Composer · investment strategy
by Composer Technologies · via Composer
A two-part system: buy sharp dips or bet on brief volatility spikes, and otherwise rotate among tech, bonds, commodities, gold miners, and the US dollar based on 6‑month trends—with a safety switch to short‑term Treasuries when fear spikes.
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.
0.1% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
: 27.1% (DBC 72% × 0.37), 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. : 99% · 2026-10-11 ()
27.6% 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 ()
7 of 14 funds in its are : JNUG, SOXL, SPXL, TMF, TMV, 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 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.
It runs two playbooks and picks one based on simple signals. 1) Short‑term “Pop” trades: - If a 10‑day momentum score (RSI) says key stock funds have fallen fast (below 30), buy the 3x version to play for a quick rebound (TQQQ, SPXL, SOXL). - If that score says they’ve run up too fast (above 80), buy UVXY, which jumps when fear suddenly rises. 2) If no “Pop,” use a 6‑month scoreboard: - Compare how stocks (SPY), bonds (TLT), commodities (DBC) and the US dollar (UUP) have done. - Hold two choices that fit the winning theme (e.g., tech + bonds, commodities + gold miners, tech + dollar), giving more weight to the calmer one. 3) If market fear (VIXM) is extremely hot, sit in short‑term Treasuries (SHY).
A two-part system: buy sharp dips or bet on brief volatility spikes, and otherwise rotate among tech, bonds, commodities, gold miners, and the US dollar based on 6‑month trends—with a safety switch to short‑term Treasuries when fear spikes.
Out-of-sample return ≈34%/yr vs S&P 500 ≈22%; Calmar ≈1.11. Adaptive rotation across tech, bonds, commodities, USD, and volatility hedges with a fear-driven Treasuries safety net. Higher upside, though drawdowns can be larger than SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23.3M | 2026-10-11 | |
| Backtest regulatory fees | $44k | 2026-10-11 | |
| Backtest slippage cost | $392k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum rotation, risk management, tactical asset allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 498 | 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) | 0.65 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "DBC", "JNUG", "SHY", "SOXL", "SPXL", "SPY", "TLT", "TMF", "TMV", "TQQQ", "USDU", "UUP", "UVXY", "VIXM" ] | 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) | 1.22 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 10 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,199 | 2026-10-11 | |
| Out-of-sample length | 981 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 84.18% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 233k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 34.19% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 214.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.06% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.72% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 72.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 72.65% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.59% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.94% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.55 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.92% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.87 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.55 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.89 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.93% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.09% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.56 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.20 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.36% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.31% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
