Composer · investment strategy
by Composer Technologies · via Composer
An aggressive, daily‑tactical system. It buys sharp dips in 3x S&P/Nasdaq/Semiconductor funds, but flips to cash/hedges when volatility spikes or trends turn down, using stock/bond and yield‑curve signals to tilt between growth and defense.
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.
9 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.
0.3% of weight in (IVV: 3.0%)
8 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 ()
14.5% 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 21 funds in its are : CURE, SOXL, SPXL, SVXY, TMF, TMV, TQQQ, UPRO, UTSL, 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.
First, a volatility breaker: if a VIX proxy (UVXY) looks “hot” on a 0–100 heat gauge (RSI), it parks in short‑term Treasuries (T‑bills).<br>Otherwise, 3 sleeves buy dips in 3x S&P/Nasdaq/Semiconductor funds when “cold” (RSI<30) and briefly hedge when “too hot” (RSI>80). A trend filter (SPY vs its 200‑day average) and a bond‑curve check (7–10y vs 20+y Treasuries) choose between growth (tech/healthcare) and defense (dollar, utilities, hedged funds, cash). Positions are sized by recent calmness.
An aggressive, daily‑tactical system. It buys sharp dips in 3x S&P/Nasdaq/Semiconductor funds, but flips to cash/hedges when volatility spikes or trends turn down, using stock/bond and yield‑curve signals to tilt between growth and defense.
Out-of-sample, this strategy delivers higher risk-adjusted upside: ~29.9% annualized return vs ~20.7% for the S&P, Sharpe ~1.75 vs ~1.33, Calmar ~3, and max drawdown ~10% vs ~19%—more return with less downside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $343k | 2026-10-11 | |
| Backtest regulatory fees | $908 | 2026-10-11 | |
| Backtest slippage cost | $6,872 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, multi-asset, tactical allocation, tech-heavy, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 524 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.25 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CURE", "IEF", "MOAT", "PHDG", "SHY", "SOXL", "SPXL", "SPY", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "USMV", "UTSL", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 51 | 2026-10-11 | |
| Watchers | 36 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,352 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 46.01% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3327% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.89% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 175.64% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.44% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.37% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.00% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.85% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.85% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.93% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.67% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.61 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -9.98% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -9.98% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.28 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.75 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.40 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.34 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.61% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.91 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
