Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules‑based bear‑market swing system: hide in T‑bills on volatility spikes; when the trend is weak, use quick oversold/turn signals to hop into 3× bull or 3× bear ETFs, or short‑term bonds. Bull regime is a cash placeholder.
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.
1 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.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
0.0% 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% · 2026-10-19 ()
5 of 9 funds in its are : PSQ, SQQQ, 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.
Daily rules. 1) If a volatility gauge (UVXY) shows a hot short‑term heat score (RSI) > 70, park in T‑bills (BIL). 2) Else, if the S&P 500 (SPY) is above its 200‑day trend line (moving average), this version stays in T‑bills. 3) Else (weak market), quick heat/turn checks (RSI and 20‑day average) on the Nasdaq (QQQ, PSQ) and SPY switch between: 3× bull funds (TQQQ/UPRO), 3× bear (SQQQ), or short‑term bonds (BSV). 3× funds are very high risk.
Daily, rules‑based bear‑market swing system: hide in T‑bills on volatility spikes; when the trend is weak, use quick oversold/turn signals to hop into 3× bull or 3× bear ETFs, or short‑term bonds. Bull regime is a cash placeholder.
Adaptive, volatility-hedged strategy offers a risk-adjusted edge over the S&P. OOS Sharpe 1.30 vs 1.24; max drawdown 7.6% vs 18.8%; Calmar ~2.10; ~15.9% annualized returns. Strong downside protection with meaningful upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $290k | 2026-10-19 | |
| Backtest regulatory fees | $495 | 2026-10-19 | |
| Backtest slippage cost | $3,646 | 2026-10-19 |
| AI categories (Composer) | bonds/cash, daily rebalance, leveraged etfs, rsi momentum, tactical allocation, trend filter, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 74 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "PSQ", "QQQ", "SPY", "SQQQ", "TQQQ", "UPRO", "UVXY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-19 |
| Remixes (copies) | 6 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,771 | 2026-10-19 | |
| Out-of-sample length | 679 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 25.22% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2799% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.87% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 48.30% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 3.90% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 3.95% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.14% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.95% | ||
| SPY annualized return over the backtest window (backtest) | 15.02% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.69 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.10 | ||
| Maximum drawdown, backtest period (backtest) | -36.48% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -7.57% | ||
| Sharpe ratio, backtest period (backtest) | 0.99 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | ||
| Sortino ratio, backtest period (backtest) | 1.71 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.65 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 26.12% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 11.88% |
| Annualized turnover, backtest period (backtest) | 14.37 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 8.91 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 47.10% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 78.94% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
