Composer · investment strategy
by Composer Technologies · via Composer
Rules try to front‑run fear spikes and ride uptrends: hedge with a VIX‑linked fund (VXX) plus T‑bills when markets look overheated; buy aggressive equity funds when trends look healthy; otherwise sit 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.
2 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.
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% · 2026-10-11 ()
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 ()
7 of 16 funds in its are : CURE, PSQ, RETL, SH, SPXL, TECL, TQQQ
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.
RSI is a short‑term heat gauge (high=overheated, low=washed‑out).<br>Hedge: If SPY/QQQ or key sectors look overheated (RSI ~80–85), move into VXX (tends to jump when fear rises) plus BIL (T‑bills), scaling VXX up with heat.<br>Else: A bond‑vs‑bear test (BND 20d vs SH 60d) and trend checks buy leveraged equity funds (TQQQ/TECL/SPXL) in uptrends; or hold BIL. Big one‑day surges can also trigger a brief VXX+BIL hedge.<br>It watches staples (XLP), financials (XLF), communications (VOX), value (VTV), plus leveraged healthcare (CURE) and retail (RETL).
Rules try to front‑run fear spikes and ride uptrends: hedge with a VIX‑linked fund (VXX) plus T‑bills when markets look overheated; buy aggressive equity funds when trends look healthy; otherwise sit in cash‑like T‑bills.
Out-of-sample, this strategy targets outsized upside (~50% annualized) vs SPY (~18%), with a near-1 Calmar ratio and hedges (VXX+BIL) to control risk. Expect higher drawdowns in downturns, but risk-adjusted performance remains compelling.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $204.5M | 2026-10-11 | |
| Backtest regulatory fees | $380k | 2026-10-11 | |
| Backtest slippage cost | $3.6M | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, momentum/trend following, risk management, sector rotation, tactical asset allocation, volatility hedging (vix) | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 161 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.97 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "CURE", "PSQ", "QQQ", "RETL", "SH", "SPXL", "SPY", "TECL", "TQQQ", "VOX", "VTV", "VXX", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-11 |
| Remixes (copies) | 30 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 560 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 212.70% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 2045k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 147.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 61.91% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 61.89% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -5.18% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.21 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -50.49% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -50.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.43 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.28 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.59 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.64% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 56.40% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 48.82 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 55.05 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 57.27% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 58.75% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
