Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical plan: when markets are “too hot,” buy volatility; when volatility’s hot, hold cash; otherwise buy oversold 3× ETFs for rebounds. If nothing is extreme, park in a steady, lower‑vol stock/defensive mix.
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.
1 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%)
1 fund (SEC N-PORT, as of 2026-07-31)
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 ()
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% · 2026-10-19 ()
12 of 27 funds in its are : GUSH, LABU, NUGT, RETL, SOXL, SPXL, TECL, TNA, TQQQ, UPRO, UVXY, WEBL
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.
Each day it reads a 0–100 “heat” score (RSI) for big market funds (SPY, QQQ, etc.). If markets look too hot, it tries to front‑run a pullback by buying VIX funds (UVXY/VIXY/VIXM), which usually rise when stocks fall—scaling from mild to aggressive. If volatility is already hot, it sits in T‑bill cash (BIL). Otherwise it buys sharp dips in fast 3× bull ETFs (TQQQ, SOXL, SPXL, etc.). If no clear dip, it holds steadier names (LLY, NVO, COST, PGR/GE) or sometimes BTAL.
A daily tactical plan: when markets are “too hot,” buy volatility; when volatility’s hot, hold cash; otherwise buy oversold 3× ETFs for rebounds. If nothing is extreme, park in a steady, lower‑vol stock/defensive mix.
Out-of-sample, this strategy targets higher long-run growth (≈25%/yr) with lower drawdowns (≈17.7% vs 18.8% SPY) and strong risk-adjusted metrics (Calmar ≈1.42, Sharpe ≈0.99), powered by volatility timing and disciplined dip-buying.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $10.4M | 2026-10-19 | |
| Backtest regulatory fees | $31k | 2026-10-19 | |
| Backtest slippage cost | $285k | 2026-10-19 |
| AI categories (Composer) | dip buying, leveraged etfs, risk-on/risk-off, swing trading, tactical allocation, vix etps, volatility timing | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 176 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.35 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BTAL", "COST", "GE", "GUSH", "IOO", "LABU", "LLY", "NUGT", "NVO", "PGR", "QQQ", "RETL", "SOXL", "SPXL", "SPY", "TECL", "TNA", "TQQQ", "UPRO", "UVXY", "VIXM", "VIXY", "VTV", "WEBL", "XLF", "XLP" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.52 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 |
| Remixes (copies) | 5 | 2026-10-19 | |
| Watchers | 4 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,734 | 2026-10-19 | |
| Out-of-sample length | 540 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 174.18% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 104k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.12% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 60.92% | ||
| Return, trailing 1 day (out-of-sample) | -12.76% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 2.15% | ||
| Return, trailing 1 week (out-of-sample) | -17.36% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -4.46% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 12.51% | ||
| Return, trailing 2 weeks (out-of-sample) | -14.32% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.29% | ||
| SPY annualized return over the backtest window (backtest) | 15.71% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 6.51 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.42 | ||
| Maximum drawdown, backtest period (backtest) | -26.76% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -17.65% | ||
| Sharpe ratio, backtest period (backtest) | 2.67 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.99 | ||
| Sortino ratio, backtest period (backtest) | 5.70 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 40.79% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 25.93% |
| Annualized turnover, backtest period (backtest) | 52.05 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.19 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 57.44% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 50.74% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
