Composer · investment strategy
by Composer Technologies · via Composer
Rules-based, daily strategy: ride strong equity trends with leveraged, tech‑heavy funds; flip into Treasuries, gold, dollar, staples or short/vol hedges when trends cool or rates rise. Positions are sized by volatility to seek growth with capped drawdowns.
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.
22 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.
0.7% of weight in (IVV: 3.0%)
15 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
: 7.7% (DBC 21% × 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. : 96% · 2026-10-19 ()
30.9% 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 ()
28 of 88 funds in its are : BULZ, CURE, EDC, EDZ, EUM, FAS, FNGG, PSQ, QID, QLD, RETL, SDS, SH, SOXL, SPXL, SQQQ, SSO, SVXY, TBT, TECL, 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.
Daily it checks: stock trend (SPY vs 200‑day average; an average = typical price), bond trend (TLT up/down), and “heat” (RSI = hot/cold meter). If stocks are strong it buys leveraged U.S. growth (TQQQ=3x Nasdaq; UPRO/SPXL=3x S&P; TECL/SOXL=3x tech/semis). If weak or rates rise it rotates to defense (GLD gold, UUP dollar, XLP staples, BTAL/DBMF) or hedges/shorts (UVXY/VXX, SQQQ). If rates fall it holds TMF (3x Treasuries); if rising, TMV. Position sizes shrink when volatility is high.
Rules-based, daily strategy: ride strong equity trends with leveraged, tech‑heavy funds; flip into Treasuries, gold, dollar, staples or short/vol hedges when trends cool or rates rise. Positions are sized by volatility to seek growth with capped drawdowns.
Outperformance with controlled risk: out-of-sample annual return ~25.7% vs SPY 23.3%, and lower max drawdown (~7.95% vs 8.89%); Sharpe ~1.68, Calmar ~3.23—built on regime-based trend-following and diversified hedges.
Sandy's Dragon in the Power of Correlation framework.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $80k | 2026-10-19 | |
| Backtest regulatory fees | $248 | 2026-10-19 | |
| Backtest slippage cost | $1,793 | 2026-10-19 |
| AI categories (Composer) | diversification, leveraged etfs, macro regime, momentum, multi-asset, risk parity, tactical rotation, trend following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 6,902 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BNDX", "BSV", "BTAL", "BULZ", "BWZ", "CURE", "DBC", "DBMF", "DGRO", "DIA", "EDC", "EDV", "EDZ", "EEM", "EUM", "FAS", "FNGG", "GLD", "IEF", "IEI", "IGIB", "IOO", "IWM", "IXG", "MGC", "PSQ", "QID", "QLD", "QQQ", "QQQE", "QUAL", "RETL", "RINF", "RPV", "RSP", "SCHD", "SCHX", "SDS", "SH", "SHV", "SHY", "SMH", "SOXL", "SOXX", "SPHB", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TBT", "TECL", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UDOW", "UPRO", "USD", "USDU", "UUP", "UVXY", "VDC", "VFH", "VGIT", "VGLT", "VGT", "VHT", "VIS", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VT", "VTI", "VTV", "VXX", "XLE", "XLF", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.72 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-19 |
| Remixes (copies) | 14 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,167 | 2026-10-19 | |
| Out-of-sample length | 358 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 56.69% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 701.68% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.71% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.78% | ||
| Return, trailing 1 day (out-of-sample) | -0.30% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.12% | ||
| Return, trailing 1 week (out-of-sample) | -0.31% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.73% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 18.66% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.12% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.99% | ||
| SPY annualized return over the backtest window (backtest) | 15.31% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.37 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 3.23 | ||
| Maximum drawdown, backtest period (backtest) | -16.81% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.95% | ||
| Sharpe ratio, backtest period (backtest) | 2.80 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.68 | ||
| Sortino ratio, backtest period (backtest) | 4.89 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.54 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 16.52% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 14.22% |
| Annualized turnover, backtest period (backtest) | 43.36 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.07 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.55% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.70% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
