Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules-based portfolio that aims to dampen big drops. When stocks look overheated it adds VIX hedges or goes short; when sold off it buys high‑beta funds; if trends weaken it shifts to T‑Bills or Treasuries; it also rotates into leading sectors.
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.
17 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.
0.0% of weight in (IVV: 3.0%)
12 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. : 90% · 2026-10-19 ()
71.1% 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 ()
50 of 127 funds in its are : CURE, DOG, DPST, DRN, DUSL, EDC, EDZ, EFZ, ERX, FAS, FAZ, GUSH, LABD, LABU, LTL, NAIL, PSQ, QID, QLD, RETL, RWM, SDOW, SH, SMN, SOXL, SOXS, SPDN, SPXL, SPXS, SPXU, SQQQ, SVIX, SVXY, TBF, TECL, TECS, TMF, TMV, TNA, TQQQ, TYO, UDOW, UGE, UGL, UPRO, UTSL, UVIX, UVXY, UYM, WANT
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.
Rebalanced daily. It reads a simple speedometer of recent price moves (RSI, 0–100: high=overheated, low=oversold) on stocks, bonds, and sectors.<br>If overheated: it adds volatility (VIX) hedges or uses funds that rise when markets fall.<br>If oversold: it buys supercharged stock funds (~3× Nasdaq/tech/S&P).<br>If trends weaken: it parks in T‑Bills or Treasuries.<br>It also rotates into the strongest sectors.
A daily, rules-based portfolio that aims to dampen big drops. When stocks look overheated it adds VIX hedges or goes short; when sold off it buys high‑beta funds; if trends weaken it shifts to T‑Bills or Treasuries; it also rotates into leading sectors.
Out-of-sample edge: ~40.3% annualized return vs 21% for the S&P; higher risk-adjusted Sharpe (~1.83 vs ~1.63) and Calmar ~2.68. Drawdowns are larger (~15% vs ~9%), but volatility hedges and tactical rotations aim to protect and grow your capital.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $284k | 2026-10-19 | |
| Backtest regulatory fees | $826 | 2026-10-19 | |
| Backtest slippage cost | $6,646 | 2026-10-19 |
| AI categories (Composer) | bond/cash overlays, daily rebalance, inverse etfs, leveraged etfs, risk-on/risk-off, rules-based, sector rotation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 3,318 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.13 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "ADBE", "AGG", "AMD", "AMGN", "AMZN", "AVGO", "AVUV", "AXP", "BA", "BIL", "BND", "BRK/B", "BSV", "BTAL", "CAT", "COST", "CRM", "CSCO", "CURE", "DIA", "DOG", "DPST", "DRN", "DUSL", "EDC", "EDZ", "EEM", "EFZ", "ERX", "FAS", "FAZ", "GLD", "GOOG", "GOOGL", "GS", "GUSH", "HD", "HON", "IEF", "IEI", "IEZ", "IOO", "IWM", "JNJ", "JPM", "LABD", "LABU", "LLY", "LTL", "MCD", "META", "MSFT", "NAIL", "NFLX", "NVDA", "OIH", "PDBC", "PEP", "PSQ", "PXJ", "QID", "QLD", "QQQ", "RETL", "RINF", "RWM", "SDOW", "SH", "SHV", "SLV", "SMH", "SMN", "SOXL", "SOXS", "SOXX", "SPDN", "SPLV", "SPXL", "SPXS", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TNA", "TQQQ", "TRV", "TSLA", "TUR", "TYO", "UDOW", "UGE", "UGL", "UNH", "UPRO", "UTSL", "UUP", "UVIX", "UVXY", "UYM", "V", "VDE", "VIXM", "VIXY", "VOX", "VTV", "VXX", "WANT", "XLB", "XLE", "XLF", "XLI", "XLK", "XLP", "XLRE", "XLU", "XLV", "XLY", "XOM", "XTL" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.23 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.42 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.26 | 2026-10-19 |
| Remixes (copies) | 51 | 2026-10-19 | |
| Watchers | 33 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 328 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 110.58% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 2745% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 40.30% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 54.35% | ||
| Return, trailing 1 day (out-of-sample) | -4.97% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.07% | ||
| Return, trailing 1 week (out-of-sample) | -5.25% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 29.19% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 44.30% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.15% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 11.03% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 5.49 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.68 | ||
| Maximum drawdown, backtest period (backtest) | -20.15% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -15.05% | ||
| Sharpe ratio, backtest period (backtest) | 3.41 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.83 | ||
| Sortino ratio, backtest period (backtest) | 6.97 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.58 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 22.62% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.58% |
| Annualized turnover, backtest period (backtest) | 56.13 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 57.57 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 61.66% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.18% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
