Composer · investment strategy
by Composer Technologies · via Composer
A daily “pop and park” system: buy 3× stock funds when they look washed‑out, flip to a volatility spike trade when they look overheated, and otherwise park in T‑Bills or a bond/dollar/short‑stock mix. Heavy use of leveraged 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.
4 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.
1.4% of weight in (IVV: 3.0%)
4 funds (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. : 98% · 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 ()
10 of 16 funds in its are : CURE, MIDU, SOXL, SPXL, SPXU, TMF, TMV, TQQQ, TYD, 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.
Daily it reads a 0–100 “heat gauge” (RSI) on a volatility fund (VIXM). If heat is high, it runs simple “pop” rules on S&P 500 (SPXL), Nasdaq (TQQQ) and Semis (SOXL): when their heat >80, buy UVXY (jumps when markets drop); when <30, buy the 3× bull fund; else sit in T‑Bills (BIL). If heat is normal, that “else” instead rotates among leveraged Treasury, dollar, sector, or short‑stock funds using trend checks. Uses leveraged ETFs; high risk.
A daily “pop and park” system: buy 3× stock funds when they look washed‑out, flip to a volatility spike trade when they look overheated, and otherwise park in T‑Bills or a bond/dollar/short‑stock mix. Heavy use of leveraged ETFs.
Out-of-sample edge: 21.27% annualized vs SPY 20.82%, via regime-aware rotations and volatility hedges with leverage. Higher drawdowns (~34%), but potential for stronger upside and diversification when markets shift.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $14.0M | 2026-10-11 | |
| Backtest regulatory fees | $20k | 2026-10-11 | |
| Backtest slippage cost | $174k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum and mean‑reversion, risk‑on/risk‑off, stocks‑bonds rotation, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 139 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.26 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CURE", "IEF", "MIDU", "SOXL", "SPXL", "SPXU", "SPY", "TLT", "TMF", "TMV", "TQQQ", "TYD", "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) | 1.74 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-11 |
| Remixes (copies) | 8 | 2026-10-11 | |
| Watchers | 0 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 969 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 62.15% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 140k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 110.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.67% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.64% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.03% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.13% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 2.69% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.92% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.93% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.94 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.30% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 21.37 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.68% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
