Composer · investment strategy
by Composer Technologies · via Composer
Daily trend-and-heat switch. If bonds are strong, ride risk (SPXL/TQQQ/SOXL) unless fear is hot—then use UVXY/VIXM; if stocks aren’t trending, rotate to UTSL/DRN/TMF (else SSO/SPXL). If bonds are weak, buy oversold bounces or hold DWSH/UUP/SQQQ/SPXS.
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.
0.0% 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 ()
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 ()
12 of 21 funds in its are : DRN, DWSH, SOXL, SPXL, SPXS, SQQQ, SSO, TMF, TQQQ, UTSL, UVXY, WANT
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.
Rebalances daily. It checks trend (price vs 200‑day avg) and short‑term “heat” (14‑day RSI: 0–100; >70 hot, <30 cold). - If bonds (BND) trend up: when fear (VIXY) or SPY is hot, buy volatility (VIX: UVXY/VIXM). Else buy one risk‑on stock fund (3x S&P/Nasdaq/semis: SPXL/TQQQ/SOXL) with the cooler RSI; if SPY isn’t trending up, use bullish defensives (utilities/real estate/treasuries/consumer: UTSL/DRN/TMF/WANT); else SSO/SPXL. - If bonds trend down: if SPY is washed‑out, try a bounce (SPXL/TQQQ); else hold a defensive (shorts or USD: DWSH/UUP/SQQQ/SPXS).
Daily trend-and-heat switch. If bonds are strong, ride risk (SPXL/TQQQ/SOXL) unless fear is hot—then use UVXY/VIXM; if stocks aren’t trending, rotate to UTSL/DRN/TMF (else SSO/SPXL). If bonds are weak, buy oversold bounces or hold DWSH/UUP/SQQQ/SPXS.
Out-of-sample edge: ~24.7% annualized return vs ~18.8% for the S&P. Trend + volatility timing seeks extra upside and hedges downside. Expect higher volatility and drawdowns in stress, but stronger long-run growth potential.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $109.7M | 2026-10-11 | |
| Backtest regulatory fees | $575k | 2026-10-11 | |
| Backtest slippage cost | $5.5M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, risk-on/risk-off, rsi momentum, sector rotation, short/inverse, tactical allocation, trend following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 69 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BND", "DRN", "DWSH", "PSR", "SOXL", "SPXL", "SPXS", "SPY", "SQQQ", "SSO", "TLT", "TMF", "TQQQ", "UTSL", "UUP", "UVXY", "VIXM", "VIXY", "WANT", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.38 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 2 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,960 | 2026-10-11 | |
| Out-of-sample length | 647 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 230.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1097k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 24.66% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 76.27% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -1.26% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -15.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -36.18% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -36.22% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -2.37% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -23.37% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.68% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.33 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -69.26% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -69.26% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.23 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 75.11% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 77.65% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 68.91 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 71.28 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.87% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
