonds look OK, it buys 3x tech/semis (TQQQ, TECL, SOXL). If rates rise it shorts long bonds (TMV); if they fall it owns TMF. Usually 1 ETF; switches as signals flip.
Aggressive, rules-based rotation that flips between leveraged tech/semis, volatility (UVXY), and Treasury bull/bear ETFs using a simple “hot/cold” gauge and bond‑market signals. Buys dips, fades rips. Very high risk and frequent switching.
Out-of-sample: ~32.7% annualized return vs SPY ~21.3%, driven by leveraged tech/semis, volatility plays, and macro-rate signals. Potential for outsized gains, but expect higher volatility and possible drawdowns in regime shifts.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $137.4B | 2026-10-11 | |
| Backtest regulatory fees | $1.2B | 2026-10-11 | |
| Backtest slippage cost | $8.9B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro regime, tactical rotation, tech/semis, treasuries (rates), volatility (vix) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,515 | 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) | 0.91 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "EDV", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "HIBS", "IEF", "IEI", "LQD", "MVV", "PUI", "QID", "QLD", "QQQ", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "STIP", "TBF", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UGL", "UPRO", "USD", "UUP", "UVXY", "VIXY", "VTIP", "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) | 1.03 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 |
| Remixes (copies) | 262 | 2026-10-11 | |
| Watchers | 61 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,725 | 2026-10-11 | |
| Out-of-sample length | 927 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 1002% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1373765k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.74% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 183.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.23% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 4.24% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -40.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -40.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 89.58% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.85% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 11.47 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -87.31% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -87.42% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.92 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.74 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 97.66% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 90.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 132.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 124.30 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
