Composer · investment strategy
by Composer Technologies · via Composer
Switches between offense and defense. In uptrends it leans into a 3x S&P 500 fund; in weak markets it shifts to a hedge mix of commodities, Treasuries/cash, strong USD, utilities or even inverse tech. Uses multiple timeframes and risk scaling.
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.
3.2% of weight in (IVV: 3.0%)
1 fund (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 15 funds in its are : SQQQ, TQQQ, UPRO
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 runs 3 quick trend checks (25/50/75-day vs 200-day on the S&P 500). If trend is up, it blends 7 timeframes; when stocks beat a defensive gauge, it buys UPRO (3x S&P 500). If not, it holds a hedge basket (commodities, loans/T‑bills, USD/FRNs). If trend is down, it rotates among long Treasuries, inverse/long tech, and utilities or gold, based on short-term strength. Position sizes are scaled to be steadier.
Switches between offense and defense. In uptrends it leans into a 3x S&P 500 fund; in weak markets it shifts to a hedge mix of commodities, Treasuries/cash, strong USD, utilities or even inverse tech. Uses multiple timeframes and risk scaling.
A dynamic, multi-asset strategy that shifts between leveraged equity and hedges across seven horizons. Aims higher out-of-sample upside vs the S&P 500 with risk scaling and diversification (gold, Treasuries, USD). OOS: ~24.3% vs 21.7%; Calmar ~1.25.
Asking government to report inflation is like asking the mafia to report on crime.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $197k | 2026-10-11 | |
| Backtest regulatory fees | $354 | 2026-10-11 | |
| Backtest slippage cost | $2,453 | 2026-10-11 |
| AI categories (Composer) | defensive hedging, leveraged equity, multi-asset, risk scaling, tactical asset allocation, trend following | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,862 | 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) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BKLN", "BTAL", "EDV", "FTSL", "GLD", "PDBC", "SHV", "SPHB", "SPY", "SQQQ", "TQQQ", "UPRO", "USDU", "USFR", "XLU" ] | 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) | 0.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 2 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,831 | 2026-10-11 | |
| Out-of-sample length | 768 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 30.40% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1874% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 94.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.21% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.59% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.59% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.35% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.88% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.49% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.37% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.37% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 19.47% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.72% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.64 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.63% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
