Composer · investment strategy
by Composer Technologies · via Composer
A daily 60/40 tactical mix: 60% rotates into the strongest S&P sector (or buys “fear” if markets overheat). 40% auto‑hedges with Treasuries, volatility ETFs, or short positions using short‑term heat/trend signals. High turnover and volatility expected.
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.
6 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%)
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. : 98% · 2026-10-11 ()
70.6% 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 ()
18 of 40 funds in its are : CURE, DRN, DUSL, ERX, FAS, LTL, PSQ, SH, SVXY, TECL, TMF, TMV, TQQQ, UGE, UTSL, UVXY, UYM, WANT
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.
60% hunts daily for the best (or most beaten‑down) of the 11 S&P sectors. If a sector looks “too hot” (a short‑term heat gauge, RSI 0–100, is very high), it briefly buys market fear (a VIX fund) instead. 40% runs hedges: it flips among long/short Treasuries, long/short stock funds, or VIX funds using simple heat/trend checks on QQQ/SPY/bonds. Rebalanced daily.
A daily 60/40 tactical mix: 60% rotates into the strongest S&P sector (or buys “fear” if markets overheat). 40% auto‑hedges with Treasuries, volatility ETFs, or short positions using short‑term heat/trend signals. High turnover and volatility expected.
Out-of-sample edge: Sharpe 2.10 vs 1.22, Calmar 4.46, annualized return 88.7% vs 20.4%, max drawdown 19.9% vs 18.8%. A disciplined daily 60/40 tactical with sector rotation and hedges targets higher risk-adjusted growth and downside control.
60/40: andrew.thomas.taylor's Sector Rotator / DereckN's Hedge System
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $4.2M | 2026-10-11 | |
| Backtest regulatory fees | $11k | 2026-10-11 | |
| Backtest slippage cost | $89k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, hedged, leveraged/inverse etfs, sector rotation, tactical allocation, trend following, volatility trading | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 517 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.31 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "CURE", "DRN", "DUSL", "ERX", "FAS", "LTL", "PSQ", "QQQ", "SH", "SHV", "SPY", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGE", "UTSL", "UVXY", "UYM", "VIXM", "VIXY", "VTI", "WANT", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XTL" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.28 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.64 | 2026-10-11 |
| Remixes (copies) | 55 | 2026-10-11 | |
| Watchers | 39 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,744 | 2026-10-11 | |
| Out-of-sample length | 548 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 139.35% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 42k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 88.73% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 298.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.02% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.69% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 93.11% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 93.10% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.69% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 13.57% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 6.75 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 4.46 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -20.64% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.46 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 2.10 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.45 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.95% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 66.60 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 65.21 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.91% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.94% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
