Composer · investment strategy
by Composer Technologies · via Composer
Rules‑based, tactical switch using a volatility gauge (UVXY) to choose between a Treasury bet (TMF/TMV) and an equity bull/bear engine. Signals rely on RSI and recent drawdown; hedges in dollar/gold; occasional commodity holds. Heavy use of 3×/vol funds—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.
No rules extracted from this strategy’s text yet.
1 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.
0.0% of weight in (IVV: 3.0%)
1 fund (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% · 2026-10-11 ()
0.0% 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 ()
7 of 15 funds in its are : SPXL, SPXU, 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 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.
RSI=0–100 “heat” of recent moves (>70 hot/<30 cold). Max drawdown=worst recent drop.<br>- If UVXY (volatility ETF) is hot, pick TMF or TMV (3× long/short long‑term Treasuries) by recent damage; if both calm, own the 2 weakest (5‑day RSI) from SHY (short Treasuries), TQQQ/SPXL (3× stock bulls), and DBC/DBA (commodities).<br>- Else stocks: if SPY/QQQ very hot, buy UVXY; if SPY fell >6% in 10d, use SQQQ/SPXU (3× stock bears) or hedge with UUP (US dollar)+GLD (gold); otherwise buy the dip in TQQQ/SPXL/SHY.
Rules‑based, tactical switch using a volatility gauge (UVXY) to choose between a Treasury bet (TMF/TMV) and an equity bull/bear engine. Signals rely on RSI and recent drawdown; hedges in dollar/gold; occasional commodity holds. Heavy use of 3×/vol funds—high risk.
Tap into fear to power higher returns. This strategy uses volatility regimes and diversified hedges (bonds, dollar, gold, commodities) to target ~43.8%/yr out-of-sample vs SPY ~21.5%, with solid risk metrics (Sharpe ~1.04) despite bigger drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $441.4M | 2026-10-11 | |
| Backtest regulatory fees | $1.4M | 2026-10-11 | |
| Backtest slippage cost | $13.1M | 2026-10-11 |
| AI categories (Composer) | bonds, commodities, drawdown-based rotation, hedged, leveraged etfs, rsi/momentum, short-term, tactical multi-asset, volatility regime filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 71 | 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) | 0.99 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DBA", "DBC", "GLD", "QQQ", "SHY", "SPXL", "SPXU", "SPY", "SQQQ", "TMF", "TMV", "TQQQ", "UUP", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.85 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 59 | 2026-10-11 | |
| Watchers | 18 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 1,015 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 104.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4414k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 333.02% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.83% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -9.15% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -9.16% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -8.01% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.00% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.73 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.04 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.00 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.55 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.80% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 51.45 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.33 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 52.60% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.48% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
