Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, tactical plan: normally 3x S&P 500 (UPRO). If markets look overheated, it pivots to UVXY. Uses bonds vs T‑bills to judge rates; in drawdowns/volatility may switch to long Treasuries. In rising‑rate regimes, mixes UPRO with gold/treasuries/US dollar.
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.
1.0% 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. : 100% · 2026-10-11 ()
32.7% 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 ()
6 of 20 funds in its are : FAS, TECL, TMF, TQQQ, 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.
Usually holds UPRO (3x S&P 500). If the market looks overheated, it switches to UVXY (a volatility spike fund) briefly. Otherwise it infers the rate trend by comparing bonds vs T‑bills. If rates steady/falling: stay in UPRO, unless a fresh 15‑day >5% drop with high vol, then use TMF (3x long Treasuries). If rates rising: hold 33% UPRO + 67% of the best two among GLD (gold), IEF (7–10y Treasuries), UUP (US dollar) on a bond bounce; otherwise just those hedges.
Aggressive, tactical plan: normally 3x S&P 500 (UPRO). If markets look overheated, it pivots to UVXY. Uses bonds vs T‑bills to judge rates; in drawdowns/volatility may switch to long Treasuries. In rising‑rate regimes, mixes UPRO with gold/treasuries/US dollar.
Out-of-sample edge: ~30.9% annualized return vs S&P ~17.5%, with positive alpha. Leveraged equity plus volatility/rates hedges aim for bigger upside and diversification—aware of potential steep drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $646.8M | 2026-10-11 | |
| Backtest regulatory fees | $2.2M | 2026-10-11 | |
| Backtest slippage cost | $20.9M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum filter, rates regime, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 83 | 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) | 0.74 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "FAS", "GLD", "IEF", "QQQE", "SPY", "TECL", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 |
| Remixes (copies) | 33 | 2026-10-11 | |
| Watchers | 23 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,649 | 2026-10-11 | |
| Out-of-sample length | 567 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 114.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6468k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 30.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 83.39% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.60% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.12% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -11.01% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -11.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.73% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -4.82% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.60 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -51.78% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -51.79% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.81 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.79 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.44 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 48.44% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 48.54% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.20 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 53.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.14% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
