Composer · investment strategy
by Composer Technologies · via Composer
A two‑sleeve, rules‑based strategy: a fast sleeve rotates among leveraged tech longs, inverse funds, and UVXY during swings; a slower sleeve prefers tech or long/short Treasuries by longer trends, with cash during stress. Very 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.
6 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.
2.1% of weight in (IVV: 3.0%)
5 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 ()
23.7% 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 ()
22 of 46 funds in its are : CURE, ERX, EUO, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UPRO, USD, UVXY, YCS
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.
Two sleeves: 1) BB Signal: fast. It buys or shorts high‑beta tech/semis (TECL/TQQQ/SOXL vs SQQQ/SOXS) and sometimes hedges with UVXY. It uses trend gauges and an RSI “hot/cold” meter (0–100; high=overheated, low=washed‑out) plus the bond trend (TMF vs TMV). 2) FTLT: slower. Owns TECL when tech beats utilities; else flips between TMF/TMV. Moves to BIL when vol spikes. Uses leveraged ETFs—high risk.
A two‑sleeve, rules‑based strategy: a fast sleeve rotates among leveraged tech longs, inverse funds, and UVXY during swings; a slower sleeve prefers tech or long/short Treasuries by longer trends, with cash during stress. Very high risk.
Two-sleeve, rules-based mix of tech bets, bonds and volatility hedges. Out-of-sample: ~18.36% annualized return, Sharpe ~0.71, Calmar ~0.53, max drawdown ~34.5%. Diversified, lower-correlating growth with risk-aware upside vs SPY (~21.9% return, Sharpe ~1.41).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.4M | 2026-10-11 | |
| Backtest regulatory fees | $3,766 | 2026-10-11 | |
| Backtest slippage cost | $30k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, macro regime, mean reversion, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 851 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BSV", "CURE", "DBC", "DGRO", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "GLD", "IEF", "MVV", "NOBL", "PUI", "QLD", "SCHD", "SHV", "SHY", "SOXL", "SOXS", "SPHB", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UPRO", "USD", "UUP", "UVXY", "VIXM", "VIXY", "XLK", "XLU", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.04 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.18 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 |
| Remixes (copies) | 7 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,100 | 2026-10-11 | |
| Out-of-sample length | 877 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.25% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 24k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.36% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 79.92% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.41% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 4.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.01% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 11.07% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 11.07% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.21% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.93% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.53 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -34.53% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -34.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.89 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.71 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.65 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 25.21% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.67% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 14.88 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 14.17 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.93% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
