Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based “risk thermostat” that rides strong uptrends (mainly leveraged tech/semis) and quickly flips to hedges or inverse funds when markets get too hot or weak, guided by stock/bond trends, short-term heat, and volatility.
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.
1 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
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 ()
22 of 38 funds in its are : CURE, ERX, EUO, HIBL, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TQQQ, UCO, UPRO, USD, 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.
It’s a daily, rules-based “risk thermostat.”<br> - First, it reads the backdrop: long‑term trends in stocks (SPY) and bonds (TLT).<br> - Then it checks short‑term heat: a “hot/cold” gauge (RSI, 0–100), recent returns, and volatility.<br> - If the coast looks clear, it rides the strongest areas—mainly leveraged tech/semis funds (like 3x Nasdaq/Tech/Semiconductors).<br> - If markets look too hot, suddenly fall, or the backdrop turns shaky, it flips to hedges: volatility (UVXY/VIXY), inverse funds (that profit when stocks drop), or safer choices (Treasuries, US dollar, gold, oil).<br> - Rebalanced daily; usually holds one pick.
A daily, rules-based “risk thermostat” that rides strong uptrends (mainly leveraged tech/semis) and quickly flips to hedges or inverse funds when markets get too hot or weak, guided by stock/bond trends, short-term heat, and volatility.
Out-of-sample edge: ~27.7% annualized return vs S&P 500 ~21%, with market-like beta and regime-switching hedges. Daily, rules-based exposure to tech leaders in uptrends and quick risk hedges aim for higher upside with controlled risk.
A strategy for long term investing in any market condition. In a bull run, everyone is a genius, in a bear market, do you know what to do?
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $21.9B | 2026-10-11 | |
| Backtest regulatory fees | $207.1M | 2026-10-11 | |
| Backtest slippage cost | $2.0B | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, macro-aware, momentum+mean reversion, multi-asset, regime-switching, rules-based, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 793 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CURE", "DBC", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "HIBL", "IEF", "IYK", "MVV", "PUI", "QLD", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "UCO", "UPRO", "USD", "UUP", "UVXY", "VIXY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,728 | 2026-10-11 | |
| Out-of-sample length | 961 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 739.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 218688k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 154.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.68% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 11.79% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -40.05% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -40.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 5.90% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 77.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 9.24 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.35 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -80.03% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -80.04% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 92.81% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 83.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 114.19 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 107.51 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.37% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
