Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical playbook that watches for “too hot” or “too cold” readings. When stocks are stretched up, it hedges with volatility funds or T‑Bills; when washed out, it buys semis for rebounds; otherwise it runs a risk‑on or defensive mix guided by credit and short‑term Treasury signals.
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.
17 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%)
8 funds (SEC N-PORT, as of 2026-06-30) · not identified: USL 2%, HTGC 0%, ARCC 0%, MAIN 0%
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 96% · 2026-10-19 ()
1.9% 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 ()
11 of 42 funds in its are : BIS, BZQ, EEV, EUO, KOLD, SCO, SIJ, SVXY, TMF, UDN, YCS
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 Macro signals 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 rulebook that checks daily “temperature” readings (RSI) on key markets:<br>- If the market/momentum looks overheated (SPY/MTUM RSI very high), it hedges: buys funds that jump when volatility rises (VIXY/VIXM) or parks in T‑Bills (BIL).<br>- If parts of the market look washed out (QQQ, insurance stocks, momentum, or junk bonds very low RSI), it buys semiconductors (SOXX) for a rebound.<br>- A credit + short‑term Treasury check (JNK and SHY) picks among three modes: recovery (gold/semis/real estate), early‑shock (long volatility + short cyclicals), or risk‑on (financials/industrials/semis, short volatility).<br>- A quick trend check on volatility itself (short EMA vs longer EMA on VIXY) decides whether to favor long‑vol hedges or short‑vol carry (SVXY).
A daily, tactical playbook that watches for “too hot” or “too cold” readings. When stocks are stretched up, it hedges with volatility funds or T‑Bills; when washed out, it buys semis for rebounds; otherwise it runs a risk‑on or defensive mix guided by credit and short‑term Treasury signals.
Out-of-sample edge: 1.94 Sharpe vs 1.10 for the S&P; max drawdown 2.29% vs 18.76%; beta ~0.33; Calmar ~7.38. Strong risk-adjusted upside with far less downside and lower stock beta through adaptive, RSI‑driven tactics.
Just a collection of interesting RSI signals for various assets and items
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $117k | 2026-10-19 | |
| Backtest regulatory fees | $565 | 2026-10-19 | |
| Backtest slippage cost | $3,965 | 2026-10-19 |
| AI categories (Composer) | contrarian hedging, daily rebalancing, rsi/overbought-oversold, tactical multi-asset, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 736 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.57 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "ARCC", "BEN", "BIL", "BIS", "BIZD", "BZQ", "DXJ", "EEV", "EUO", "FHI", "GLD", "HTGC", "IAI", "IHF", "ITA", "ITB", "IYG", "JNK", "KIE", "KOLD", "MAIN", "MTUM", "QQQ", "SCO", "SHY", "SIJ", "SOXX", "SPY", "SVXY", "TMF", "UDN", "USL", "USO", "VIXM", "VIXY", "VNQ", "XBI", "XLI", "XLP", "XLU", "XLV", "YCS" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-19 |
| Remixes (copies) | 68 | 2026-10-19 | |
| Watchers | 36 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,356 | 2026-10-19 | |
| Out-of-sample length | 513 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 20.31% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 1074% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.90% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 36.99% | ||
| Return, trailing 1 day (out-of-sample) | -0.32% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.87% | ||
| Return, trailing 1 week (out-of-sample) | -0.01% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.70% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 14.61% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.15% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 2.85% | ||
| SPY annualized return over the backtest window (backtest) | 14.26% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.65 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 7.38 | ||
| Maximum drawdown, backtest period (backtest) | -4.37% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -2.29% | ||
| Sharpe ratio, backtest period (backtest) | 2.73 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.94 | ||
| Sortino ratio, backtest period (backtest) | 5.42 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 5.37 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 6.85% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 8.22% |
| Annualized turnover, backtest period (backtest) | 32.81 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 32.59 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 60.34% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 57.31% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
