Composer · investment strategy
by Composer Technologies · via Composer
Rule‑driven, all‑weather system that flips between cash/bonds and aggressive 3x tech using “fever” (RSI), trend, and fear (VIX). It buys big dips, hedges panics with volatility ETFs, and rotates bonds by interest‑rate regime. Very high risk.
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.
10 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%)
8 funds (SEC N-PORT, as of 2026-05-31)
: 2.1% (BOIL 1% × 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. : 98% · 2026-10-11 ()
96.0% 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 ()
37 of 87 funds in its are : BOIL, CURE, DRN, DRV, EDC, ERX, FAS, HIBL, HIBS, KOLD, PSQ, QLD, SARK, SDS, SH, SOXL, SOXS, SPUU, SPXL, SPXU, SQQQ, SSO, SVXY, TARK, TECL, TECS, TMF, TMV, TQQQ, TYD, TYO, UGL, UPRO, URE, UTSL, UVXY, YINN
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.
1) Sense inflation: if LQD (corporate bonds) beats STPZ (short‑term TIPS), assume easing inflation; else sticky. 2) Read “fever” (RSI), trend (moving averages) and fear (VIX). 3) If calm and tech leads, buy 3x growth funds (TQQQ/TECL/SOXL/UPRO) and buy sharp dips. 4) If shaky/overheated or big spikes, hold T‑Bills (BIL)/Treasuries (TMF) or hedge with UVXY/shorts. 5) Bonds flip by rate trend. High risk.
Rule‑driven, all‑weather system that flips between cash/bonds and aggressive 3x tech using “fever” (RSI), trend, and fear (VIX). It buys big dips, hedges panics with volatility ETFs, and rotates bonds by interest‑rate regime. Very high risk.
Out-of-sample up ~27.2% annualized vs S&P ~21.6%, driven by tech momentum and adaptive hedging. Higher upside potential, but also higher volatility and drawdowns (~56%).
V1.0.1: Changed 5d/10d SPY control signal to more inflation sensitive 5d/5d LQD / STPZ control signal -HTX
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $9,534 | 2026-10-11 | |
| Backtest slippage cost | $72k | 2026-10-11 |
| AI categories (Composer) | bond rotation, leveraged etfs, multi-asset regime-switching, risk-on/risk-off, tech momentum, trend + mean reversion, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 3,277 | 2026-10-11 | |
| Rebalance corridor width | 3.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.45 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BOIL", "BSV", "BTAL", "COMT", "CORN", "CURE", "DBC", "DRN", "DRV", "EDC", "EEM", "EFA", "ERX", "ESPO", "FAS", "GLD", "HIBL", "HIBS", "IEF", "IEI", "KOLD", "LQD", "PDBC", "PEJ", "PSQ", "QLD", "QQQ", "QQQE", "QUAL", "RPV", "RSP", "SARK", "SCHD", "SDS", "SH", "SHY", "SLV", "SOXL", "SOXS", "SOXX", "SPHB", "SPUU", "SPXL", "SPXU", "SPY", "SQQQ", "SSO", "STPZ", "SUB", "SVXY", "TARK", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TYD", "TYO", "UGL", "UPRO", "URE", "USDU", "USO", "UTSL", "UUP", "UVXY", "VGIT", "VGLT", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "WEAT", "XLE", "XLF", "XLK", "XLP", "XLU", "XLY", "YINN" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.46 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 11 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,110 | 2026-10-11 | |
| Out-of-sample length | 884 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 192.51% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.25% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 133.08% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.00% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.08% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.71% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 30.79% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 30.79% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.16% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 5.49% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 17.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.41 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.48 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -56.46% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -56.47% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.25 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.89 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.32% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 50.38% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 135.38 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 131.56 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.39% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
