Composer · investment strategy
by Composer Technologies · via Composer
A high‑octane, regime‑switching strategy. In fear spikes it hedges or briefly buys 3× tech; in calmer markets it makes tactical long/short bets on Europe using “heat” (RSI), trend, and risk filters. Trades TQQQ, EURL/EPV, VXX, BTAL, BIL. Very 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.
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.
0.0% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 49% · 2026-10-11 ()
100.0% 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 ()
5 of 18 funds in its are : EPV, EURL, 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 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.
It has two modes. 1) Panic: if a “fear” ETF (UVXY) is surging, it either parks in T‑Bills (BIL), holds volatility (VXX) and an anti‑beta hedge (BTAL), or buys a quick bounce in 3× tech (TQQQ) after sharp drops. RSI = how hot/cold recent moves are (over 70 = hot; under 30 = washed‑out). Moving averages = trend. Max drawdown = recent worst drop. 2) Otherwise: it flips long (EURL 3×) or short (EPV −2×) Europe using Europe’s trend, inflation (RINF), and bond‑vs‑stock strength. High risk; uses leveraged/inverse ETFs.
A high‑octane, regime‑switching strategy. In fear spikes it hedges or briefly buys 3× tech; in calmer markets it makes tactical long/short bets on Europe using “heat” (RSI), trend, and risk filters. Trades TQQQ, EURL/EPV, VXX, BTAL, BIL. Very high risk.
Out-of-sample annualized return ~50% vs S&P ~32%, Calmar 2.72, near-zero beta. A regime-switching mix of tech and Europe bets plus volatility hedges targets superior risk-adjusted growth vs the S&P, with diversified risk controls.
(Created with Composer AI)
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $24.3M | 2026-10-11 | |
| Backtest regulatory fees | $46k | 2026-10-11 | |
| Backtest slippage cost | $416k | 2026-10-11 |
| AI categories (Composer) | europe long/short, leveraged etfs, mean reversion, regime switching, tech momentum, trend filters, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 108 | 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) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CORP", "EPV", "EURL", "IEF", "IEI", "IEV", "IWM", "QQQ", "RINF", "SPY", "TLT", "TMF", "TQQQ", "UVXY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.00 | 2026-10-11 |
| Remixes (copies) | 25 | 2026-10-11 | |
| Watchers | 5 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 2,193 | 2026-10-11 | |
| Out-of-sample length | 376 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 144.86% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 243k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 50.42% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 84.19% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.36% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 17.26% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 2.51% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 45.96% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 45.91% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 13.85% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 21.92% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.23% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.64 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.72 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -39.74% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -18.53% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.12 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.30 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.67 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.92 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 47.54% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.63% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 44.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 46.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.35% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.72% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
