Composer · investment strategy
by Composer Technologies · via Composer
Rules‑based, no‑leverage ETF strategy. It brakes when markets look overheated (via a VIX/Treasuries/BTAL hedge). Otherwise it rotates among growth, Treasuries, cash, or defensives using simple strength checks. Rebalanced daily.
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.
0.3% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31) · : QQQ via QQQM
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 98% · 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 ()
1 of 19 funds in its are : PSQ
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 Macro signals 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.
Each day it checks a simple “heat” score (RSI, a 0–100 speed/overbought gauge) on major stock indexes. If things look too hot, it shifts to a crash‑hedge mix: mostly VIXY (volatility) plus TLT (Treasuries) and BTAL (low‑risk tilt). Otherwise it tests growth vs utilities and credit vs cash to pick Bull/Mild‑Bull/Mild‑Bear/Bear, then holds some mix of QQQ (Nasdaq‑100), XLK (tech), TLT, PSQ (short QQQ), BIL (T‑bills), XLU (utilities) or GLD (gold). No leverage; rebalanced daily.
Rules‑based, no‑leverage ETF strategy. It brakes when markets look overheated (via a VIX/Treasuries/BTAL hedge). Otherwise it rotates among growth, Treasuries, cash, or defensives using simple strength checks. Rebalanced daily.
Out-of-sample resilience: lower drawdown (17.14% vs 18.76%), Calmar ~1.08, positive OOS alpha, and 18.56% annualized return. SPY ~22%, but this strategy offers steadier upside with stronger downside protection vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.2M | 2026-10-19 | |
| Backtest regulatory fees | $49k | 2026-10-19 | |
| Backtest slippage cost | $443k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, momentum + mean reversion, no leverage, risk-on/off, tactical multi-asset, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 142 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.71 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "CORP", "GLD", "IEF", "IOO", "PSQ", "QQQ", "SPY", "TLT", "VIXY", "VOX", "VPU", "VTV", "WTMF", "XLF", "XLK", "XLP", "XLU" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.05 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.55 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.46 | 2026-10-19 |
| Remixes (copies) | 244 | 2026-10-19 | |
| Watchers | 60 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,796 | 2026-10-19 | |
| Out-of-sample length | 551 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 58.33% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 102k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.56% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 44.62% | ||
| Return, trailing 1 day (out-of-sample) | -1.26% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.63% | ||
| Return, trailing 1 week (out-of-sample) | -4.69% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -11.73% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | -9.40% | ||
| Return, trailing 2 weeks (out-of-sample) | -4.20% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 3.68% | ||
| SPY annualized return over the backtest window (backtest) | 15.26% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 3.26 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.08 | ||
| Maximum drawdown, backtest period (backtest) | -17.89% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.14% | ||
| Sharpe ratio, backtest period (backtest) | 2.46 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | ||
| Sortino ratio, backtest period (backtest) | 4.73 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 19.43% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 19.42% |
| Annualized turnover, backtest period (backtest) | 50.17 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 70.43 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.88% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.63% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
