Composer · investment strategy
by Composer Technologies · via Composer
An ensemble of fast, rules‑based models. It uses bond trends and overbought/oversold signals to toggle between 3× equity ETFs in calm/risk‑on regimes, VIX hedges when markets look overheated, and cash/bonds/gold/dollar when stress rises.
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.
“If volatility just spiked (SVXY fell hard), sit in cash (T‑Bills).”
“If stocks look “too hot” (very high RSI = a 0–100 “hot/cold” gauge), buy a short‑term VIX fund as a hedge.”
“Otherwise, use the bond trend (BND vs T‑Bills) to choose risk‑on (3× S&P/Nasdaq) or defensive (cash, Treasuries, gold, US dollar, anti‑beta).”
“It runs many mini‑models and holds the 5 that worked best lately.”
9 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.
1.7% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 98% · 2026-10-19 ()
77.2% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-19 ()
10 of 36 funds in its are : FAS, PSQ, SH, SOXL, SVXY, TECL, TMF, TQQQ, UPRO, UVXY
Its stated rules make a claim, and its holdings back it up. : 100%
Strategies that share its Macro signals 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.
2 missing
The text the rules are quoted from, with where it came from.
1) If volatility just spiked (SVXY fell hard), sit in cash (T‑Bills). 2) If stocks look “too hot” (very high RSI = a 0–100 “hot/cold” gauge), buy a short‑term VIX fund as a hedge. 3) Otherwise, use the bond trend (BND vs T‑Bills) to choose risk‑on (3× S&P/Nasdaq) or defensive (cash, Treasuries, gold, US dollar, anti‑beta). It runs many mini‑models and holds the 5 that worked best lately.
An ensemble of fast, rules‑based models. It uses bond trends and overbought/oversold signals to toggle between 3× equity ETFs in calm/risk‑on regimes, VIX hedges when markets look overheated, and cash/bonds/gold/dollar when stress rises.
Out-of-sample edge: ~26.5% annualized return vs SPY ~16.5%, with bond/cash regime hedging and VIX protection. Calmar ~0.83. Higher upside, but drawdowns may be larger (~32% vs ~19%). Potential for stronger long-run growth with risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.9M | 2026-10-19 | |
| Backtest regulatory fees | $8,199 | 2026-10-19 | |
| Backtest slippage cost | $68k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, regime switching, risk management, tactical etf rotation, trend-following, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 322 | 2026-10-19 | |
| Rebalance corridor width | 25.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.37 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "FAS", "GLD", "HYG", "IEF", "PSQ", "QQQ", "QQQE", "SH", "SHV", "SOXL", "SOXX", "SPHB", "SPY", "SVXY", "TECL", "TLT", "TMF", "TQQQ", "UPRO", "UUP", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTI", "VTV", "VXX", "XLC", "XLE", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.54 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.82 | 2026-10-19 |
| Remixes (copies) | 33 | 2026-10-19 | |
| Watchers | 20 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,999 | 2026-10-19 | |
| Out-of-sample length | 461 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 112.09% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 39k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 26.48% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 52.97% | ||
| Return, trailing 1 day (out-of-sample) | -4.36% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.52% | ||
| Return, trailing 1 week (out-of-sample) | -5.00% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.70% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 22.88% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.49% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.82% | ||
| SPY annualized return over the backtest window (backtest) | 15.60% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.52 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.83 | ||
| Maximum drawdown, backtest period (backtest) | -31.86% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -31.86% | ||
| Sharpe ratio, backtest period (backtest) | 2.24 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.89 | ||
| Sortino ratio, backtest period (backtest) | 3.98 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.23 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 36.50% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.94% |
| Annualized turnover, backtest period (backtest) | 30.92 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 36.82 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.63% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.66% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
