Composer · investment strategy
by Composer Technologies · via Composer
A rule-based hedge system that rotates among bonds (both up and down), tech, volatility funds, cash-like T‑bills, and occasional shorts using simple “hot/cold” (RSI) and trend (moving average) signals. It can use leveraged/inverse ETFs, so risk is high.
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.
6 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.
0.1% of weight in (IVV: 3.0%)
5 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 66% · 2026-10-19 ()
49.9% 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 ()
8 of 20 funds in its are : PSQ, SH, SVXY, TECL, TMF, TMV, 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 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.
It’s a rules-based “offense/defense” switch. - Signals: RSI (a 0–100 hot/cold score of recent moves: low=washed-out, high=overheated) and moving averages (average price over X days to judge trend). - Offense: rides big moves in long U.S. Treasuries up (TMF/TLT) or down (TMV), buys tech on deep dips (QQQ/TQQQ/TECL/XLK), and may hold SVXY in calm markets. - Defense: steps to cash-like T‑bills (BIL/SHV/BSV), buys VIX funds (VIXY/UVXY/VIXM) in frothy markets, or shorts SPY/QQQ (SH/PSQ) when trends turn. It rotates among these based on those simple signals.
A rule-based hedge system that rotates among bonds (both up and down), tech, volatility funds, cash-like T‑bills, and occasional shorts using simple “hot/cold” (RSI) and trend (moving average) signals. It can use leveraged/inverse ETFs, so risk is high.
Out-of-sample, this strategy offers stronger risk control and resilience: drawdown 14.57% vs SPY 18.76%, Calmar 1.14, and 16.68% annualized return, plus diversified offense/defense across bonds, tech, and volatility— delivering steadier gains than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.7M | 2026-10-19 | |
| Backtest regulatory fees | $15k | 2026-10-19 | |
| Backtest slippage cost | $115k | 2026-10-19 |
| AI categories (Composer) | bonds/tech, leveraged & inverse etfs, risk-on/risk-off, tactical multi-asset, trend + mean-reversion, volatility (vix) | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 162 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.31 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "PSQ", "QQQ", "SH", "SHV", "SPY", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UVXY", "VIXM", "VIXY", "VTI", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.07 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-19 |
| Remixes (copies) | 162 | 2026-10-19 | |
| Watchers | 33 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,758 | 2026-10-19 | |
| Out-of-sample length | 622 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 48.74% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 37k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.68% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 45.89% | ||
| Return, trailing 1 day (out-of-sample) | -0.63% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -0.15% | ||
| Return, trailing 1 week (out-of-sample) | 0.48% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 17.31% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 14.93% | ||
| Return, trailing 2 weeks (out-of-sample) | 1.76% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 10.36% | ||
| SPY annualized return over the backtest window (backtest) | 14.89% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.12 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.14 | ||
| Maximum drawdown, backtest period (backtest) | -15.65% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.57% | ||
| Sharpe ratio, backtest period (backtest) | 2.34 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | ||
| Sortino ratio, backtest period (backtest) | 4.99 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.86 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 17.64% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.45% |
| Annualized turnover, backtest period (backtest) | 41.44 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.85 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 58.09% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.73% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
