Composer · investment strategy
by Composer Technologies · via Composer
Daily tactical mix that buys tech on dips, shorts it on spikes, and earns carry in calm markets via short‑vol ETFs, with a bonds‑vs‑tech check and a small constant S&P hedge.
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.
4 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%)
3 funds (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. : 78% · 2026-10-11 ()
36.2% 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 ()
12 of 20 funds in its are : PSQ, SH, SPXS, SQQQ, SVIX, SVXY, TECL, TECS, TMV, TQQQ, UPRO, 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.
Rebalanced daily into 4 sleeves: 1) Shock tester: after big tech drops or high fear, it flips between buying or shorting fast tech using a simple overbought/oversold gauge (RSI) and recent choppiness. 2) If calm: if bonds look stronger than tech, buy tech; else hold a short‑vol mix (SVOL/SVXY) plus some short S&P (SPXS). 3) A dip/rip sleeve buys big dips and shorts big spikes. 4) A small constant S&P hedge (SH). Tickers: TQQQ/TECL=3x bull tech; SQQQ/TECS=3x bear tech; UVXY/VIXM rise with fear; SVIX/SVXY/SVOL rise when volatility is calm; SPXS/SH=short S&P; AGG/BND/TLT/IEF=bonds.
Daily tactical mix that buys tech on dips, shorts it on spikes, and earns carry in calm markets via short‑vol ETFs, with a bonds‑vs‑tech check and a small constant S&P hedge.
Out-of-sample: 21.65% annualized return vs SPY’s 18.97%, with a smaller max drawdown (15.88% vs 18.76%). Calmar ~1.36 and lower beta (~0.59) imply better risk-adjusted upside and downside control vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $51k | 2026-10-11 | |
| Backtest regulatory fees | $155 | 2026-10-11 | |
| Backtest slippage cost | $911 | 2026-10-11 |
| AI categories (Composer) | bonds vs tech, daily rebalance, leveraged/inverse etfs, momentum & mean reversion, tactical rotation, tech-heavy, vix/volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 341 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.24 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BND", "IEF", "PSQ", "QQQ", "SH", "SPXS", "SPY", "SQQQ", "SVIX", "SVOL", "SVXY", "TECL", "TECS", "TLT", "TMV", "TQQQ", "UPRO", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-11 |
| Remixes (copies) | 17 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,131 | 2026-10-11 | |
| Out-of-sample length | 653 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 43.92% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 413.24% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.65% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.29% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.55% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.28% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 28.38% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 28.39% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 8.08% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.70% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.76 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -15.89% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.88% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.33 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.16 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.37 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 16.17% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.42% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 31.97 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 31.90 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 59.50% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.36% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
