Composer · investment strategy
by Composer Technologies · via Composer
Daily, it rides tech with 3x funds when the market is trending up, but hedges, shorts, or moves to gold/managed futures when the trend weakens or gets choppy. Decisions use simple “hot/cold” (RSI) and trend checks.
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 2026-05-31)
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 ()
7 of 23 funds in its are : PSQ, SH, SQQQ, TECL, TQQQ, 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 Aggressive risk 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.
Each day it first asks if U.S. stocks are in an uptrend (S&P 500 above its 200‑day average trend line). If yes, it mostly rides big tech using 3x funds (TQQQ/TECL or UPRO). If prices look overheated/weak, it hedges or flips short (PSQ/SQQQ), may briefly trade volatility (UVXY), or use gold. In choppy periods it hands off to one managed‑futures ETF (DBMF/CTA/KMLM/WTMF/FMF), picking the most “oversold.” It uses simple hot/cold scores (RSI) and trend lines.
Daily, it rides tech with 3x funds when the market is trending up, but hedges, shorts, or moves to gold/managed futures when the trend weakens or gets choppy. Decisions use simple “hot/cold” (RSI) and trend checks.
Out-of-sample, this strategy seeks far higher upside than the S&P: ~35% annualized return vs ~19%. It leverages tech uptrends and hedges in chop via futures/gold, with Calmar ~0.76 and Sharpe ~0.79, but may incur larger drawdowns (~46%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.7M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $103k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, managed futures, mean reversion, multi-asset, tactical, trend-following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 210 | 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", "BND", "CORP", "CTA", "DBMF", "FMF", "GLD", "IEF", "KMLM", "PSQ", "QQQ", "SH", "SPY", "SQQQ", "STIP", "TECL", "TLT", "TQQQ", "UPRO", "UVXY", "VPU", "WTMF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.23 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 8 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,137 | 2026-10-11 | |
| Out-of-sample length | 588 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 270.84% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 37k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 102.71% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -12.09% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 24.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 24.24% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -14.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.78% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 5.84 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.40% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -46.40% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.29 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.21 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 62.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 74.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 67.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.73% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.74% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
