Composer · investment strategy
by Composer Technologies · via Composer
A daily, one‑ETF strategy that reads stock trend, rates, bonds, commodities, and volatility. It fades overheated rallies with UVXY, buys short‑term dips in 3x tech/semis when conditions allow, and flips to bearish or rate trades when risk rises.
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 ()
23 of 38 funds in its are : CURE, ERX, EUO, HIBL, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, 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 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.
Each day it reads the market’s “weather”: stocks (SPY trend), interest rates (TLT), bonds (BIL vs IEF), commodities (DBC), and volatility (UVXY). RSI (a 0–100 “hot/cold” gauge) flags extremes. It then picks 1 ETF: - If markets are very hot, it buys UVXY (volatility) to fade the spike. - If markets are washed out and bonds look supportive, it buys a dip in 3x tech/semis (TECL, TQQQ, SOXL). - In stress (rates up/commodities volatile), it shifts to 3x bearish or rate trades (SQQQ, SOXS, TMV/TMF).
A daily, one‑ETF strategy that reads stock trend, rates, bonds, commodities, and volatility. It fades overheated rallies with UVXY, buys short‑term dips in 3x tech/semis when conditions allow, and flips to bearish or rate trades when risk rises.
Out-of-sample, this strategy targets ~27% annualized return vs ~20% for the S&P, with Calmar ≈0.35. It shifts daily into hedges and leveraged bets to ride uptrends and dampen drawdowns—though extreme markets can still spook losses.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $26.6B | 2026-10-11 | |
| Backtest regulatory fees | $231.4M | 2026-10-11 | |
| Backtest slippage cost | $2.2B | 2026-10-11 |
| AI categories (Composer) | daily tactical, leveraged etfs, macro regime, mean reversion + momentum, multi-asset rotation, risk-on/off, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 799 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "MVV", "PUI", "QLD", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UPRO", "USD", "UUP", "UVXY", "VIXY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.43 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.24 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,728 | 2026-10-11 | |
| Out-of-sample length | 821 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 764.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 266409k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 117.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 11.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -41.56% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -41.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.90% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 72.61% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 9.96 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -76.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -76.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.38 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 94.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 88.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 115.21 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 96.07 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.90% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.13% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
