Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based “risk meter” that uses transports vs the market to time offense (leveraged tech) vs defense (T‑Bills/hedges). It adds crash “airbags” (UVXY), adapts when bonds are weak, and can use managed futures. High‑risk; seeks strong upside with drawdown control.
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 2026-10-19
: 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
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% · 2026-10-19 ()
14 of 40 funds in its are : ERX, FAS, PSQ, SOXL, SOXS, SPXL, SQQQ, TECL, TMF, TMV, 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.
Starts with a traffic‑light: if transportation stocks (IYT) lag the market (SPY), it parks in T‑Bills (BIL). If they lead, it goes risk‑on: mainly leveraged tech/growth (TQQQ, TECL, SOXL). A 0–100 “heat” gauge (RSI) adds short‑term airbags (UVXY) when things overheat and buys dips when cold. In sharp drops it shifts to cash, hedges (SQQQ/SOXS, TMV) or managed futures (DBMF), and avoids bonds when they’re weak. Uses 200/20‑day trends; rebalances daily.
A daily, rules‑based “risk meter” that uses transports vs the market to time offense (leveraged tech) vs defense (T‑Bills/hedges). It adds crash “airbags” (UVXY), adapts when bonds are weak, and can use managed futures. High‑risk; seeks strong upside with drawdown control.
Out-of-sample annualized return 20.47% vs S&P 18.84%, with risk controls like crash airbags, hedges, and managed futures to capture upside while guarding against tail risk. Note max drawdown can be larger (45.45% vs 18.76%).
This strategy is based on the principle that the transportation sector's action relative to the rest of the economy can be used as a signal for appropriate time to risk or de-risk. When risk is on, FTLT/Bull/Bonds x [Kyle/Jefe's RisingRatesMod x Deez' BetaBaller] or TQQQ FTLT (w/ sideways mods) is opted for. Risk on nested inside a black swan wrapper.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.3M | 2026-10-19 | |
| Backtest regulatory fees | $20k | 2026-10-19 | |
| Backtest slippage cost | $173k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, managed futures, rate-aware, risk-on/off, sector rotation, transports timing, trend-following, t‑bills cash, volatility hedges | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,657 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.81 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "DBC", "DBMF", "DIA", "ERX", "FAS", "GLD", "IEF", "IYT", "PSQ", "QQQ", "QQQE", "SMH", "SOXL", "SOXS", "SOXX", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UDOW", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLY" ] | 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) | 0.74 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.30 | 2026-10-19 |
| Remixes (copies) | 34 | 2026-10-19 | |
| Watchers | 17 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,847 | 2026-10-19 | |
| Out-of-sample length | 590 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 153.80% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 92k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.47% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.08% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 5.90% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 5.95% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -26.42% | ||
| SPY annualized return over the backtest window (backtest) | 15.91% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.38 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.45 | ||
| Maximum drawdown, backtest period (backtest) | -45.45% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.45% | ||
| Sharpe ratio, backtest period (backtest) | 2.28 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.66 | ||
| Sortino ratio, backtest period (backtest) | 4.60 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 45.25% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.78% |
| Annualized turnover, backtest period (backtest) | 40.03 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 30.97 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.50% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 67.97% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
