Composer · investment strategy
by Composer Technologies · via Composer
A rules-based strategy aiming for big upside with SOXL, while sidestepping deep slides using a bond‑vs‑cash “canary,” short‑term hot/cold signals, and a momentum rotation into safe‑haven assets.
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.
5 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.
26.1% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-06-30)
: 9.3% (DBC 25% × 0.37), shown separately from fossil-fuel companies.
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 ()
0.0% 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 ()
4 of 17 funds in its are : SOXL, TMF, UGL, 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.
It first checks a canary: are broad bonds beating cash over ~2 months? If not, markets look fragile. In calm times it mostly rides a 3x chip‑stock fund (SOXL), with checks on trend and risk appetite (timber vs gold). In fragile times it uses a hot/cold meter (RSI, 0–100; >75=too hot, <30=too cold) on the S&P 500: if too hot, hold a volatility fund (UVXY); if too cold, buy SOXL; otherwise rotate into recent winners among the dollar, Treasuries, gold, commodities, utilities, and oil.
A rules-based strategy aiming for big upside with SOXL, while sidestepping deep slides using a bond‑vs‑cash “canary,” short‑term hot/cold signals, and a momentum rotation into safe‑haven assets.
Out-of-sample edge: ~43.6% annualized return vs SPY ~21.5%, powered by regime switching and tactical hedges. Expect higher drawdowns (~51%), but disciplined risk controls target strong risk-adjusted upside (Calmar ~0.85).
Tries to achieve a leveraged yield without a levered drawdown with a judicious use of canary signals, RSI-based mean reversion, and safe haven assets. When the main canary is on, RSI-triggered leverages and safe haven assets with momentum are used to add a kick during volatile periods.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $370.5M | 2026-10-11 | |
| Backtest regulatory fees | $821k | 2026-10-11 | |
| Backtest slippage cost | $7.8M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, safe-haven rotation, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 66 | 2026-10-11 | |
| Rebalance corridor width | 2.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.44 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "DBC", "GLD", "IEO", "QQQ", "SOXL", "SPY", "TMF", "UGL", "UUP", "UVXY", "VIXM", "VIXY", "VWO", "WOOD", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.37 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 62 | 2026-10-11 | |
| Watchers | 38 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 876 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 101.79% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3705k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.63% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 252.55% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.51% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.73% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 39.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 39.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.03% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.83% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.99 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.20% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.21% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.77 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.89 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 45.41% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.35 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.49 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.83% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.08% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
