Composer · investment strategy
by Composer Technologies · via Composer
Layered drawdown hedge: reacts to froth/panic with a volatility hedge or shorts; if S&P 500 trend weakens it shifts to cash/T‑Bills or inverse ETFs; otherwise runs a 3× risk‑on mix across S&P, Nasdaq, and an oil sleeve. Uses leveraged funds; high risk.
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.
4 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.
1.1% of weight in (IVV: 3.0%)
3 funds (SEC N-PORT, as of 2026-06-30)
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 ()
40.1% 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% · 2026-10-11 ()
7 of 12 funds in its are : PSQ, SPXL, SPXU, SQQQ, TMF, 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 Capital preservation 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.
Rules: 1) Shock: if stocks look overheated (a quick “heat” score, RSI), buy volatility (UVXY). If vol is surging, use short Nasdaq (PSQ) or short‑term bonds (BSV).<br>2) Trend: if S&P 500 weakens (below 10‑day avg or long‑term score), go defensive with 3× inverse ETFs (SQQQ/SPXU) or T‑Bills (BIL).<br>3) Else go risk‑on: ~40/30/30 in 3× S&P (SPXL + some 3× Treasuries, TMF), 3× Nasdaq (TQQQ unless a 1‑day spike), and Oil (DBO) when up.
Layered drawdown hedge: reacts to froth/panic with a volatility hedge or shorts; if S&P 500 trend weakens it shifts to cash/T‑Bills or inverse ETFs; otherwise runs a 3× risk‑on mix across S&P, Nasdaq, and an oil sleeve. Uses leveraged funds; high risk.
Out-of-sample levered strategy aims for ~29.3% annualized return vs S&P 22.4%, with beta ~0.69 and Calmar ~0.76. It blends upside potential with volatility hedges to cushion stress periods, though drawdowns can be larger in turmoil.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $17.0M | 2026-10-11 | |
| Backtest regulatory fees | $45k | 2026-10-11 | |
| Backtest slippage cost | $406k | 2026-10-11 |
| AI categories (Composer) | leveraged/inverse etfs, oil/commodities, risk-on/risk-off, tactical allocation, treasuries, trend + momentum, t‑bills cash, us stocks, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 110 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.49 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BSV", "DBO", "PSQ", "QQQ", "SPXL", "SPXU", "SPY", "SQQQ", "TMF", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.40 | 2026-10-11 |
| Remixes (copies) | 13 | 2026-10-11 | |
| Watchers | 12 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,765 | 2026-10-11 | |
| Out-of-sample length | 1,012 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 64.48% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 170k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 29.33% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 181.21% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.60% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.82% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 36.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 36.60% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.28% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.72% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.16% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.67 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.76 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.52 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.09 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.96 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.64 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.06% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.01% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.81 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.06 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.14% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.64% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
