Composer · investment strategy
by Composer Technologies · via Composer
An ensemble that buys 3x Nasdaq/S&P on dips in uptrends, and shifts to cash, bonds, gold, dollar or VIX hedges after spikes or when risk rises. Blends trend, “hot/cold” (RSI), drawdown and volatility 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.
25 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%)
20 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 3.0% (DBC 8% × 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. : 97% · 2026-10-11 ()
12.8% 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 ()
22 of 53 funds in its are : FAS, PSQ, QLD, SDS, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SSO, SVXY, TECL, TECS, TMF, TMV, TNA, TQQQ, UDOW, UPRO, USD, 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 splits money across many small rules. Each checks: trend (price vs its recent average), a “hot/cold” meter of recent gains vs losses (RSI), very recent drops/pops, and turbulence (drawdown/vol). When prices look cold in an uptrend it buys 3x stock funds; after big pops or rising risk it parks in T‑Bills or rotates into hedges (Treasuries, gold, U.S. dollar) or VIX funds that tend to jump when stocks fall.
An ensemble that buys 3x Nasdaq/S&P on dips in uptrends, and shifts to cash, bonds, gold, dollar or VIX hedges after spikes or when risk rises. Blends trend, “hot/cold” (RSI), drawdown and volatility checks.
Out-of-sample, this strategy beats the S&P on return and risk: ~21.5% annualized vs ~20.1%; Sharpe ~1.46 vs ~1.25; max drawdown ~11.7% vs ~18.8%—with lower beta and smarter hedging for smoother gains.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $275k | 2026-10-11 | |
| Backtest regulatory fees | $490 | 2026-10-11 | |
| Backtest slippage cost | $3,423 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro momentum, mean reversion, multi-strategy, risk parity, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,503 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DBC", "FAS", "GLD", "HYG", "IEF", "IEI", "LQD", "PSQ", "QLD", "QQQ", "QUAL", "RPV", "RSP", "SDS", "SHV", "SHY", "SOXL", "SOXS", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SSO", "SVXY", "TECL", "TECS", "TIP", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UDOW", "UPRO", "USD", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VTIP", "XLE", "XLF", "XLK", "XLP", "XLU", "XLV", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,302 | 2026-10-11 | |
| Out-of-sample length | 672 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 28.77% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2651% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.45% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 68.04% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.16% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 14.43% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 14.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 6.44% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.44% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.45 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.83 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -11.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.74% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.46 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.29% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.34 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.45% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.63% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
