Composer · investment strategy
by Composer Technologies · via Composer
A daily, defensive‑contrarian strategy: when markets look overheated it buys volatility (UVXY/BTAL); when washed out it buys rebounds (TQQQ/UPRO); otherwise it hides in T‑bills or uses inverse ETFs to hedge, guided by trend and bond 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.
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 ()
8 of 18 funds in its are : PSQ, QID, QLD, SPXU, SQQQ, 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.
About 60% follows this daily playbook. It watches a short‑term “hot/cold” gauge (RSI: 0–100; >80 = very hot, <30 = very cold) on big market barometers (SPY, global IOO, tech TQQQ, value VTV, banks XLF). If very hot, it bets on a volatility pop (UVXY, with some BTAL). If very cold, it buys rebounds (TQQQ or UPRO). Otherwise it parks in T‑bills (BIL) or uses hedges that bet against the market (PSQ/SQQQ/QID/SPXU), guided by trend and bond signals (TLT/IEF).
A daily, defensive‑contrarian strategy: when markets look overheated it buys volatility (UVXY/BTAL); when washed out it buys rebounds (TQQQ/UPRO); otherwise it hides in T‑bills or uses inverse ETFs to hedge, guided by trend and bond signals.
Out-of-sample edge: ~28% annualized return vs SPY’s ~19%, lower beta (~0.74), and Calmar ~1.11. This strategy seizes volatility spikes and rebounds for stronger upside and diversification, not just S&P 500 exposure, with risk managed by hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $863.6M | 2026-10-11 | |
| Backtest regulatory fees | $1.4M | 2026-10-11 | |
| Backtest slippage cost | $13.6M | 2026-10-11 |
| AI categories (Composer) | contrarian, daily rebalanced, defensive, inverse etfs, leveraged etfs, market timing, tactical allocation, volatility spikes | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 165 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "BTAL", "IEF", "IOO", "PSQ", "QID", "QLD", "QQQ", "SPXU", "SPY", "SQQQ", "TLT", "TQQQ", "UPRO", "UVXY", "VTV", "XLF" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.74 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 34 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 521 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 113.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 8635k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.98% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 66.69% | 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) | 20.58% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 20.57% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.50 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.11 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -25.21% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.22% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.09 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.63 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 41.35% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.57% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 34.78 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 27.45 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 47.97% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 72.17% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
