Composer · investment strategy
by Composer Technologies · via Composer
A daily, tactical strategy: short stocks hard when fear surges, buy tech dips (or hide in bonds after sharp bounces), and otherwise ride the long‑term winner between U.S. stocks and commodities. Uses 3x ETFs—expect high volatility.
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.
0.6% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30) · : SPY via IVV
: 30.0% (DBC 80% × 0.37), shown separately from fossil-fuel companies.
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 ()
2 of 7 funds in its are : SPXU, 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.
Each day it checks “fear” and recent moves, then picks one holding.<br>- If the volatility ETF (VIXM) has been rising strongly (RSI = a score of recent ups vs downs; high means strong rise), it buys SPXU (a fund that rises 3x when the S&P 500 falls).<br>- Else, if the Nasdaq-100 (QQQ) fell >3% in 5 days: if yesterday the 3x Nasdaq fund (TQQQ) jumped >5%, it parks in short-term bonds (BSV); otherwise it buys TQQQ.<br>- If none of that, it holds the long‑term winner between U.S. stocks (SPY) and commodities (DBC) using several lookback periods.
A daily, tactical strategy: short stocks hard when fear surges, buy tech dips (or hide in bonds after sharp bounces), and otherwise ride the long‑term winner between U.S. stocks and commodities. Uses 3x ETFs—expect high volatility.
Out-of-sample, this tactical strategy aims for ~27.7% annualized return versus ~17.3% for the S&P, powered by volatility-timing and regime-shifting across equities, bonds and commodities. Expect higher volatility and larger drawdowns in stress.
By Garen Phillips
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.1M | 2026-10-11 | |
| Backtest regulatory fees | $2,634 | 2026-10-11 | |
| Backtest slippage cost | $18k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, risk-on/risk-off, tactical allocation, trend following, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 29 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.84 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BSV", "DBC", "QQQ", "SPXU", "SPY", "TQQQ", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.45 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.67 | 2026-10-11 |
| Remixes (copies) | 78 | 2026-10-11 | |
| Watchers | 27 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,924 | 2026-10-11 | |
| Out-of-sample length | 1,094 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 35.08% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 11k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 27.72% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 189.52% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.15% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.95% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.26% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 69.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 69.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.74% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 15.35% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.70 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.65% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -39.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.02 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.86 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.64 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 35.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 35.59% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 24.33 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.95 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.22% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.12% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
