Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules‑based swing strategy that flips between 3x tech/semis, Treasury trades, and hedges (SQQQ/VXX) using simple “hot/cold” signals from bonds (TLT), stocks (RSI), commodities, and volatility. Very aggressive; expect sharp swings.
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 ()
20 of 37 funds in its are : CURE, DIG, ERX, HIBL, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TQQQ, UPRO, USD, 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.
- Checks fear first: if market fear spikes (a volatility ETF’s “hot/cold” meter is very hot), it buys protection (VXX) or inverse tech (SQQQ).<br>- Uses long‑Treasury ETF (TLT) as a rates compass: falling rates → can own TMF; rising rates/overbought → favor TMV/defense.<br>- Reads stocks’ mood with RSI (a hot/cold meter): too hot → hedge; too cold → buy a rebound (TECL/SOXL) if bonds confirm.<br>- Picks 1 ETF with the best recent 5–7 day move (or most beaten‑down) and rotates often. Uses PDBC to avoid K‑1 in commodities.
A fast, rules‑based swing strategy that flips between 3x tech/semis, Treasury trades, and hedges (SQQQ/VXX) using simple “hot/cold” signals from bonds (TLT), stocks (RSI), commodities, and volatility. Very aggressive; expect sharp swings.
Out-of-sample edge: ~45.6% annualized return vs ~23% for the S&P, Sharpe ~0.85, Calmar ~0.62, with hedging and regime rotations. Higher upside with risk controls; note potential large drawdowns in stress due to leverage.
Made by /Ken Luu /derecknielsen & V3 is modified by Garen Phillips. V4 by HinnomTX solves the TECL oversold RSI loop of death. V4.1 was .... V4.2 was an (Pareto) * (Pareto) mod by Belcampo69 * tweaked now to no k-1 forms by okhi2u
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $8.7B | 2026-10-11 | |
| Backtest regulatory fees | $53.9M | 2026-10-11 | |
| Backtest slippage cost | $520.0M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro regime filter, momentum & mean‑reversion, tactical rotation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,261 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CURE", "DBC", "DIG", "EEM", "EFA", "EPI", "ERX", "EWZ", "GLD", "HIBL", "IEF", "IYK", "MVV", "PDBC", "PUI", "QLD", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USD", "UUP", "UVXY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.42 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,728 | 2026-10-11 | |
| Out-of-sample length | 748 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 633.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 86737k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 205.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.05% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 11.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 5.91% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 5.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 14.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 75.70% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 8.67 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.62 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -73.13% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -73.13% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.75 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.84 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.41 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 85.65% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 85.52% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 117.98 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 107.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
