Composer · investment strategy
by Composer Technologies · via Composer
A daily, high-octane playbook: buy 3x Nasdaq/S&P/semis on sharp dips, buy a VIX fund when they look overheated, otherwise follow a multi-horizon trend filter (stocks vs commodities) to hold a bullish or bearish leveraged basket, with a VIX-to-cash safety switch.
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.
10 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%)
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. : 99% · 2026-10-11 ()
83.4% 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 15 funds in its are : CURE, FAS, FAZ, SOXL, SPXL, SQQQ, SVXY, TMF, TMV, TQQQ, 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 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.
Splits money across mini-systems (bots). On big dips (10-day RSI < 30) in Nasdaq/S&P/semis, it buys the 3x fund for a bounce (TQQQ, SPXL, SOXL). On “too hot” readings (RSI > 80), it buys a VIX fund (UVXY). If no signal, a 100–600 day trend check: if stocks (SPY) beat commodities (DBC), hold a bullish, lower-vol-weighted mix; otherwise a bearish mix. If VIX is extreme, park in T-bills (BIL). RSI = short-term “hot/cold” meter. Rebalances daily. Very aggressive.
A daily, high-octane playbook: buy 3x Nasdaq/S&P/semis on sharp dips, buy a VIX fund when they look overheated, otherwise follow a multi-horizon trend filter (stocks vs commodities) to hold a bullish or bearish leveraged basket, with a VIX-to-cash safety switch.
Out-of-sample: ~38% annualized return vs SPY ~21%, Calmar ~1.19. Daily dip-mean reversion, volatility timing, and regime bets with VIX/t-bill hedges aim for bigger upside than the S&P 500, but with higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $62.0M | 2026-10-11 | |
| Backtest regulatory fees | $78k | 2026-10-11 | |
| Backtest slippage cost | $699k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, mean-reversion + trend, tactical allocation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,068 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "CURE", "DBC", "FAS", "FAZ", "SOXL", "SPXL", "SPY", "SQQQ", "SVXY", "TMF", "TMV", "TQQQ", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.29 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.63 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,755 | 2026-10-11 | |
| Out-of-sample length | 983 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 79.65% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 620k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 38.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 255.46% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.11% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.57% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.56% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.09% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.22% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.47 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.19 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.23% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.23% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.18 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.98 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.10% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.39% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.79 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 20.22 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.94% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.93% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
