Composer · investment strategy
by Composer Technologies · via Composer
Mostly parks in T‑bills. In panics: buys TECL if tech looks washed out; otherwise uses VIXM (moderate) or BIL (severe). In calm but overbought markets, briefly buys UVXY to catch a volatility pop; else stays in cash-like T‑bills.
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 2026-05-31)
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 ()
3 of 7 funds in its are : TECL, TQQQ, 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 Capital preservation 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.<br>1) If SPY fell >10% in ~1 month: crash mode. If −10% to −25%: buy TECL (3× tech) only if TQQQ RSI<31 (RSI = 0–100 “hot/cold” gauge); else buy VIXM (volatility). If >25% down: buy TECL if RSI<31; else hold BIL (T‑bills).<br>2) Otherwise: stay in SHV (T‑bills) unless the market looks “too hot” (RSI on TQQQ>81 or SPY>80); then, if UVXY’s own RSI>40, buy UVXY (volatility), else stay SHV.<br>Note: UVXY/VIXM and 3× ETFs are high‑risk, short‑term tools.
Mostly parks in T‑bills. In panics: buys TECL if tech looks washed out; otherwise uses VIXM (moderate) or BIL (severe). In calm but overbought markets, briefly buys UVXY to catch a volatility pop; else stays in cash-like T‑bills.
Out-of-sample edge: higher annualized return (17.82% vs 17.02%), lower max drawdown (6.76% vs 18.76%), lower beta (~0.67), and strong Calmar (2.63)—for better risk-adjusted upside and crash protection versus the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $616k | 2026-10-19 | |
| Backtest regulatory fees | $433 | 2026-10-19 | |
| Backtest slippage cost | $3,618 | 2026-10-19 |
| AI categories (Composer) | crash protection, leveraged tech, mean reversion, tactical allocation, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 36 | 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", "SHV", "SPY", "TECL", "TQQQ", "UVXY", "VIXM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.41 | 2026-10-19 |
| Remixes (copies) | 122 | 2026-10-19 | |
| Watchers | 31 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,721 | 2026-10-19 | |
| Out-of-sample length | 571 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 32.19% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 6064% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 17.82% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.54% | ||
| Return, trailing 1 day (out-of-sample) | 0.05% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.30% | ||
| Return, trailing 1 week (out-of-sample) | 0.07% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 0.32% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.38% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 0.92% | ||
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.05 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.63 | ||
| Maximum drawdown, backtest period (backtest) | -7.94% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -6.76% | ||
| Sharpe ratio, backtest period (backtest) | 1.18 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.73 | ||
| Sortino ratio, backtest period (backtest) | 8.66 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 4.37 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 26.10% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 26.40% |
| Annualized turnover, backtest period (backtest) | 5.49 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.06 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 51.68% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 85.99% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
