Composer · investment strategy
by Composer Technologies · via Composer
A two-part, rules-based strategy that dials risk up with 3x US stock ETFs in calm/uptrends and down to Treasuries, T‑bills, or the US dollar during crashes or rising‑rate stress. It uses simple trend, volatility, and drawdown checks to switch gears.
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.
5 positions as of 2026-10-19
: 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.
1.1% of weight in (IVV: 3.0%)
3 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. : 99% · 2026-10-19 ()
74.8% 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% · 2026-10-19 ()
4 of 11 funds in its are : SQQQ, TBF, TQQQ, UPRO
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.
Your money is split 60/40 across two tactical “switchers.”<br>- The 60% block picks a market regime: crash, normal, rising‑rate stress, or falling‑rate calm. In calm/uptrends it loads 3x US stock funds (S&P 500 and big‑tech). In crashes it hides in short‑term Treasuries or T‑bills. Under rising‑rate stress it favors the US dollar and may add a small bet against tech or long bonds. In falling‑rate calm it runs a stocks+bonds mix, but cuts to T‑bills if a quick drop hits.<br>- The 40% block is a quick on/off dial: if stocks or long bonds just fell hard, it mixes in the US dollar and bonds; otherwise it stays in the 3x stock funds. Both blocks size positions by recent choppiness (calmer fund gets more).
A two-part, rules-based strategy that dials risk up with 3x US stock ETFs in calm/uptrends and down to Treasuries, T‑bills, or the US dollar during crashes or rising‑rate stress. It uses simple trend, volatility, and drawdown checks to switch gears.
Dynamic regime-strategy: 3x stock exposure in uptrends with crash/rising-rate hedges (USD/bonds) and a quick risk toggle. Out-of-sample: ~19.6% annualized return with diversified risk controls; aims for upside in good times with tail risk management vs SPY.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $6.1M | 2026-10-19 | |
| Backtest regulatory fees | $11k | 2026-10-19 | |
| Backtest slippage cost | $87k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, momentum/trend, regime switching, risk management, tactical asset allocation, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 61 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.37 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "SHY", "SPY", "SQQQ", "TBF", "TLT", "TQQQ", "UPRO", "UUP", "VIXM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.13 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.84 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.83 | 2026-10-19 |
| Remixes (copies) | 20 | 2026-10-19 | |
| Watchers | 5 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,930 | 2026-10-19 | |
| Out-of-sample length | 690 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 50.89% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 61k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.64% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.81% | ||
| Return, trailing 1 day (out-of-sample) | -2.53% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.06% | ||
| Return, trailing 1 week (out-of-sample) | -1.53% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 10.61% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 11.46% | ||
| Return, trailing 2 weeks (out-of-sample) | -1.11% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -1.27% | ||
| SPY annualized return over the backtest window (backtest) | 13.85% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.12 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.43 | ||
| Maximum drawdown, backtest period (backtest) | -45.50% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.50% | ||
| Sharpe ratio, backtest period (backtest) | 1.34 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.70 | ||
| Sortino ratio, backtest period (backtest) | 1.96 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.92 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 35.45% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 34.45% |
| Annualized turnover, backtest period (backtest) | 19.02 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.78 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.75% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.64% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
