Composer · investment strategy
by Composer Technologies · via Composer
Stocks look “hot”? Move to Treasuries and a volatility hedge. Otherwise, rotate into the two most active sectors, using 2× bull or 2× bear funds guided by simple hot/cold and trend checks. Uses leveraged ETFs, so risk can be high.
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%)
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. : 94% · 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 ()
27 of 44 funds in its are : BIB, BIS, DIG, DUG, REW, ROM, RXD, RXL, SCC, SIJ, SKF, SMN, SRS, SSG, SZK, TMF, TMV, TQQQ, UBT, UCC, UGE, URE, USD, UVXY, UXI, UYG, UYM
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.
Every few days it checks a simple “heat gauge” (RSI) on the S&P 500. - If very hot (>70): shift mainly into U.S. Treasury bonds (esp. long‑term) using timing rules, add ~20% UVXY (a crash hedge), and pick 2 active Treasury ETFs. - Otherwise: pick the 2 liveliest stock sectors and use 2× bull or 2× bear funds based on each sector leader’s heat and trend. RSI = 0–100 hot/cold; moving averages = trend. TMF up when long‑term yields fall; TMV up when they rise; UVXY often spikes in panics.
Stocks look “hot”? Move to Treasuries and a volatility hedge. Otherwise, rotate into the two most active sectors, using 2× bull or 2× bear funds guided by simple hot/cold and trend checks. Uses leveraged ETFs, so risk can be high.
Out-of-sample edge: ~26.9% annualized vs 21.6% for the S&P, Calmar ~0.79. Regime-switch to Treasuries and a volatility hedge when markets heat up, then rotate to active sectors for higher upside (with higher drawdowns).
EDIT: 1/17/24 added nothing but bonds, changed to 35d std ret & adjusted weighting
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.2M | 2026-10-11 | |
| Backtest regulatory fees | $12k | 2026-10-11 | |
| Backtest slippage cost | $92k | 2026-10-11 |
| AI categories (Composer) | bonds, leveraged etfs, sector rotation, tactical allocation, trend/mean‑reversion, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 216 | 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) | 0.36 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "BIB", "BIL", "BIS", "BND", "BRK/B", "COST", "DIG", "DUG", "IEF", "IEI", "LLY", "MMM", "PLD", "REW", "ROM", "RXD", "RXL", "SCC", "SHV", "SHY", "SIJ", "SKF", "SMN", "SPY", "SRS", "SSG", "SZK", "TLH", "TLT", "TMF", "TMV", "TQQQ", "UBT", "UCC", "UGE", "UNH", "URE", "USD", "UVXY", "UXI", "UYG", "UYM", "XOM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.07 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.71 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 685 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 49.72% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 42k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.65% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.21% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.38% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -2.89% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -2.90% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.16% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 29.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.70 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -71.43% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.17% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.11 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.15 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 46.05% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.70% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 33.79 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.87 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.04% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
