Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-driven rotation that rides trends and defends in selloffs. It tilts into tech in calm times, then shifts to volatility hedges, Treasuries, the U.S. dollar, gold, or defensives when markets look overheated or jumpy. Uses leveraged/volatility ETFs.
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.
0.5% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
: 3.8% (DBC 10% × 0.37), shown separately from fossil-fuel companies.
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 81% · 2026-10-11 ()
51.6% 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 ()
8 of 25 funds in its are : PSQ, QLD, SH, SVXY, TMF, TMV, TQQQ, 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.
It’s a daily, rules-based switcher. It reads three dials: trend (price vs its recent average), “heat” (RSI—how stretched a move is), and volatility (how jumpy returns are). Calm: lean into leveraged Nasdaq or short‑vol. Overheated or plunging: flip to long‑vol, defensives, T‑bills, or gold. Falling yields: own long Treasuries; rising yields: bearish Treasuries or the U.S. dollar. A momentum sleeve holds the 2 strongest of stocks, bonds, gold, dollar, or commodities. Main exposures: tech, Treasuries, gold, dollar, commodities, defensives. Key tickers: UVXY/SVXY (volatility), BTAL (defensive long/short), TMF/TMV (3x Treasuries), UUP/USDU (U.S. dollar), PSQ/SH (short stocks).
A daily, rules-driven rotation that rides trends and defends in selloffs. It tilts into tech in calm times, then shifts to volatility hedges, Treasuries, the U.S. dollar, gold, or defensives when markets look overheated or jumpy. Uses leveraged/volatility ETFs.
Out-of-sample edge: higher annualized return (21.61% vs 20.99%), lower beta (~0.93), and solid risk-adjusted profile (Calmar ~0.96) using volatility hedges and cross-asset momentum—more upside than the S&P with controlled risk.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.3M | 2026-10-11 | |
| Backtest regulatory fees | $6,230 | 2026-10-11 | |
| Backtest slippage cost | $47k | 2026-10-11 |
| AI categories (Composer) | crash-hedging, leveraged etfs, momentum, multi-asset tactical allocation, trend-following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 276 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.18 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "DBC", "GLD", "IEF", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SPY", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "USDU", "UUP", "UVXY", "VGIT", "VGLT", "VIXY", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.03 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.93 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 71 | 2026-10-11 | |
| Watchers | 28 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,200 | 2026-10-11 | |
| Out-of-sample length | 827 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 53.36% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 23k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.61% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 90.18% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.86% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.96% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 8.53% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 8.53% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.25% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.94% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.36 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -22.58% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.59% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.76 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.77 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.03% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.85% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 26.61 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.74 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.56% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.44% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
