Composer · investment strategy
by Composer Technologies · via Composer
A tactical, rules-based plan: use bond strength and long-term trend checks to time leveraged tech (TQQQ/TECL/UPRO), hedge crashes with UVXY when markets get “too hot,” and otherwise sit in Treasuries/T‑bills.
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.
2 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 2026-06-30)
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 ()
0.0% 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 ()
6 of 15 funds in its are : SPXL, SQQQ, TECL, 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.
Three sleeves:<br>1) Crash hedge: when the market looks overheated or volatility heats up, it buys UVXY (spikes in panics); otherwise it parks in short‑term bonds (BSV).<br>2) Bond signal (“Word is Bond”): if bond ETFs (BND/AGG/IEI/SHY) look stronger than QQQ, it turns risk‑on; else sits in T‑bills (BIL).<br>3) Risk‑on: if SPY is above its 200‑day trend it holds TQQQ (3x Nasdaq) unless too hot; if below, it may try TECL/UPRO bounces, or switch to SQQQ or TLT.
A tactical, rules-based plan: use bond strength and long-term trend checks to time leveraged tech (TQQQ/TECL/UPRO), hedge crashes with UVXY when markets get “too hot,” and otherwise sit in Treasuries/T‑bills.
Out-of-sample, this strategy harnesses leverage and hedges to chase tech upside, delivering ~42.7% annualized vs S&P ~17.5%, with a higher Sharpe (~1.09) and Calmar (~1.12).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $50.5M | 2026-10-11 | |
| Backtest regulatory fees | $80k | 2026-10-11 | |
| Backtest slippage cost | $722k | 2026-10-11 |
| AI categories (Composer) | bond-momentum gating, leveraged tech momentum, risk-on/risk-off, tactical trend, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 403 | 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) | 0.84 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BSV", "IEI", "QQQ", "SHY", "SPXL", "SPY", "SQQQ", "TECL", "TLT", "TQQQ", "UPRO", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.49 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.61 | 2026-10-11 |
| Remixes (copies) | 34 | 2026-10-11 | |
| Watchers | 14 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 567 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 76.94% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 505k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 123.00% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.31% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 82.40% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 82.38% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 4.96% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.27% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.27% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.70 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.65 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.35 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 51.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 62.43% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
