Composer · investment strategy
by Composer Technologies · via Composer
Rides strong tech-led uptrends with 3x ETFs, buys oversold dips, and quickly hedges with volatility, bonds, or the U.S. dollar when markets get “too hot,” turn defensive, or sell off sharply. Very aggressive; uses leveraged and volatility ETFs.
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.
2 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.
100.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
9 of 25 funds in its are : ERX, FAS, SOXL, SPXL, SVXY, TECL, TMF, TQQQ, 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.
It’s a fast, rules-based “heat gauge” system. When stocks look overheated (RSI, a 0–100 heat gauge, is high), it hedges with a volatility fund (UVXY). When they look washed out (RSI low), it buys 3x bulls in tech/semis/S&P (TECL, SOXL, SPXL). If utilities beat the S&P or the Nasdaq 100 drops hard, it shifts to safety: VIX funds (UVXY/VIXM), anti‑beta (BTAL), long Treasuries (TMF) or the U.S. dollar (USDU). It may rotate to energy (ERX) if commodities lead.
Rides strong tech-led uptrends with 3x ETFs, buys oversold dips, and quickly hedges with volatility, bonds, or the U.S. dollar when markets get “too hot,” turn defensive, or sell off sharply. Very aggressive; uses leveraged and volatility ETFs.
Ultra-tactical, rules-based strategy that rides tech uptrends and hedges when needed. Outsized out-of-sample edge: ~75% annualized return vs ~21% S&P, with solid Sharpe (~1.14) and Calmar (~1.33). Higher drawdowns possible, but upside is compelling.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $60.1B | 2026-10-11 | |
| Backtest regulatory fees | $141.7M | 2026-10-11 | |
| Backtest slippage cost | $1.4B | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum and mean reversion, risk-on/risk-off, sector rotation, tactical asset allocation, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 222 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BTAL", "DBC", "ERX", "FAS", "QQQE", "SOXL", "SPXL", "SPY", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "USDU", "UVXY", "VIXM", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 |
| Remixes (copies) | 1,412 | 2026-10-11 | |
| Watchers | 415 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,199 | 2026-10-11 | |
| Out-of-sample length | 864 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 241.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 600901k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 75.24% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 585.98% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.68% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -3.59% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 22.72% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 22.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.05% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.53% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.92% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.27 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.33 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.14 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.92 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 68.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 70.07% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 54.69 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.64% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.32% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
