Composer · investment strategy
by Composer Technologies · via Composer
A rule‑based, risk‑on/risk‑off trader. It reads “hot/cold” (RSI), trend, bonds, and commodities, then holds one ETF at a time: fast 3x tech/semis in calm uptrends, or defensive (inverse, bonds, dollar, volatility, commodities) when risk rises.
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.
10 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.
0.2% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31)
: 2.8% (PDBC 6% × 0.48), 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. : 99% · 2026-10-11 ()
88.7% 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 ()
28 of 51 funds in its are : CURE, ERX, EUO, MIDU, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, TYD, TYO, UCO, UDOW, UGL, UPRO, USD, UTSL, UVXY, YCS
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.
Think of it as a traffic‑light for risk. It: 1) Checks if markets are hot or cold using RSI (0–100; >~70 = too hot, <~30 = washed out). 2) Looks at the long‑term trend and the bond market (TLT, IEF vs BIL) and whether commodities/dollar are in charge. 3) If green: buy a single, fast horse (often 3x tech/semis: TQQQ, SOXL, TECL, SPXL/UPRO). If red: switch to protection (SQQQ/SOXS, TMF/TMV, UVXY, USD/UUP/USDU, DBC/UCO, GLD). 4) Picks that one ETF by recent strength or by betting on a bounce.<br>Trades only when signals flip.
A rule‑based, risk‑on/risk‑off trader. It reads “hot/cold” (RSI), trend, bonds, and commodities, then holds one ETF at a time: fast 3x tech/semis in calm uptrends, or defensive (inverse, bonds, dollar, volatility, commodities) when risk rises.
Out-of-sample edge: ~26% annualized vs SPY’s ~22%, with regime-driven risk-on/risk-off rotation to a single levered ETF. Captures upside in uptrends and hedges risk, but drawdowns can be larger in volatile periods.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $70.1B | 2026-10-11 | |
| Backtest regulatory fees | $382.9M | 2026-10-11 | |
| Backtest slippage cost | $3.7B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro regime filters, mean reversion, momentum, tactical asset allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,288 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "CURE", "DBC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "MIDU", "MVV", "PDBC", "PHDG", "PUI", "QLD", "QQQ", "SHY", "SMH", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TYD", "TYO", "UCO", "UDOW", "UGL", "UPRO", "USD", "USDU", "UTSL", "UUP", "UVXY", "VIXM", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.66 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,372 | 2026-10-11 | |
| Out-of-sample length | 954 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 433.32% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 701140k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.04% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.35% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 8.60% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -15.09% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -15.12% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 4.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 57.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 7.13 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -60.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -60.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.83 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 66.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 91.53 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 83.72 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.20% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
