Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based portfolio that follows the S&P 500. In calm uptrends it buys quick dips with 3x index funds to capture “pops.” When trends weaken or volatility rises, it shifts to bonds, gold, USD, cash‑like T‑bills, and hedges. SPY‑like path with bigger upside bursts—and higher 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.
30 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Top 25 of 30 shown.
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.
4.3% of weight in (IVV: 3.0%)
22 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 2.1% (DBC 2% × 0.37, DBO 1% × 1.00, DBE 1% × 1.00, COM 2% × 0.15), 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. : 95% · 2026-10-11 ()
19.4% 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 ()
22 of 84 funds in its are : FAS, GLL, KOLD, PSQ, QLD, SCO, SDS, SH, SOXL, SPUU, SPXL, SQQQ, SSO, TECL, TMF, TMV, TQQQ, TYD, TYO, UPRO, UVXY, ZSL
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 Leveraged ETFs 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 watches the market trend and “heat” daily. If the S&P 500/Nasdaq are rising and calm, it buys brief dips using small, fast trades in 3x index funds (the Pop Bots). If things look overheated or trends weaken, it shifts to safer choices: Treasuries (or their 3x long/short versions), gold, the US dollar, short-term T‑bills, managed futures, or even index shorts. It also rotates into the strongest sectors and commodities.<br><br>RSI here is just a heat gauge of recent gains/losses: high = overheated, low = washed out.<br><br>Main ETFs it uses: SPY/QQQ (US stocks), UPRO/SPXL/TQQQ/SOXL (3x versions), UVXY (volatility spike hedge), TMF/TMV (3x long/short long‑term Treasuries), DBC/PDBC/DBA/DBB/DBO (commodities), GLD (gold), UUP/USDU (US dollar), DBMF (managed futures), SHY/SHV/BSV/BIL (cash‑like).
A daily, rules‑based portfolio that follows the S&P 500. In calm uptrends it buys quick dips with 3x index funds to capture “pops.” When trends weaken or volatility rises, it shifts to bonds, gold, USD, cash‑like T‑bills, and hedges. SPY‑like path with bigger upside bursts—and higher risk.
Out-of-sample edge: ~36.4% annualized return vs ~21.9% for SPY, with a Calmar ~1.37 and dynamic hedges. Bigger upside bursts, but drawdowns can be larger (~26.5%) in stressed markets; risk is actively managed for repeatable upside.
BrianE. -- follows SPY. Harsher drawdowns, but pops to upside make it worth it.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $571k | 2026-10-11 | |
| Backtest regulatory fees | $1,340 | 2026-10-11 | |
| Backtest slippage cost | $9,902 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum, multi-asset, risk-managed, sector rotation, tactical, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,722 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.08 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "CCOR", "COM", "DBA", "DBB", "DBC", "DBE", "DBMF", "DBO", "DIA", "FAAR", "FAS", "FNDX", "FTLS", "GLD", "GLL", "GLTR", "IWM", "KOLD", "MORT", "PDBC", "PPLT", "PSQ", "QCLN", "QLD", "QQQ", "QUAL", "RPV", "RSP", "RWL", "SCHD", "SCO", "SDS", "SH", "SHV", "SHY", "SLV", "SOXL", "SPHD", "SPUU", "SPXL", "SPY", "SQQQ", "SSO", "SUB", "TECL", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UPRO", "URA", "USDU", "UUP", "UVXY", "VAW", "VCR", "VDC", "VDE", "VFH", "VGIT", "VGLT", "VGT", "VHT", "VIS", "VIXY", "VLUE", "VNQ", "VNQI", "VOX", "VPU", "VTV", "WOOD", "XLE", "XLF", "XLP", "XLU", "XLY", "ZSL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,836 | 2026-10-11 | |
| Out-of-sample length | 911 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 74.17% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 5611% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.41% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 207.64% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.38% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.25% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.83% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 41.48% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 41.48% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.85% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.80% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.79 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.37 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.55% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.55% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.05 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.54 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.88% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.84 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.31% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.42% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
