Composer · investment strategy
by Composer Technologies · via Composer
Daily buy‑the‑dip/fade‑the‑rip in SPY/QQQ/semis, wrapped with adaptive hedges (volatility, dollar, bonds, utilities) and a commodities/managed‑futures sleeve. Uses inverse‑vol sizing and several leveraged ETFs; expect meaningful ups and downs.
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.
11 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.
0.5% of weight in (IVV: 3.0%)
10 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 90% · 2026-10-11 ()
6.0% 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 ()
10 of 25 funds in its are : CURE, SH, SOXL, SPXL, SVXY, TQQQ, UPRO, USD, 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.
Each day it scans three engines: S&P 500 (SPXL), Nasdaq 100 (TQQQ) and Semiconductors (SOXL). A short‑term hot/cold gauge (RSI, 0–100) drives moves: >80 = shift to a volatility hedge (UVXY); <30 = buy the 3× fund for a rebound; else = rotate into defenses picked by recent momentum: short S&P (SH), US dollar (USDU), utilities (XLU), long Treasuries (TLT) or T‑Bills (BIL). Some sleeves pivot to commodities (PDBC/GLD/DBMF) or a simple trend basket. Calmer assets get bigger weights. Rebalanced daily.
Daily buy‑the‑dip/fade‑the‑rip in SPY/QQQ/semis, wrapped with adaptive hedges (volatility, dollar, bonds, utilities) and a commodities/managed‑futures sleeve. Uses inverse‑vol sizing and several leveraged ETFs; expect meaningful ups and downs.
Out-of-sample annualized return ~36% vs SPY ~20%; Sharpe ~1.18; Calmar ~1.35; max drawdown ~26.7% vs SPY ~18.8%. Strong risk-adjusted upside with diversified hedges and tactical levered sleeves.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $348k | 2026-10-11 | |
| Backtest regulatory fees | $884 | 2026-10-11 | |
| Backtest slippage cost | $6,245 | 2026-10-11 |
| AI categories (Composer) | commodities, leveraged etfs, managed futures, mean-reversion, tactical multi-asset, trend/momentum, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 402 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.29 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CURE", "DBC", "DBMF", "GLD", "IEF", "PDBC", "SH", "SMH", "SOXL", "SPXL", "SPY", "SVXY", "TLT", "TQQQ", "UPRO", "USD", "USDU", "UTSL", "UUP", "UVXY", "VIXM", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,866 | 2026-10-11 | |
| Out-of-sample length | 977 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 61.46% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3380% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 36.02% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 229.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.99% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 54.45% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 54.45% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.01% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.72% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.43% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.70 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.32 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
