Composer · investment strategy
by Composer Technologies · via Composer
A daily, two-regime plan: hold DIA in uptrends, but switch to VIXY if short-term “heat” (RSI) in major indexes/sectors is extreme. In downtrends, buy TECL only on deep oversold tech signals; otherwise hold DIA or rotate to defensive BTAL.
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%)
No funds · not identified: DIA 100%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
2 of 13 funds in its are : TECL, TQQQ
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.
Daily check. 1) Is SPY (S&P 500) above its 200-day average? If yes, hold DIA (Dow 30) unless a 10-day “heat gauge” called RSI (0–100) says big indexes/sectors are very hot (>79); then buy VIXY (volatility; tends to rise when stocks fall). 2) If SPY is below its 200-day: buy TECL (3x tech) only when TQQQ’s RSI is very cold (<30); else hold DIA if SPY > its 30-day average; otherwise hold BTAL (market-neutral “anti-beta”).
A daily, two-regime plan: hold DIA in uptrends, but switch to VIXY if short-term “heat” (RSI) in major indexes/sectors is extreme. In downtrends, buy TECL only on deep oversold tech signals; otherwise hold DIA or rotate to defensive BTAL.
Out-of-sample edge: ~33.48% annualized return vs ~21.18% S&P, Calmar ~1.30. Drawdowns ~25.72% vs ~18.76%, but regime-based tilts (DIA/VIXY/TECL/BTAL) target higher growth with volatility hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $18.8M | 2026-10-11 | |
| Backtest regulatory fees | $34k | 2026-10-11 | |
| Backtest slippage cost | $314k | 2026-10-11 |
| AI categories (Composer) | defensive factor, leveraged etfs, market regimes, rsi/momentum, tactical asset allocation, trend following, us equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 48 | 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[ "BTAL", "DIA", "IYY", "QQQ", "SPY", "TECL", "TQQQ", "VIXY", "VOX", "VTV", "XLF", "XLK", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.99 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 46 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 613 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 65.06% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 188k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 33.48% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 102.11% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.87% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -1.29% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.98% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 2.51% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 2.50% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.27% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -1.20% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.26 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.77% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.72% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.71 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.91 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.78 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.80 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.14% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 39.66% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 28.52 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 25.90 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.75% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.51% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
