Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based rotation for rising‑rate times: own leveraged stock sectors when Nasdaq/Treasuries are calm; flip to crash/defensive hedges (UVXY, SQQQ, TMV, DBMF) when stress hits. Uses RSI “heat” checks and volatility‑based sizing. High risk.
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.
8 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.
0.8% of weight in (IVV: 3.0%)
7 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 ()
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 13 funds in its are : CURE, FAS, LABU, SOXL, SQQQ, 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 watches two markets: QQQ (Nasdaq‑100) and long bonds (TMF). RSI is a short‑term “heat meter” (0–100).<br>- If QQQ is very hot (>79), it buys UVXY (a volatility spike hedge).<br>- If QQQ is very cold (<32), it buys the more beaten‑down of TQQQ (3x Nasdaq bull) or BSV (short‑term bonds).<br>- If QQQ just fell a lot, it shifts to SQQQ (3x Nasdaq bear) or DBMF (managed‑futures diversifier).<br>- If long bonds crack, it uses TMV (3x short bonds) or DBMF.<br>- Otherwise, it holds a low‑vol‑weighted mix of 3x stock‑sector funds (e.g., financials, healthcare, semis, biotech), plus TMF. Rebalanced daily. High risk due to leverage.
A daily, rules‑based rotation for rising‑rate times: own leveraged stock sectors when Nasdaq/Treasuries are calm; flip to crash/defensive hedges (UVXY, SQQQ, TMV, DBMF) when stress hits. Uses RSI “heat” checks and volatility‑based sizing. High risk.
Out-of-sample upside is compelling: 39.5% annualized return vs 20.7% for the S&P, with regime-aware hedges (UVXY, SQQQ, TMV, DBMF) and volatility-based sizing. Higher growth potential, but expect larger drawdowns (~50% vs ~19%).
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, such as managed futures and interest rate hedge. JEFE EDIT: Changed to daily. Added oversold/underbought catchers. Added 3x bear ETFs. Added some more 3x bull ETFs. Removed PFIX for longer backtesting but it can be added back in for improved AR on the 1Y.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.3M | 2026-10-11 | |
| Backtest regulatory fees | $32k | 2026-10-11 | |
| Backtest slippage cost | $284k | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, leveraged etfs, managed futures, momentum/mean-reversion, rising-rates hedging, tactical rotation, volatility switch | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.57 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "CURE", "DBMF", "FAS", "LABU", "QQQ", "SOXL", "SQQQ", "TMF", "TMV", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.50 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 876 | 2026-10-11 | |
| Watchers | 285 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,841 | 2026-10-11 | |
| Out-of-sample length | 922 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 154.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 93k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 238.26% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.00% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -8.10% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -8.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.47% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.28% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.22% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.10 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -49.94% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -49.95% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.72 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.98% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.20% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 52.89 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.06% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.47% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
