Composer · investment strategy
by Composer Technologies · via Composer
A rules-based, trend-and-momentum strategy that mostly rides UDOW (3x Dow) in calm uptrends, but shifts to cash, Treasuries, or hedges when markets get overheated, volatile, or turn down. It may buy sharp dips and briefly hedge big bounces.
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.
2.2% 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. : 97% · 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 ()
5 of 8 funds in its are : SPXL, SPXU, TQQQ, UDOW, 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 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.
1) Checks if the overall market (SPY) is in a long-term uptrend using a 200‑day average. If yes, it prefers UDOW (3x Dow 30). If not, it shifts defensive.<br>2) Uses short‑term “heat” gauges (RSI), quick drop/bounce checks, and volatility to spot when things are overheated, panicky, or choppy.<br>3) In hot or fearful periods it moves to cash (BIL), Treasuries (TLT), or hedges (SPXU/UVXY). In calm uptrends it holds UDOW; on deep dips it may buy the dip.
A rules-based, trend-and-momentum strategy that mostly rides UDOW (3x Dow) in calm uptrends, but shifts to cash, Treasuries, or hedges when markets get overheated, volatile, or turn down. It may buy sharp dips and briefly hedge big bounces.
Dynamic trend-and-hedge strategy: ride uptrends with 3x UDOW, defend with cash/treasuries/hedges during heat. Out-of-sample: ~25.6% annualized vs SPY ~20.7%; Calmar ~0.63. Accept higher drawdowns (~40.7% vs 18.8%) for stronger long-run growth.
3x SPY for the long run made by okhi2u from TQQQ For The Long Term Minimal | Dereck Nielsen, Pietros Maneos and Raekon v1.4 | 167.3%/34.4% DD from 28 Oct 2011
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.7M | 2026-10-11 | |
| Backtest regulatory fees | $17k | 2026-10-11 | |
| Backtest slippage cost | $154k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, market timing, risk management, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 72 | 2026-10-11 | |
| Rebalance corridor width | 15.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "SPXL", "SPXU", "SPY", "TLT", "TQQQ", "UDOW", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.09 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.95 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 4 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 617 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 58.44% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 97k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.59% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 74.84% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 2.47% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -5.09% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.67% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 17.42% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 17.42% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.33% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -7.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.44 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.63 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -40.69% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.69% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.11 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 40.77% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.69% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 25.11 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 17.19 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.32% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
