Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based, multi‑sleeve strategy that rides strong stock trends (often via 3x tech/semis), buys dips, and pivots to bonds, gold, commodities or the U.S. dollar—using volatility hedges—when markets weaken or get overheated.
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.
9 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.
0.3% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
: 17.7% (PDBC 37% × 0.48), 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. : 98% · 2026-10-11 ()
25.2% 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 ()
11 of 27 funds in its are : CURE, SOXL, SPXL, SQQQ, SVXY, TMF, TMV, TQQQ, 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.
Rebalanced daily, split across 3 sleeves (25%/25%/50%). A safety brake parks in short‑term Treasuries when volatility surges.<br>In uptrends it rides stocks (3x NASDAQ TQQQ, 3x S&P SPXL/UPRO, 3x semis SOXL) and may add healthcare/utilities (CURE/UTSL). If prices run too hot it hedges with volatility (UVXY); if washed‑out it buys the dip.<br>When stocks fade, it shifts to Treasuries (TMF/TMV), gold (GLD), commodities (PDBC/DBC), or the U.S. dollar (USDU/UUP). A bond trend check (TLT vs IEF) steers bond vs gold.
A daily, rules‑based, multi‑sleeve strategy that rides strong stock trends (often via 3x tech/semis), buys dips, and pivots to bonds, gold, commodities or the U.S. dollar—using volatility hedges—when markets weaken or get overheated.
Out-of-sample strategy with dynamic hedges and macro rotation offers strong risk-adjusted upside (oos Sharpe ~1.15, alpha ~0.049, Calmar ~0.88) and lower beta (~0.70), delivering steadier returns than the S&P 500 across regimes.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $223k | 2026-10-11 | |
| Backtest regulatory fees | $761 | 2026-10-11 | |
| Backtest slippage cost | $5,256 | 2026-10-11 |
| AI categories (Composer) | daily tactical rotation, leveraged etfs, macro rotation, momentum/trend, risk-on/risk-off, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,296 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CURE", "DBC", "GLD", "IEF", "MOAT", "PDBC", "PHDG", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "USMV", "UTSL", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,352 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 39.47% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2134% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.03% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 96.51% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.51% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.18% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.20% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.40% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.76% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.16 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 15.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 16.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 30.80 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.99 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.59% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.74% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
