Composer · investment strategy
by Composer Technologies · via Composer
A tactical, rising-rates-aware mix that goes on offense when tech and Treasuries are calm, and tilts to gold and the U.S. dollar when they wobble. Uses 3x leveraged ETFs and sizes positions by recent stability.
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.
0.1% of weight in (IVV: 3.0%)
3 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. : 99% · 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 ()
3 of 6 funds in its are : FAS, TMF, TQQQ
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 watches for sharp, recent drops in two bellwethers: - QQQ (big U.S. tech; here used only as a warning light): if it falls ~6% or more in 10 days, the strategy goes defensive. - TMF (3x long U.S. Treasuries): if it falls sharply in 10 days, it also goes more defensive. When calm: about 85% goes into a mix of three funds—TQQQ (3x big tech), FAS (3x financials), TMF (3x long Treasuries). It gives more money to the ones that have been steadier over the last ~2 months and less to the jumpy ones. When shaky: it shifts toward a defensive basket that includes gold (GLD) and the U.S. dollar (UUP). The same “give more to steadier, less to jumpy” rule applies. A small cash buffer (~15%) is held when markets are calm, but not during major tech selloffs. These are leveraged funds and can move very fast, up or down.
A tactical, rising-rates-aware mix that goes on offense when tech and Treasuries are calm, and tilts to gold and the U.S. dollar when they wobble. Uses 3x leveraged ETFs and sizes positions by recent stability.
Dynamic, volatility-aware strategy with gold/USD hedges. Lower beta (~0.77) and solid out-of-sample risk-adjusted performance (Sharpe ~0.60; Calmar ~0.41) across ~1700 days, delivering diversification and steadier risk vs the S&P 500.
Risk Parity, but make it Fed-friendly. This symphony seeks to navigate a rising interest rate environment by including financials and avoiding equity and bond market volatility. The symphony is Risk On if treasuries and the Nasdaq 100 are stable; otherwise, it adds Risk-Off assets, including gold and the US dollar. The Risk-On assets are an inverse-volatility-weighted blend of 3x levered ETFs, representing large-cap equities, financials, and long-dated treasuries. This symphony was developed by Composer.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $238k | 2026-10-11 | |
| Backtest regulatory fees | $736 | 2026-10-11 | |
| Backtest slippage cost | $4,977 | 2026-10-11 |
| AI categories (Composer) | defensive overlay, leveraged etfs, macro/rates, risk parity, tactical asset allocation, volatility targeting | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 28 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "GLD", "QQQ", "TMF", "TQQQ", "UUP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 3,374 | 2026-10-11 | |
| Watchers | 2,094 | 2026-10-11 |
| Backtest length | 4,145 | 2026-10-11 | |
| Out-of-sample length | 1,167 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 21.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2284% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 11.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 64.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.61% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -6.71% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -22.46% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -22.46% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -14.02% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.05% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.78 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.41 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.30% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.30% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.06 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.54 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 20.08% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.92% | 2026-10-11 |
| Risk rating (Composer data field) | Aggressive | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 18.03 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 16.84 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.81% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
