Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based switch among cash (SHV), volatility funds (UVXY/VIXY), a defensive anti‑beta fund (BTAL), or 3× tech (TECL). It buys volatility after overbought markets, buys 3× tech after oversold tech, and otherwise stays defensive.
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 ()
2 of 7 funds in its are : TECL, 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 runs daily checks on simple “heat” scores (RSI, 0–100) for big U.S. stock baskets: QQQ (Nasdaq 100) and SPY (S&P 500). If they look extremely hot (>80), it buys UVXY, a fund that jumps when fear (VIX) spikes. If the trend is only moderately strong, it may hold VIXY or BTAL (a defensive anti‑beta fund) if volatility is heating up; otherwise it parks in SHV (T‑bills). If QQQ looks washed‑out (<31), it buys TECL, a 3× tech fund, for a rebound.
A daily, rules‑based switch among cash (SHV), volatility funds (UVXY/VIXY), a defensive anti‑beta fund (BTAL), or 3× tech (TECL). It buys volatility after overbought markets, buys 3× tech after oversold tech, and otherwise stays defensive.
Dynamic, rules-based volatility/tech strategy offers diversification and a risk-adjusted edge vs the S&P 500. Out-of-sample: Sharpe ~0.55, Calmar ~0.65, ~15.3% annualized return—designed to guard volatility spikes and capture tech rebounds.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $23.3M | 2026-10-19 | |
| Backtest regulatory fees | $30k | 2026-10-19 | |
| Backtest slippage cost | $281k | 2026-10-19 |
| AI categories (Composer) | cash/t-bills, high risk, leveraged etfs, market neutral, rsi signals, tactical allocation, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 38 | 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[ "BTAL", "QQQ", "SHV", "SPY", "TECL", "UVXY", "VIXY" ] | 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) | 1.10 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-19 |
| Remixes (copies) | 42 | 2026-10-19 | |
| Watchers | 14 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,776 | 2026-10-19 | |
| Out-of-sample length | 550 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 67.76% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 233k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.31% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.09% | ||
| Return, trailing 1 day (out-of-sample) | 0.02% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.30% | ||
| Return, trailing 1 week (out-of-sample) | 3.88% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 23.83% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 1.36% | ||
| Return, trailing 2 weeks (out-of-sample) | 3.95% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 17.21% | ||
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.56 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Maximum drawdown, backtest period (backtest) | -26.49% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.50% | ||
| Sharpe ratio, backtest period (backtest) | 1.42 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.55 | ||
| Sortino ratio, backtest period (backtest) | 3.73 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 41.86% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.83% |
| Annualized turnover, backtest period (backtest) | 21.76 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.16 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 50.56% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 82.91% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
