Composer · investment strategy
by Composer Technologies · via Composer
Daily, risk-on/risk-off strategy using a 200-day trend and short-term “hot/cold” signals. Buys 3x S&P/Nasdaq/semis on dips, times Treasuries, hedges with VIX, and parks in T-Bills when choppy—aiming to catch crashes and rebounds.
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.
0.5% 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. : 98% · 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 ()
10 of 18 funds in its are : QLD, SOXL, SPXL, SQQQ, SSO, TECL, 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.
Each day it checks fear using a VIX fund’s hot/cold score (RSI, 0–100). If fear is extreme: run “pop bots”—buy 3x S&P/Nasdaq/semis on dips, hedge with VIX when too hot, else sit in T-Bills.<br>If fear is normal: if 3x Nasdaq (TQQQ) is above its 200-day trend, hold it unless too hot (then hedge). If below trend, buy tech on deep dips, or—when calm—rotate into the coldest fund and time long bonds; when choppy, park in T-Bills. A small sleeve flips between short bonds and inverse Nasdaq.
Daily, risk-on/risk-off strategy using a 200-day trend and short-term “hot/cold” signals. Buys 3x S&P/Nasdaq/semis on dips, times Treasuries, hedges with VIX, and parks in T-Bills when choppy—aiming to catch crashes and rebounds.
Out-of-sample: ~70% annualized return with ~1.24 Sharpe and 1.56 Calmar vs the S&P. Higher upside with disciplined hedges and bond timing. Note: max drawdown can reach ~45% in extreme markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $766.5M | 2026-10-11 | |
| Backtest regulatory fees | $821k | 2026-10-11 | |
| Backtest slippage cost | $7.9M | 2026-10-11 |
| AI categories (Composer) | bonds timing, leveraged etfs, market timing, momentum, risk-on/risk-off, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 74 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.90 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "QLD", "QQQ", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "SSO", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UVXY", "VIXM", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.83 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.78 | 2026-10-11 |
| Remixes (copies) | 232 | 2026-10-11 | |
| Watchers | 106 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 973 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 111.83% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7665k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 70.27% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 682.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.31% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 13.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.67% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 2.11% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.48 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -45.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.73 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 53.38% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 54.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.72 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.07 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.40% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
