Composer · investment strategy
by Composer Technologies · via Composer
A contrarian, high‑octane swing system. It trades leveraged tech/semis (or their inverse), sometimes buys VIX funds when the S&P 500 is overheated, and can short long Treasuries. If no edge, it sits in 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.
1 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 ()
6 of 14 funds in its are : SOXL, SOXS, SQQQ, TECL, TMV, 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.
RSI = a 0–100 hot/cold meter. A moving average is a trend line. It waits until SPY’s 60‑day RSI is cool (<55). Then: if high‑beta stocks look too hot vs bonds, it bets against tech/semis (SQQQ=3x short Nasdaq, SOXS=3x short semis); otherwise it buys them (TECL=3x tech, SOXL=3x semis). If SPY is very hot (>75), it buys fear (UVXY/VIXY=VIX funds). Weak Treasuries can trigger a short (TMV=3x short TLT). Else it parks in BIL=T‑bills.
A contrarian, high‑octane swing system. It trades leveraged tech/semis (or their inverse), sometimes buys VIX funds when the S&P 500 is overheated, and can short long Treasuries. If no edge, it sits in T‑bills.
Out-of-sample edge: ~38.6% annualized vs S&P ~22.7%, with ~0.94 beta, opportunistic long/short tech/semis, and VIX/T-bill hedges. Higher upside and diversification, though drawdowns can be larger in tough markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.3M | 2026-10-11 | |
| Backtest regulatory fees | $10k | 2026-10-11 | |
| Backtest slippage cost | $86k | 2026-10-11 |
| AI categories (Composer) | contrarian, leveraged etfs, risk-on/risk-off, semiconductors, tactical, tech, treasuries, volatility | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 117 | 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) | 1 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "IEF", "IEI", "SOXL", "SOXS", "SPHB", "SPY", "SQQQ", "TECL", "TLT", "TMV", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.94 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.34 | 2026-10-11 |
| Remixes (copies) | 73 | 2026-10-11 | |
| Watchers | 39 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,762 | 2026-10-11 | |
| Out-of-sample length | 887 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 52.26% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 53k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.55% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 215.53% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -24.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 76.44% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 76.43% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -13.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.51% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.09% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.72 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -61.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -53.40% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.00 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.63 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 54.50% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 41.10% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.50 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 49.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 71.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
