Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, multi-asset “weather station” that rotates among leveraged stocks, Treasuries, gold, the U.S. dollar, commodities, and volatility hedges based on stock trends, interest rates, and fear gauges to pursue growth with controlled drawdowns.
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 2026-10-19
: 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.
0.7% of weight in (IVV: 3.0%)
7 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
: 10.0% (DBC 27% × 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. : 95% · 2026-10-19 ()
20.8% 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% · 2026-10-19 ()
14 of 35 funds in its are : FAS, PSQ, SDS, SH, SOXL, SPXL, SQQQ, SSO, TECL, TMF, TMV, 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 Macro signals 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’s an autopilot that asks: Are stocks calm or shaky? Are interest rates rising or falling? Is fear spiking?<br>- If stocks are calm and trending up, it uses 3x stock ETFs (Nasdaq/Tech/S&P).<br>- If rates rise or stocks wobble, it shifts to staples/energy/quality, the U.S. dollar, or even short ETFs.<br>- If rates fall, it owns long Treasuries (often 3x).<br>- When markets get overheated or fear jumps, it adds a volatility hedge (UVXY) or moves to cash-like bonds.
A rules-based, multi-asset “weather station” that rotates among leveraged stocks, Treasuries, gold, the U.S. dollar, commodities, and volatility hedges based on stock trends, interest rates, and fear gauges to pursue growth with controlled drawdowns.
Out-of-sample, this macro-rotating strategy delivers ~22.3% annualized return with ~16.7% max drawdown—lower risk than the S&P’s ~18.8%—and a solid Calmar ~1.33, offering stronger, steadier growth vs the S&P 500.
Sandy's Dragon in the Power of Correlation framework.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.2M | 2026-10-19 | |
| Backtest regulatory fees | $2,954 | 2026-10-19 | |
| Backtest slippage cost | $23k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, macro rotation, multi-asset, regime switching, risk parity, tactical asset allocation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 2,295 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.22 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DBC", "FAS", "GLD", "PSQ", "QQQ", "QUAL", "RPV", "RSP", "SCHD", "SDS", "SH", "SHV", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "SSO", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "UUP", "UVXY", "XLE", "XLF", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.70 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-19 |
| Remixes (copies) | 18 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,025 | 2026-10-19 | |
| Out-of-sample length | 615 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 48.68% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 12k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.26% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.67% | ||
| Return, trailing 1 day (out-of-sample) | -0.17% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 1.12% | ||
| Return, trailing 1 week (out-of-sample) | 1.74% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.11% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 14.21% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.01% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 13.66% | ||
| SPY annualized return over the backtest window (backtest) | 14.03% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.92 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.33 | ||
| Maximum drawdown, backtest period (backtest) | -16.69% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -16.69% | ||
| Sharpe ratio, backtest period (backtest) | 2.64 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Sortino ratio, backtest period (backtest) | 5.10 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.90 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.49% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.08% |
| Annualized turnover, backtest period (backtest) | 32.09 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.91 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.93% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.24% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
