Composer · investment strategy
by Composer Technologies · via Composer
A defensive, rules‑based strategy: default to T‑bills; add a volatility hedge when indexes look overheated; only buy 3× tech/S&P on deep selloffs; sometimes use short‑vol on rebounds. Signals update daily from QQQ, XLK, VOOG, and SPY.
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 ()
4 of 12 funds in its are : SPXL, SVXY, 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 Capital preservation 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.
Daily it checks a 10‑day “heat score” (RSI, 0–100) on four market barometers: QQQ (big tech), XLK (tech sector), VOOG (S&P growth), SPY (S&P 500). If they’re very hot, it parks slices in a fear hedge (VIXM, which can rise when volatility spikes) or stays in cash. If they’re very weak, it buys the dip with 3× bull ETFs (TECL or SPXL) or, if fear is fading, SVXY. Otherwise it sits in T‑bills (BIL) or short‑term bonds (BSV). Rebalanced daily.
A defensive, rules‑based strategy: default to T‑bills; add a volatility hedge when indexes look overheated; only buy 3× tech/S&P on deep selloffs; sometimes use short‑vol on rebounds. Signals update daily from QQQ, XLK, VOOG, and SPY.
Out-of-sample annualized return ~39% vs S&P ~21%, with beta ~0.96 and strong risk-adjusted metrics (Sharpe ~1.17, Calmar ~1.67). Defensive hedges and tactical dip plays help capture upside while moderating downside vs the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.3M | 2026-10-11 | |
| Backtest regulatory fees | $7,532 | 2026-10-11 | |
| Backtest slippage cost | $61k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, defensive, leveraged etfs, rsi-based, t-bills/cash, tactical allocation, tech/growth tilt, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 96 | 2026-10-11 | |
| Rebalance frequency | daily | 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", "QQQ", "SPXL", "SPY", "SVXY", "TECL", "UVXY", "VIXM", "VIXY", "VOOG", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-11 |
| Remixes (copies) | 3 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 686 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 47.28% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 32k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 39.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 146.75% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.11% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 37.70% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 37.69% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 17.27% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.01 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.50% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.50% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.21 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.74 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.31% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.22% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 33.80 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 45.95% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 73.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
