Composer · investment strategy
by Composer Technologies · via Composer
Own Apple and Microsoft 50/50 by default. If market fear rises sharply, switch to SH (profits when the S&P 500 drops). If tech looks overheated, shift to BTAL (defensive). Signals checked daily; no use of 3x inverse ETFs like SPXU or SQQQ.
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 2026-10-11
: 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%)
No funds
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 6 funds in its are : SH, 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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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.
Default: 50% Apple, 50% Microsoft. Each day:<br>1) If a volatility ETF (VIXM) has surged recently, hold SH (benefits when the S&P 500 falls).<br>2) Else if a hot tech ETF (TQQQ) looks overheated, hold BTAL (defensive, market‑neutral).<br>Otherwise stay 50/50 AAPL/MSFT.
Own Apple and Microsoft 50/50 by default. If market fear rises sharply, switch to SH (profits when the S&P 500 drops). If tech looks overheated, shift to BTAL (defensive). Signals checked daily; no use of 3x inverse ETFs like SPXU or SQQQ.
Dynamic, rule-based strategy blending AAPL/MSFT with SH and BTAL hedges. Out-of-sample ~22% annualized, roughly on par with the S&P, plus volatility- and momentum-driven risk controls to navigate volatility and tech froth—no 3x inverses.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $763k | 2026-10-11 | |
| Backtest regulatory fees | $747 | 2026-10-11 | |
| Backtest slippage cost | $4,824 | 2026-10-11 |
| AI categories (Composer) | daily rebalance, defensive hedging, equity rotation, momentum filter, tactical allocation, tech tilt, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 14 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.52 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "BTAL", "MSFT", "SH", "TQQQ", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.98 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.68 | 2026-10-11 |
| Remixes (copies) | 0 | 2026-10-11 | |
| Watchers | 1 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 709 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 33.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 7528% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 21.99% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 75.06% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.64% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 7.86% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.16% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 18.50% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 18.49% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 22.76% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.04 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.82 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.00% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -26.76% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.33 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.02 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.53 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 23.89% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 22.12% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.58 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 9.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.12% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.58% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
