Composer · investment strategy
by Composer Technologies · via Composer
Rules-based trend-and-volatility system that goes into leveraged US stock ETFs in calm uptrends and rotates to defensive or hedged ETFs when markets are hot, choppy, or falling. Includes dip-buy and crash protection.
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.
7 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.
1.2% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM, SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 2026-10-19 ()
22.3% 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 ()
13 of 31 funds in its are : PSQ, QID, QLD, SDS, SH, SPXL, SQQQ, SSO, SVXY, 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 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 watches trend and turbulence.<br>- Trend: are the S&P 500 (SPY) or Nasdaq‑100 (QQQ) above key averages and showing momentum? (Think moving averages as “direction” and RSI as a 0–100 heat gauge.)<br>- Turbulence: is volatility calm or jumpy? (It uses VIX‑linked ETFs to judge that.)<br>If trend is up and calm, it uses 2x–3x index funds (e.g., TQQQ, UPRO). If markets look overheated or choppy, it shifts to safer/hedged picks (low‑vol stocks, gold, anti‑beta, VIX or inverse funds). It also has dip‑buy and crash rules to either buy big selloffs or stay hedged until trends improve.
Rules-based trend-and-volatility system that goes into leveraged US stock ETFs in calm uptrends and rotates to defensive or hedged ETFs when markets are hot, choppy, or falling. Includes dip-buy and crash protection.
Out-of-sample, this strategy targets ~21% return vs ~18% for the S&P, using rule-based trend/volatility shifts to ride uptrends and hedge turbulence. Higher upside with disciplined risk controls; drawdowns can be larger in crises.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $48.9M | 2026-10-19 | |
| Backtest regulatory fees | $175k | 2026-10-19 | |
| Backtest slippage cost | $1.6M | 2026-10-19 |
| AI categories (Composer) | hedging, leveraged etfs, risk-on/risk-off, tactical rotation, trend-following, volatility targeting | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 7,561 | 2026-10-19 | |
| Rebalance corridor width | 2.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.42 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CORP", "DIA", "IAU", "IEF", "IEI", "PSQ", "QID", "QLD", "QQQ", "SDS", "SH", "SHY", "SPLV", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TECL", "TLT", "TQQQ", "UPRO", "USMV", "UVXY", "VIXM", "VIXY", "VPU", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.88 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.76 | 2026-10-19 |
| Remixes (copies) | 8 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,769 | 2026-10-19 | |
| Out-of-sample length | 538 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 76.45% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 489k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.00% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 49.65% | ||
| Return, trailing 1 day (out-of-sample) | -2.36% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -2.49% | ||
| Return, trailing 1 week (out-of-sample) | -4.25% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 30.24% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 37.29% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.94% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -4.79% | ||
| SPY annualized return over the backtest window (backtest) | 15.08% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.89 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.52 | ||
| Maximum drawdown, backtest period (backtest) | -40.53% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -40.54% | ||
| Sharpe ratio, backtest period (backtest) | 1.82 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.67 | ||
| Sortino ratio, backtest period (backtest) | 3.11 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 34.37% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 40.00% |
| Annualized turnover, backtest period (backtest) | 68.44 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 64.98 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.78% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.76% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
