Composer · investment strategy
by Composer Technologies · via Composer
An active, rules-based rotation: hedge market “pops” with UVXY, ride strong trends with 3x tech/QQQ funds, and hide in Treasuries/cash/gold or inverse ETFs when stress rises. Many short-term signals; high turnover and 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.
10 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.
19.3% of weight in (IVV: 3.0%)
6 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. : 93% · 2026-10-11 ()
66.5% 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 ()
26 of 61 funds in its are : CURE, ERX, EUO, FAS, MVV, QLD, SOXL, SOXS, SPXL, SPXS, SPXU, SQQQ, SVXY, TBX, TECL, TECS, TMF, TMV, TNA, TQQQ, UCO, UGL, 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.
Checks the market's temperature daily: are stocks overheated or plunging, is fear rising, are bonds strong or weak, and are defensive sectors leading? If things look too hot or fear jumps, it buys a fear hedge (UVXY: tends to rise when volatility spikes). If momentum is healthy, it rotates into fast-growth funds (TECL/TQQQ/SOXL: 3x tech/QQQ/semis). When stress builds, it prefers safety (BIL: T-bills, TMF: long Treasuries, GLD/UUP) or even inverse funds (SQQQ/TECS). Picks one by recent strength.
An active, rules-based rotation: hedge market “pops” with UVXY, ride strong trends with 3x tech/QQQ funds, and hide in Treasuries/cash/gold or inverse ETFs when stress rises. Many short-term signals; high turnover and high risk.
Out-of-sample, this strategy targets ~60.7% annualized return vs ~21.7% for the S&P, with stronger risk-adjusted metrics (oos Sharpe ~1.45, Calmar ~2.07) and disciplined drawdown control via volatility hedges and trend rotations.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $9.2B | 2026-10-11 | |
| Backtest regulatory fees | $27.5M | 2026-10-11 | |
| Backtest slippage cost | $265.3M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, momentum and trend, risk-on/risk-off, tactical rotation, treasuries/cash safety, volatility (vix), volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 2,507 | 2026-10-11 | |
| Rebalance corridor width | 1.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "BTAL", "CURE", "DBC", "DGRO", "EEM", "EFA", "EPI", "ERX", "EUO", "EWZ", "FAS", "GLD", "IEF", "MVV", "PUI", "QLD", "QQQ", "QQQE", "SCHD", "SHY", "SOXL", "SOXS", "SPHB", "SPTL", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVXY", "TBX", "TECL", "TECS", "TLH", "TLT", "TMF", "TMV", "TNA", "TQQQ", "UCO", "UGL", "UPRO", "USD", "USDU", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "XLK", "XLP", "XLU", "XLY", "YCS" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.90 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.36 | 2026-10-11 |
| Remixes (copies) | 180 | 2026-10-11 | |
| Watchers | 72 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,100 | 2026-10-11 | |
| Out-of-sample length | 869 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 205.32% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 92281k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 60.71% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 414.40% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.13% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.42% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.00% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.26% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.23% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.58% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.30% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.89% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.99 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.07 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -29.39% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -29.39% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.80 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 6.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.61 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 43.12% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.29% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 59.71 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 61.08 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.84% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.78% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
