Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, tactical rotation that rides tech/semis uptrends, uses RSI “hot/cold” signals and volatility alarms, and shifts to bonds (long or short), commodities, gold, dollar, or cash. Heavy use of 3x leveraged/inverse ETFs and UVXY—very high 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.
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.
0.6% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
: 8.2% (PDBC 17% × 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 ()
66.7% 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 ()
16 of 29 funds in its are : CURE, MIDU, SOXL, SOXS, SPXL, SQQQ, TMF, TMV, TQQQ, TYD, TYO, UDOW, UGL, 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 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.
Goal: ride big uptrends in tech/chips, step aside (or hedge) when shaky, and use bonds, commodities, gold or the dollar when those lead.<br>Signals: a short‑term “hot/cold” score (RSI, 0–100) plus trend checks. If volatility (VIXM) spikes, it shorts overheated tech/chips (SQQQ/SOXS), buys them when washed‑out (TQQQ/SOXL), or parks in T‑Bills (BIL). In calmer times it buys SPXL/TQQQ on deep dips, hedges blow‑offs with UVXY, or rotates to TMF/TMV (Treasuries), DBC/PDBC, UGL, or UUP/USDU, sized by volatility.
An aggressive, tactical rotation that rides tech/semis uptrends, uses RSI “hot/cold” signals and volatility alarms, and shifts to bonds (long or short), commodities, gold, dollar, or cash. Heavy use of 3x leveraged/inverse ETFs and UVXY—very high risk.
Out-of-sample, this strategy targets higher growth: ~32.5% return vs SPY’s ~21.2%, driven by tech/semis leadership and macro hedges. Expect drawdowns near ~33%, but stronger long-run upside and diversified risk vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.0M | 2026-10-11 | |
| Backtest regulatory fees | $7,515 | 2026-10-11 | |
| Backtest slippage cost | $57k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, momentum, multi-asset, tactical asset allocation, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,614 | 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) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "CURE", "DBC", "IEF", "MIDU", "PDBC", "PHDG", "QQQ", "SMH", "SOXL", "SOXS", "SPXL", "SPY", "SQQQ", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UDOW", "UGL", "UPRO", "USDU", "UTSL", "UUP", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,372 | 2026-10-11 | |
| Out-of-sample length | 937 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 83.32% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 30k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.47% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 184.81% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.55% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.17% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.17% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.52 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.09% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.09% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.97 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.61% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.31% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.83 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
