Composer · investment strategy
by Composer Technologies · via Composer
Aggressively rides tech-led uptrends with 3x funds and short‑vol; quickly pivots to inverse/VIX, gold, Treasuries, dollar, and staples when markets overheat or crack. Daily, rule‑based risk-on/off with multiple stress signals.
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.
11 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.
1.3% of weight in (IVV: 3.0%)
7 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. : 100% · 2026-10-19 ()
25.2% 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 ()
11 of 24 funds in its are : SOXL, SOXS, SPXL, SPXS, SQQQ, SVXY, TECL, TECS, 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’s a rule-based “risk-on/risk-off” trader. In calm uptrends it leans into high‑octane tech/semis (3x funds) and short‑volatility (benefits when fear falls). If markets get very hot (RSI = a “how hot/cold” gauge) or drop fast, it flips into hedges: inverse stock funds, VIX (“fear index”) funds, plus gold, Treasuries, the U.S. dollar, and staples. Extra rules watch S&P’s drawdown/volatility to add or remove protection. Rebalanced daily.
Aggressively rides tech-led uptrends with 3x funds and short‑vol; quickly pivots to inverse/VIX, gold, Treasuries, dollar, and staples when markets overheat or crack. Daily, rule‑based risk-on/off with multiple stress signals.
Out-of-sample, this strategy delivers stronger risk-adjusted returns than the S&P 500: higher Sharpe/Calmar, lower drawdown (10.3% vs 18.8%), plus alpha and hedges that ride tech uptrends and shield during stress.
Created by Investors Collaborative - https://discord.gg/qfy9Rf8JWW https://www.investorcollab.com/
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $802k | 2026-10-19 | |
| Backtest regulatory fees | $1,485 | 2026-10-19 | |
| Backtest slippage cost | $10k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, inverse etfs, leveraged etfs, long/short volatility, risk-on/risk-off, tactical rotation, tech/semis tilt, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 252 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.15 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "GLD", "IEF", "QQQ", "SCHD", "SHY", "SMH", "SOXL", "SOXS", "SPXL", "SPXS", "SPY", "SQQQ", "SVXY", "TECL", "TECS", "TQQQ", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "XLK", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.09 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.45 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-19 |
| Remixes (copies) | 208 | 2026-10-19 | |
| Watchers | 138 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,727 | 2026-10-19 | |
| Out-of-sample length | 537 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 34.50% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 7920% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.15% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.68% | ||
| Return, trailing 1 day (out-of-sample) | -1.35% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.29% | ||
| Return, trailing 1 week (out-of-sample) | -0.00% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 9.73% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.17% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.51% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.51% | ||
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.28 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.67 | ||
| Maximum drawdown, backtest period (backtest) | -15.13% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -10.28% | ||
| Sharpe ratio, backtest period (backtest) | 1.75 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 4.16 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.26 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.75% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 12.84% |
| Annualized turnover, backtest period (backtest) | 14.86 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 13.65 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.74% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.54% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
