Composer · investment strategy
by Composer Technologies · via Composer
Aggressive, daily tactical strategy that buys leveraged stock funds in uptrends and bounces, and shifts to Treasuries, dollar, gold or volatility when risk rises. Uses a panic switch (VIX), a hot/cold test (RSI), and long‑term trend checks.
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.
9 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.
0.3% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 97% · 2026-10-11 ()
32.0% 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 ()
11 of 25 funds in its are : CURE, SOXL, SPXL, SQQQ, SVXY, TMF, TMV, TQQQ, UPRO, UTSL, 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.
Daily rules switch risk-on/off.<br>- Panic: if the fear gauge (VIX) spikes, park in short‑term Treasuries.<br>- Hot/cold test (RSI): very cold (RSI<30) → buy 3x S&P/Nasdaq/semis for bounces; too hot (RSI>80) → buy VIX (UVXY).<br>- Core trend (100–600 days): if stocks beat commodities and trend is up, hold leveraged tech/healthcare/utilities and short‑vol; otherwise pivot to Treasuries, the US dollar, and gold.<br>Positions favor calmer assets.
Aggressive, daily tactical strategy that buys leveraged stock funds in uptrends and bounces, and shifts to Treasuries, dollar, gold or volatility when risk rises. Uses a panic switch (VIX), a hot/cold test (RSI), and long‑term trend checks.
Out-of-sample, this strategy targets higher returns with better risk balance: ~25.6% annualized vs 20.7% S&P, Sharpe ~1.36 vs ~1.33, Calmar ~1.22, and positive alpha. It uses trend/tactical hedges to rebound fast, with drawdowns ~21% vs ~19%.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $320k | 2026-10-11 | |
| Backtest regulatory fees | $1,000 | 2026-10-11 | |
| Backtest slippage cost | $7,573 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean reversion, multi-timeframe trend, risk-on/risk-off, sector rotation, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,240 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CURE", "DBC", "GLD", "IEF", "MOAT", "PHDG", "SHY", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "USDU", "USMV", "UTSL", "UVXY", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.11 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 11 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,352 | 2026-10-11 | |
| Out-of-sample length | 976 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 44.96% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3103% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.62% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 142.10% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 1.21% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.77% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.44% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 34.08% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 34.08% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.71% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.34% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.07% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.22 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -21.01% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -21.01% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.14 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.52 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.08 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 18.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.66 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
