Composer · investment strategy
by Composer Technologies · via Composer
A regime-switching system. It uses shipping (BDRY) and the S&P 200‑day trend to decide risk‑on vs risk‑off, then rotates into a single fast‑moving winner (often tech/semis) or into Treasuries/cash. When markets get frothy, it adds volatility hedges.
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. : 95% · 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 ()
32 of 144 funds in its are : BITX, CURE, ERX, FAS, FAZ, GDXU, LABU, NAIL, PSQ, QLD, ROM, SH, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, SVXY, TBX, TECL, TMF, TMV, TQQQ, TTT, TYD, UBT, UDOW, UGL, UPRO, 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.
1) Early signal: It checks BDRY (a shipping ETF). If it’s trending up, the model assumes the economy is firming and opens the “risk‑on” playbook.<br>2) Trend check: It looks at the S&P 500 vs its 200‑day average. Above = bull, below = bear.<br>3) Speed/heat gauge: It uses an RSI “speedometer.” Very high RSI = things are frothy, so it adds crash insurance (UVXY/VIXM). Very low RSI = dip-buying or bonds.<br>4) What it buys in bull mode: usually one strong, fast‑moving choice such as TQQQ/TECL/SOXL (tech/semis), SPXL/UPRO (S&P 500), UDOW (Dow) or a single mega‑cap leader (e.g., NVDA/MSFT). If heat is too high, it pairs that with hedges (UVXY or SVXY+VIXM+BTAL).<br>5) What it buys in bear mode: inverse stock ETFs (SQQQ/SPXU), Treasuries (TMF) or cash‑like T‑Bills (BIL/SHV). If bonds are falling, it can flip to TMV (short Treasuries).<br>6) Bond brain: Separate modules switch among TMF/TMV/AGG/BND/SHV based on long‑term trends and momentum. When bonds look good it prefers TMF; when not, it prefers TMV or T‑Bills.<br>7) Always-on risk controls: If volatility spikes or short‑term returns get extreme, it scales into hedges or cash and then back out when conditions calm.
A regime-switching system. It uses shipping (BDRY) and the S&P 200‑day trend to decide risk‑on vs risk‑off, then rotates into a single fast‑moving winner (often tech/semis) or into Treasuries/cash. When markets get frothy, it adds volatility hedges.
Out-of-sample edge: ~95% annualized return vs ~16.9% for the S&P, Sharpe ~1.21, Calmar ~1.97. Regime-switching with hedges targets big upside in tech leadership while controlling risk; note drawdowns can exceed the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.3M | 2026-10-11 | |
| Backtest regulatory fees | $4,079 | 2026-10-11 | |
| Backtest slippage cost | $35k | 2026-10-11 |
| AI categories (Composer) | bond timing, crash hedging, leveraged etfs, macro regime, momentum, risk-on/risk-off, trend-following, volatility overlay | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 4,045 | 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) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ABNB", "ADBE", "AGG", "AMAT", "AMD", "AMZN", "APP", "ASML", "AVGO", "BABA", "BDRY", "BIL", "BITX", "BKNG", "BLK", "BMY", "BND", "BRK/B", "BTAL", "CELH", "CI", "COST", "CPRT", "CRM", "CRWD", "CURE", "DBC", "DE", "DHI", "DHR", "DIS", "DOW", "ERX", "FAS", "FAZ", "FISV", "GBTC", "GDXU", "GE", "GLD", "GOOG", "HD", "HYG", "IEF", "IEI", "INTU", "IOO", "JD", "JPM", "KLAC", "KO", "LABU", "LEN", "LLY", "MA", "MARA", "MCD", "MDLZ", "MELI", "META", "MMM", "MNST", "MRK", "MSFT", "NAIL", "NCNO", "NFLX", "NKE", "NOW", "NU", "NVDA", "NVO", "ORCL", "PANW", "PAYO", "PDBC", "PDD", "PEP", "PFE", "PLD", "PSQ", "PYPL", "QLD", "QQQ", "ROM", "RTX", "SAP", "SCHD", "SH", "SHOP", "SHV", "SHY", "SMCI", "SOXL", "SOXS", "SPHB", "SPLV", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "SVXY", "SYK", "TBX", "TECL", "TEVA", "TLT", "TMF", "TMV", "TQQQ", "TSLA", "TSM", "TTT", "TYD", "U", "UBT", "UDOW", "UGL", "UI", "UNH", "UPRO", "UUP", "UVXY", "V", "VEEV", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "WDAY", "WMT", "XLE", "XLF", "XLK", "XLP", "XLU", "XOM", "ZROZ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 810 | 2026-10-11 | |
| Out-of-sample length | 228 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 352.34% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 13k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 95.13% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.32% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.32% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 38.82% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -86.96% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -5.10% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 63.54% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 19.62% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.20 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.97 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -48.39% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.42 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 73.60% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 87.30% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 120.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 150.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.43% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.39% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
