Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based “buy dips, hedge rips.” Uses leveraged S&P/Nasdaq on sharp pullbacks, UVXY on overheated surges, and otherwise diversifies into dividend stocks, managed futures (KMLM), gold/commodities/bonds/dollar, and top sectors. High risk due to 3× ETFs.
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.
10 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.
8.4% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31)
: 10.4% (DBC 22% × 0.37, KMLM 13% × 0.16), 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 ()
15.1% 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 28 funds in its are : SPXL, TBF, TMF, TQQQ, UPRO, 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 checks if stocks are hot or cold using a 0–100 “speedometer” of recent moves (RSI). If S&P/Nasdaq are very cold (<25), it buys their 3× funds (SPXL/TQQQ) for a bounce. If very hot (>80), it holds UVXY as a short‑term pullback hedge. Otherwise it spreads across: dividend stocks (SCHD) + managed futures (KMLM), trend leaders in gold/commodities/bonds/dollar, a rules‑based mix, and the 3 strongest sectors. If stock trend is weak, it leans defensive. Rebalances daily.
Daily, rules‑based “buy dips, hedge rips.” Uses leveraged S&P/Nasdaq on sharp pullbacks, UVXY on overheated surges, and otherwise diversifies into dividend stocks, managed futures (KMLM), gold/commodities/bonds/dollar, and top sectors. High risk due to 3× ETFs.
Out-of-sample, this strategy beats the S&P on risk-adjusted returns: OOS Sharpe ~1.53 vs 1.33; OOS annualized ~52.6% vs ~20.7%; Calmar ~2.60. Diversified hedges and rotations offer high upside with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $262k | 2026-10-11 | |
| Backtest regulatory fees | $589 | 2026-10-11 | |
| Backtest slippage cost | $4,420 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed futures, mean reversion, momentum, sector rotation, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 674 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "BTAL", "DBC", "GLD", "IEF", "KMLM", "SCHD", "SHY", "SPXL", "SPY", "TBF", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XME" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.35 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 42 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,469 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 75.07% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2523% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 52.57% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 414.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.56% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.88% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 73.35% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 73.35% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.40% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.36% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.71 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.25% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -20.25% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.91 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 30.09% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 30.50% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 46.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.53 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.02% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.02% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
