Composer · investment strategy
by Composer Technologies · via Composer
Fades short‑term extremes in leveraged equity ETFs (buy dips, hedge when red‑hot with UVXY). When no extreme, rotates into the two strongest of healthcare, long Treasuries, US dollar, or commodities using 6‑month trends and risk‑based sizing. 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.
3 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)
: 34.4% (PDBC 72% × 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 ()
28.4% 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 ()
6 of 12 funds in its are : CURE, SOXL, SPXL, TMF, TQQQ, 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 Thematic label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
Uses a 10‑day “heat meter” (RSI, 0–100). If it’s very hot (>80) on TQQQ (3× Nasdaq) or SPXL (3× S&P 500), switch to UVXY (a volatility spike hedge). If very cold (<30) on TQQQ, SOXL (3× semis), or SPXL, buy that fund for a rebound. Otherwise, follow 6‑month trends of stocks (SPY), long bonds (TLT), the US dollar (UUP), and commodities (DBC) and hold two of CURE, TMF, USDU, or PDBC, sized by recent risk.
Fades short‑term extremes in leveraged equity ETFs (buy dips, hedge when red‑hot with UVXY). When no extreme, rotates into the two strongest of healthcare, long Treasuries, US dollar, or commodities using 6‑month trends and risk‑based sizing. High risk.
Out-of-sample annualized return 26.5% vs SPY 20.4%, with a higher max drawdown (34.5% vs 18.8%) but a solid Calmar ~0.77. Sharpe ~0.89 vs SPY ~1.31. A hedged, macro-rotation approach designed to capture bigger upside in diverse regimes.
okhi2u mod I juiced the pop bots 2.0 to only hold one position at a time instead of holding BIL at the same time while going into UVXY or 3x leverage to juice profits at the expense of max DD. This one also replaced BIL with an adaptive CURE/TMF/USDU/PDBC.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.3M | 2026-10-11 | |
| Backtest regulatory fees | $17k | 2026-10-11 | |
| Backtest slippage cost | $138k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro rotation, mean-reversion, risk-weighted, trend-following, volatility-timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 93 | 2026-10-11 | |
| Rebalance corridor width | 12.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.64 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "CURE", "DBC", "PDBC", "SOXL", "SPXL", "SPY", "TLT", "TMF", "TQQQ", "USDU", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 5 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,975 | 2026-10-11 | |
| Out-of-sample length | 972 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 74.69% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 73k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.51% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 147.95% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.35% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 2.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.04% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 83.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 83.40% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.50% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 31.11% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.80% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.17 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.61 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.56% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.60% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 40.66 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.03% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.16% | 2026-10-11 |
Collective2
Composer Technologies · Composer
