Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, multi-sleeve plan: fade overheated markets with UVXY, otherwise rotate among Tech, Treasuries, Gold, or inverse QQQ based on trend and risk signals. A smaller sleeve uses leveraged ETFs for faster swings. High risk; highly tactical.
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 2026-10-19
: 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%)
3 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
56.9% 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 ()
9 of 27 funds in its are : PSQ, QLD, SH, SPXL, SQQQ, TMF, TMV, 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 splits your money into three rule-driven sleeves.<br>- If big stock indexes look very hot short term (RSI is a “heat meter”), it buys volatility (UVXY) plus some Treasuries (TLT) and Gold (GLD), expecting a pullback.<br>- If not hot, it rotates: Tech/growth in uptrends; Treasuries/Gold or inverse QQQ (PSQ/SQQQ) in downtrends.<br>- A smaller sleeve trades faster with leveraged ETFs (TQQQ, TMF/TMV) using simple trend/heat rules.
A rules-based, multi-sleeve plan: fade overheated markets with UVXY, otherwise rotate among Tech, Treasuries, Gold, or inverse QQQ based on trend and risk signals. A smaller sleeve uses leveraged ETFs for faster swings. High risk; highly tactical.
Diversified, rules-based tactical strategy with built-in risk controls. In out-of-sample tests: 16.41% annualized return vs SPY's 17.87%; max drawdown 15.74% vs 18.76%; Calmar 1.04; beta 0.95; small positive alpha. Lower downside, hedged upside, scalable exposure.
(119.3% AR, 2.79 Sharpe, 17.5% MDD 10/2011
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $577.8M | 2026-10-19 | |
| Backtest regulatory fees | $1.7M | 2026-10-19 | |
| Backtest slippage cost | $16.1M | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/off regimes, sector rotation, tactical asset allocation, trend following, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 700 | 2026-10-19 | |
| Rebalance corridor width | 4.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.31 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "CORP", "GLD", "IEF", "IOO", "PSQ", "QLD", "QQQ", "SH", "SPXL", "SPY", "SQQQ", "TLT", "TMF", "TMV", "TQQQ", "UVXY", "VOX", "VPU", "VTV", "VUG", "WTMF", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 |
| Remixes (copies) | 30 | 2026-10-19 | |
| Watchers | 14 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,781 | 2026-10-19 | |
| Out-of-sample length | 510 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 107.63% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 5778k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 35.61% | ||
| Return, trailing 1 day (out-of-sample) | 2.35% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.15% | ||
| Return, trailing 1 week (out-of-sample) | -2.12% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 1.40% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 1.23% | ||
| Return, trailing 2 weeks (out-of-sample) | -0.79% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 4.36% | ||
| SPY annualized return over the backtest window (backtest) | 15.65% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.26 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.04 | ||
| Maximum drawdown, backtest period (backtest) | -17.20% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.74% | ||
| Sharpe ratio, backtest period (backtest) | 2.61 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | ||
| Sortino ratio, backtest period (backtest) | 5.07 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.95 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 29.66% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.23% |
| Annualized turnover, backtest period (backtest) | 46.39 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 54.46 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.21% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.88% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
