Composer · investment strategy
by Composer Technologies · via Composer
A high-octane, rules-driven mashup that buys volatility when stocks look overheated and otherwise rotates among 3x stock funds, Treasuries, and gold using simple hot/cold and trend checks. Expect large swings and deep 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.
5 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.
0.1% 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. : 100% · 2026-10-19 ()
75.3% 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 ()
9 of 25 funds in its are : PSQ, QLD, SH, SPXL, SQQQ, 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’s a rules-based mix that uses a hot/cold meter (RSI) and trend checks. When stocks look too hot, it buys volatility (UVXY) plus some bonds/gold. Otherwise it classifies the market (risk‑on/mixed/risk‑off) using growth vs utilities and bonds vs cash, then picks 3x tech (TQQQ) or 3x S&P (SPXL), long Treasuries (TLT/TMF) or short tech (SQQQ). Rebalances only when weights drift ~4%. Key funds: TQQQ=3x Nasdaq, SPXL=3x S&P, SQQQ=−3x Nasdaq, UVXY=VIX, TLT/TMF/TMV=Treasuries, GLD=gold. Very aggressive.
A high-octane, rules-driven mashup that buys volatility when stocks look overheated and otherwise rotates among 3x stock funds, Treasuries, and gold using simple hot/cold and trend checks. Expect large swings and deep drawdowns.
Out-of-sample, this strategy shows higher upside than SPY: ~24.3% vs ~17.9% annualized, with dynamic leverage, volatility hedges, bonds and gold. Expect larger drawdowns (~25.8%), but Calmar ~0.94 suggests solid risk-adjusted performance.
Four Corners | Holy Grail Revamped | boosted zoop | trimmed and tuned, Serenity weighted with full leverage. 185.0% AR, 2.74 Sharpe, 29.4% MDD 10/2011
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $20.0B | 2026-10-19 | |
| Backtest regulatory fees | $50.3M | 2026-10-19 | |
| Backtest slippage cost | $486.1M | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, mean‑reversion, multi‑asset, regime switching, tactical allocation, trend/momentum, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 350 | 2026-10-19 | |
| Rebalance corridor width | 4.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CORP", "GLD", "IEF", "IOO", "PSQ", "QLD", "QQQ", "SH", "SPXL", "SPY", "SQQQ", "TLT", "TMF", "TMV", "TQQQ", "UVXY", "VOX", "VPU", "VTV", "WTMF", "XLF", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.58 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 |
| Remixes (copies) | 33 | 2026-10-19 | |
| Watchers | 20 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 510 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 162.95% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 200206k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.31% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.66% | ||
| Return, trailing 1 day (out-of-sample) | 1.81% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -3.23% | ||
| Return, trailing 1 week (out-of-sample) | -3.19% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 2.61% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 1.45% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.50% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 1.59% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.58 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.94 | ||
| Maximum drawdown, backtest period (backtest) | -29.18% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.77% | ||
| Sharpe ratio, backtest period (backtest) | 2.54 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.74 | ||
| Sortino ratio, backtest period (backtest) | 4.51 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 41.37% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.12% |
| Annualized turnover, backtest period (backtest) | 46.01 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.18 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.11% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.51% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
