Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based allocator. Under stress it parks in T‑bills, USD, gold/commodities and hedges; when trends are healthy, it presses semiconductors/Nasdaq with 3x ETFs, using simple “heat” and trend rules to buy dips and fade rips. High risk.
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.
“If stress rises, it hides in T‑bills (BIL/SHV/SHY), the U.S. dollar (USDU), gold/commodities (GLD/PDBC), or “short” funds (SQQQ/SOXS/TBT).”
“A small gold/bond/dollar hedge runs in the background.”
“it goes aggressive in semis/Nasdaq via 3x funds (SOXL, TQQQ)”
“It watches fear (volatility), bond stress, and price trends.”
“using simple “heat” scores (RSI) and moving averages to buy dips and fade spikes”
8 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.
0.0% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
: 6.0% (PDBC 12% × 0.48), shown separately from fossil-fuel companies.
No stated fossil-fuel rule; the exposure is shown for reference. : 96% · 2026-10-19 ()
25.1% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-19 ()
32 of 76 funds in its are : CURE, ERY, FAS, FAZ, HDGE, PSQ, QLD, RETL, SDOW, SH, SJB, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SRTY, TBF, TBT, TECL, TMF, TNA, TQQQ, TTT, TWM, TZA, UBT, UDOW, UPRO, URTY, UWM
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
It’s a rules-based “switch.” It watches fear (volatility), bond stress, and price trends.<br>If stress rises, it hides in T‑bills (BIL/SHV/SHY), the U.S. dollar (USDU), gold/commodities (GLD/PDBC), or “short” funds (SQQQ/SOXS/TBT).<br>If calm, it goes aggressive in semis/Nasdaq via 3x funds (SOXL, TQQQ), using simple “heat” scores (RSI) and moving averages to buy dips and fade spikes. A small gold/bond/dollar hedge runs in the background.
A fast, rules-based allocator. Under stress it parks in T‑bills, USD, gold/commodities and hedges; when trends are healthy, it presses semiconductors/Nasdaq with 3x ETFs, using simple “heat” and trend rules to buy dips and fade rips. High risk.
Low-beta, risk-controlled regime-switching offers a safer ride than the S&P. Out-of-sample drawdown 15.4% vs 18.8%, lower volatility, and positive alpha, with hedging and selective leverage for steadier, risk-adjusted upside.
Per CMP guidance, modded Bond yield risk off to use 20d MAR and swap GDX/BIL in for URTY/ERC
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3M | 2026-10-19 | |
| Backtest regulatory fees | $13k | 2026-10-19 | |
| Backtest slippage cost | $100k | 2026-10-19 |
| AI categories (Composer) | commodities, dollar, gold, hedging, inverse etfs, leveraged etfs, mean reversion, multi-asset, nasdaq, regime switching, semiconductors, tactical, treasuries, trend following, volatility | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 460 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.20 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BKLN", "BND", "BTAL", "COST", "CURE", "ERY", "FAS", "FAZ", "FTLS", "FTSL", "GDX", "GLD", "HDGE", "HEFA", "IEF", "IYR", "IYZ", "MTUM", "PDBC", "PSQ", "QLD", "QQQ", "QUAL", "RETL", "SDOW", "SDY", "SH", "SHV", "SHY", "SHYG", "SJB", "SMH", "SOXL", "SOXS", "SOXX", "SPLV", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SRTY", "STIP", "TBF", "TBT", "TECL", "TIP", "TIPX", "TLT", "TMF", "TNA", "TQQQ", "TTT", "TWM", "TZA", "UBT", "UDOW", "UNH", "UPRO", "URTY", "USDU", "USFR", "UUP", "UWM", "VIXM", "VTI", "XAR", "XHB", "XLI", "XLK", "XLP", "XLU", "XLY", "XYLD", "YYY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.12 | 2026-10-19 |
| Remixes (copies) | 22 | 2026-10-19 | |
| Watchers | 10 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,912 | 2026-10-19 | |
| Out-of-sample length | 620 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 60.13% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 23k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.45% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 41.99% | ||
| Return, trailing 1 day (out-of-sample) | 0.37% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.02% | ||
| Return, trailing 1 week (out-of-sample) | 1.95% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.31% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 9.50% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.98% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -0.67% | ||
| SPY annualized return over the backtest window (backtest) | 13.68% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.91 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.00 | ||
| Maximum drawdown, backtest period (backtest) | -15.37% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.37% | ||
| Sharpe ratio, backtest period (backtest) | 2.51 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.90 | ||
| Sortino ratio, backtest period (backtest) | 5.13 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.49% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.61% |
| Annualized turnover, backtest period (backtest) | 61.72 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 68.68 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.49% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.52% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
