Composer · investment strategy
by Composer Technologies · via Composer
Daily, rule‑based switcher: buys leveraged tech/semis in clear uptrends and on controlled dips; hedges with inverse ETFs/UVXY or moves to bonds/cash when weak. Uses bond trends to choose TMF (rates down) vs TMV (rates up), and shifts to commodities when they lead.
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 2026-10-19
: 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% · 2026-10-19 ()
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% · 2026-10-19 ()
27 of 88 funds in its are : BULZ, CURE, ERX, EUO, LABU, MVV, PSQ, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TBT, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UDOW, 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 an autopilot. First it asks: Is the market trending up, choppy, or down? It answers using simple cues: price vs long‑term average, a “speedometer” (RSI: high=too hot, low=washed out), and what bonds are doing. Then it picks: - Uptrend: buy the strongest leveraged tech/semis (TQQQ, TECL, SOXL, UPRO). - Choppy/bear: cut risk or hedge (SQQQ/SOXS/PSQ), or buy safety (BIL/BSV/TMF). If rates rise, favor TMV; if they fall, favor TMF. If commodities lead, shift to DBC/GLD. Rebalances daily.
Daily, rule‑based switcher: buys leveraged tech/semis in clear uptrends and on controlled dips; hedges with inverse ETFs/UVXY or moves to bonds/cash when weak. Uses bond trends to choose TMF (rates down) vs TMV (rates up), and shifts to commodities when they lead.
Out-of-sample edge: ~109% annualized return, Sharpe ~1.30, Calmar ~2.85—strong risk-adjusted upside vs the S&P. A dynamic, rule-based system that protects on risk while chasing leading tech/semis.
Update of Manhattan 2.21, Extremely low amount of recovery days. HinnomTX, Sir Isaac, Belcampo69
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $13.7M | 2026-10-19 | |
| Backtest regulatory fees | $68k | 2026-10-19 | |
| Backtest slippage cost | $617k | 2026-10-19 |
| AI categories (Composer) | bond/rates filter, commodities/energy tilt, leveraged tech/semis, mean reversion, regime switching, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,556 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.82 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AA", "ACLS", "AGG", "AMD", "ASTH", "ATEC", "BHE", "BIL", "BITO", "BSV", "BTAL", "BULZ", "CURE", "DAC", "DBA", "DBC", "DIA", "EEM", "EFA", "EGY", "ENPH", "EPI", "EQT", "ERX", "EUO", "EWZ", "EXPO", "FNGS", "GLD", "GNRC", "IEF", "INFY", "JKHY", "LABU", "LULU", "MNST", "MOS", "MU", "MVV", "NVDA", "PAYC", "PSQ", "PUI", "QCLN", "QCOM", "QLD", "QQQ", "ROST", "SD", "SFM", "SHY", "SIMO", "SMH", "SON", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQM", "SQQQ", "TBT", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TPR", "TQQQ", "TSLA", "UCO", "UDOW", "UPRO", "USD", "UUP", "UVXY", "VDE", "VIXY", "VRTX", "XLP", "XLU", "XPRO", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.49 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.14 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-19 |
| Remixes (copies) | 13 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,212 | 2026-10-19 | |
| Out-of-sample length | 113 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 348.24% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 137k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 108.88% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.12% | ||
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 21.66% | ||
| Return, trailing 1 week (out-of-sample) | -9.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 1.30% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -84.59% | ||
| Return, trailing 2 weeks (out-of-sample) | -15.08% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 35.30% | ||
| SPY annualized return over the backtest window (backtest) | 12.67% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.33 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.85 | ||
| Maximum drawdown, backtest period (backtest) | -65.35% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.18% | ||
| Sharpe ratio, backtest period (backtest) | 2.21 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 4.08 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 82.63% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 81.55% |
| Annualized turnover, backtest period (backtest) | 110.27 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 129.73 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 46.90% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
