Composer · investment strategy
by Composer Technologies · via Composer
A contrarian, RSI‑driven plan: when markets run hot it buys volatility hedges (VIXY/UVXY) plus defensive stocks and T‑Bills; on sharp dips it takes short‑term bounce trades (TECL/SPXL); otherwise it parks in dividend funds (SCHD/DGRO).
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.
3 positions as of 2026-10-19
: 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.
10.1% of weight in (IVV: 3.0%)
2 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% · 2026-10-19 ()
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% · 2026-10-19 ()
4 of 18 funds in its are : SPXL, SSO, 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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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.
RSI is a 0–100 “speedometer” of recent price moves: >~80 = overheated; <~30 = washed out.<br>When SPY/QQQ or key sectors look overheated, this shifts into volatility funds (VIXY/UVXY), a defensive stock mix (SPLV+BTAL), and T‑Bills (BIL), scaling toward more VIXY/UVXY the hotter it is. If markets get washed out, it briefly buys leveraged bulls (TECL/SPXL). With no strong signal, it holds dividend ETFs (SCHD/DGRO).
A contrarian, RSI‑driven plan: when markets run hot it buys volatility hedges (VIXY/UVXY) plus defensive stocks and T‑Bills; on sharp dips it takes short‑term bounce trades (TECL/SPXL); otherwise it parks in dividend funds (SCHD/DGRO).
Out-of-sample, this RSI-driven strategy targets higher upside than the S&P: ~28.7% annualized vs 21.1%, with positive alpha and Calmar ~2.31, indicating strong risk-adjusted performance—though drawdowns are larger (~12.4% vs 8.9%).
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.4M | 2026-10-19 | |
| Backtest regulatory fees | $19k | 2026-10-19 | |
| Backtest slippage cost | $166k | 2026-10-19 |
| AI categories (Composer) | defensive, dividends, leveraged etfs, mean reversion, rsi-based, sector signals, tactical allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 239 | 2026-10-19 | |
| Rebalance corridor width | 5.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.51 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "DGRO", "IOO", "QQQ", "SCHD", "SPLV", "SPXL", "SPY", "SSO", "TECL", "UVXY", "VIXY", "VOOV", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.18 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.51 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-19 |
| Remixes (copies) | 14 | 2026-10-19 | |
| Watchers | 9 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,106 | 2026-10-19 | |
| Out-of-sample length | 327 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 75.62% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 104k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.72% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 38.07% | ||
| Return, trailing 1 day (out-of-sample) | 0.52% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.40% | ||
| Return, trailing 1 week (out-of-sample) | -1.04% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 34.11% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 34.94% | ||
| Return, trailing 2 weeks (out-of-sample) | 0.90% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 19.36% | ||
| SPY annualized return over the backtest window (backtest) | 13.72% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.81 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.31 | ||
| Maximum drawdown, backtest period (backtest) | -26.94% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -12.42% | ||
| Sharpe ratio, backtest period (backtest) | 2.04 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.17 | ||
| Sortino ratio, backtest period (backtest) | 4.57 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.32 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 29.76% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 24.07% |
| Annualized turnover, backtest period (backtest) | 33.53 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.78 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 55.38% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.99% | 2026-10-19 |
Collective2
Composer Technologies · Composer
