Composer · investment strategy
by Composer Technologies · via Composer
A fast, rules-based “risk-on/risk-off” plan: buy 3x tech after sharp selloffs, buy volatility when tech is overheated, otherwise use a trend filter to rotate into a defensive basket in downtrends and diversified equities in uptrends.
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.
5 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.
8.8% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 73% · 2026-10-11 ()
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% · 2026-10-11 ()
2 of 12 funds in its are : TECL, 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 Leveraged ETFs 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) Check QQQ's heat (QQQ tracks big tech; RSI is a 0-100 score; <30 = washed out, >80 = overheated).<br>- If <30: buy a 3x tech fund to chase a rebound.<br>- Else if >80: buy a VIX fear fund that jumps when markets stumble.<br>- Else check the S&P 500 vs its 200-day average (trend).<br> If below: if the last 10-day worst drop >5% buy a slower VIX fund; else hold a defensive mix (anti-beta long/short, 7-10yr Treasuries, gold, consumer staples).<br> If above: hold dividend stocks, global momentum, value+momentum, and the S&P 500.
A fast, rules-based “risk-on/risk-off” plan: buy 3x tech after sharp selloffs, buy volatility when tech is overheated, otherwise use a trend filter to rotate into a defensive basket in downtrends and diversified equities in uptrends.
Out-of-sample annualized return ~42.8% vs SPY 21.7%, Calmar ~1.82—strong risk-adjusted gains. Dynamic risk-on/risk-off rotates tech gains, hedges, and quality equities for higher upside with disciplined downside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $7.3M | 2026-10-11 | |
| Backtest regulatory fees | $9,086 | 2026-10-11 | |
| Backtest slippage cost | $76k | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean reversion, risk-on/risk-off, tactical allocation, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 27 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.30 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BTAL", "GLD", "GMOM", "IEF", "QQQ", "SCHD", "SPY", "TECL", "UVXY", "VAMO", "VIXM", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.10 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 61 | 2026-10-11 | |
| Watchers | 26 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,787 | 2026-10-11 | |
| Out-of-sample length | 879 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 81.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 73k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.75% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 246.58% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.01% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.33% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.92% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.23% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 19.32% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.25% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.06 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -26.66% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.49% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.72 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.53 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 38.67% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.28% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.04 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.79% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.45% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
