Composer · investment strategy
by Composer Technologies · via Composer
A risk‑managed, tactical take on HFEA: it runs a 55% 3x S&P / 45% 3x long‑Treasury mix only when rates are falling and no fresh plunge; otherwise it rotates to dollar strength, short stock/bond hedges, or select 3x bull funds, with a panic override.
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%)
2 funds (SEC N-PORT, as of 2026-05-31)
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 ()
49.8% 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% · 2026-10-11 ()
9 of 15 funds in its are : FAS, SOXL, SPXS, SQQQ, TBF, TECL, TMF, TQQQ, UPRO
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.
Decisions, in order:<br>1) Panic? If a volatility ETF’s 0–100 heat score is high, switch to a fund that rises when the S&P 500 falls.<br>2) If bonds beat cash lately, buy three 3x bull funds (tech, semis, financials, Nasdaq, S&P) that look least hot.<br>3) If bonds don’t beat cash and long Treasuries are falling (rates up), hold a strong‑dollar fund plus either short‑Nasdaq or short‑Treasury.<br>4) Otherwise (rates down), run 55% S&P 500 3x / 45% long‑Treasury 3x—unless the S&P fell ~5%, then use T‑bills ~1 month.
A risk‑managed, tactical take on HFEA: it runs a 55% 3x S&P / 45% 3x long‑Treasury mix only when rates are falling and no fresh plunge; otherwise it rotates to dollar strength, short stock/bond hedges, or select 3x bull funds, with a panic override.
Dynamic, risk-managed strategy that diversifies from SPY with regime rotation and volatility hedges to guard in shocks and rising rates. Out-of-sample: ~19.1% annualized vs SPY 22.7%, with a distinct risk profile and downturn safeguards.
Backtestable to 2013-12-18. A "safer" Hedgefundie's Excellent Adventure. Incorporates HinnomTX's bond strategy with a crash safeguard and avoids ETFs that generate K-1s. Attempts to only deploy HFEA in a falling rate environment, where HFEA is known to excel. v1.1 - USDU here switch to UUP (4-12-11 but k1) for longer backtest and about the same performance - RISK off changed to BIL
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.5M | 2026-10-11 | |
| Backtest regulatory fees | $48k | 2026-10-11 | |
| Backtest slippage cost | $427k | 2026-10-11 |
| AI categories (Composer) | crash protection, leveraged etfs, macro regime rotation, tactical allocation, trend + mean reversion, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance corridor width | 8.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "FAS", "SOXL", "SPXS", "SPY", "SQQQ", "TBF", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "USDU", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.12 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 26 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,220 | 2026-10-11 | |
| Out-of-sample length | 887 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 75.78% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 135k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.11% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 85.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.48% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.05% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.05% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -7.14% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -7.15% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.56% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -10.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.16 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.29 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -65.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -65.06% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.32 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.88 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.62% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 53.89% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.00 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.40% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.65% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
