Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, tech‑tilted plan. It rides uptrends with top leveraged funds, buys sharp tech dips, adds a volatility hedge when markets look overheated, and shorts/parks in Treasuries during downtrends. The “safe” asset adapts to bond/inflation trends.
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.
4 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%)
4 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. : 99% · 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 ()
12 of 21 funds in its are : BULZ, FNGU, PSQ, SOXL, SQQQ, TBX, TECL, TMF, TQQQ, UDOW, UPRO, 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.
Step 1: Pick a “safe place.” If Treasuries trend up, use 3–7y Treasuries; if they trend down (inflation), use short‑Treasuries/T‑bills.<br>Step 2: Split money into 4 sleeves: Trend (own top 3 leveraged stock funds only while above 200‑day avg), Dip‑buys (buy tech when very oversold), Volatility hedge (own UVXY when markets look overheated), Bear defense (short/hedge Nasdaq in downtrends). 200‑day avg = long‑term trend. RSI (0–100) = heat gauge.
A rules-based, tech‑tilted plan. It rides uptrends with top leveraged funds, buys sharp tech dips, adds a volatility hedge when markets look overheated, and shorts/parks in Treasuries during downtrends. The “safe” asset adapts to bond/inflation trends.
Out-of-sample, this strategy beats the S&P on risk-adjusted return: Sharpe ~1.57 vs 1.37, annualized return ~43.6% vs 24.4%, Calmar ~2.89, beta ~0.95, positive alpha. Tech-heavy, rules-based, with built-in downside protection.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18k | 2026-10-11 | |
| Backtest regulatory fees | $14 | 2026-10-11 | |
| Backtest slippage cost | $91 | 2026-10-11 |
| AI categories (Composer) | bear-market-hedge, bonds, buy-the-dip, leveraged-etfs, momentum, regime-switching, tech-heavy, trend-following, volatility-hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 328 | 2026-10-11 | |
| Rebalance corridor width | 6.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.60 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BULZ", "DIA", "FNGU", "IEF", "IEI", "PSQ", "QQQ", "SMH", "SOXL", "SPY", "SQQQ", "TBX", "TECL", "TLT", "TMF", "TQQQ", "UDOW", "UPRO", "UVXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 44 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 390 | 2026-10-11 | |
| Out-of-sample length | 390 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.55% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 75.24% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 75.30% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.30% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.92% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.54% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 53.57% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 53.61% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.32% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 24.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.89 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.10% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.10% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.57 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.90 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.90 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 24.97% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.97% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 23.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.88 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.38% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
