Composer · investment strategy
by Composer Technologies · via Composer
Two-sleeve tactical plan: one half is a crash alarm that buys volatility or the hottest theme; the other half flips among leveraged US stocks, commodities, or defensive hedges based on trend, recent returns, and a market “fear” signal.
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.
0.0% of weight in (IVV: 3.0%)
No funds
: 107.9% (BOIL 54% × 2.00), shown separately from fossil-fuel companies.
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 ()
53.9% 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 34 funds in its are : BOIL, DRN, KOLD, SH, SPXU, SSO, TQQQ, UGL, 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 splits money into two parts (~50/50).<br>• Crash sleeve: If a market “fear” gauge (VIXM) looks overheated (RSI>~68; RSI is a 0–100 score of how stretched a move is), it buys volatility (VIXM). Otherwise it owns the strongest 3‑month winner among chips, energy, broad commodities, solar, or 2x S&P.<br>• Core sleeve: If fear is high, it shorts stocks (SPXU). Otherwise it goes where the trend is: leveraged US stocks when stock trends rise; commodities (gold/silver/oil/ag) when they lead; or defenses (Treasury bonds, real estate, gold, dollar, volatility) when trends are weak. It uses short‑ vs long‑term averages and recent returns, with quick hedges on sharp drops.
Two-sleeve tactical plan: one half is a crash alarm that buys volatility or the hottest theme; the other half flips among leveraged US stocks, commodities, or defensive hedges based on trend, recent returns, and a market “fear” signal.
Out-of-sample, this two-sleeve strategy posts 23.15% annualized returns vs 22.15% for the S&P, with active crash hedges and regime-driven tilts between equities and commodities. Higher growth potential, smarter risk management, and built-in diversification.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $15.3M | 2026-10-11 | |
| Backtest regulatory fees | $29k | 2026-10-11 | |
| Backtest slippage cost | $257k | 2026-10-11 |
| AI categories (Composer) | commodities tilt, leveraged etfs, 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) | 77 | 2026-10-11 | |
| Rebalance corridor width | 6.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.50 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMD", "BOIL", "COMT", "CORN", "DBC", "DRN", "EEM", "EFA", "ENPH", "ESPO", "GLD", "KOLD", "NVDA", "PDBC", "PEJ", "SH", "SHY", "SLV", "SOXX", "SPXU", "SPY", "SSO", "TLT", "TQQQ", "UGL", "UPRO", "USO", "UUP", "UVXY", "VIXM", "VXX", "WEAT", "XLE", "XLRE" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.70 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.56 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,988 | 2026-10-11 | |
| Out-of-sample length | 909 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 153.16% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 153k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 23.15% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 112.12% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.87% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.24% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 3.61% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 10.04% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 10.03% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.54% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 3.86% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.55% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.68 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.43 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.06% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -54.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.93 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.69 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.13 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.98 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 56.24% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 44.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 37.47 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 39.85 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
