Composer · investment strategy
by Composer Technologies · via Composer
A daily, rules‑based switch that buys leveraged tech on pullbacks, adds VIX hedges when stocks overheat, and otherwise parks in T‑Bills/Treasuries or rotates to managed futures—using a simple heat gauge (RSI), trend filters, and stress checks.
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.
6 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.
0.3% of weight in (IVV: 3.0%)
4 funds (SEC N-PORT, as of 2026-05-31)
: 8.6% (DBO 9% × 1.00), shown separately from fossil-fuel companies.
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 ()
66.1% 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 ()
30 of 66 funds in its are : CURE, FAS, LABD, LABU, PSQ, QLD, RETL, ROM, SCO, SH, SOXL, SPUU, SPXL, SPXS, SQQQ, SSO, SVXY, TBF, TECL, TECS, TMF, TMV, TQQQ, TYO, UDN, UGL, UPRO, UST, UVIX, 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.
Each day it checks if stocks look “hot” or “cold” using a heat gauge (RSI: 0–100; high=overheated, low=washed‑out) and the 200‑day trend.<br>- Hot: add volatility hedges (VIXY/VXX/UVXY/UVIX), sometimes gold/oil; trim stocks.<br>- Cold: buy bounce plays (TQQQ/TECL/SOXL, UPRO).<br>- Risk‑off: hold T‑Bills (BIL/SGOV) or Treasuries (TMF/TMV).<br>- If tech lags, rotate to managed futures (KMLM).
A daily, rules‑based switch that buys leveraged tech on pullbacks, adds VIX hedges when stocks overheat, and otherwise parks in T‑Bills/Treasuries or rotates to managed futures—using a simple heat gauge (RSI), trend filters, and stress checks.
Out-of-sample edge: ~69% annualized return vs SPY ~19%, Sharpe ~1.12 vs ~1.10, Calmar ~1.93. A daily, rules-based regime-switching mix of leveraged tech, VIX hedges, bonds, and managed futures for higher upside with risk controls.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.0M | 2026-10-11 | |
| Backtest regulatory fees | $6,521 | 2026-10-11 | |
| Backtest slippage cost | $53k | 2026-10-11 |
| AI categories (Composer) | alternatives, leveraged etfs, managed futures, mean reversion, risk-on/risk-off, tactical allocation, trend & momentum, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,071 | 2026-10-11 | |
| Rebalance frequency | daily | 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[ "AGG", "ALTY", "BIL", "BND", "BSV", "BTAL", "CLSE", "CTA", "CURE", "DBO", "FAS", "FXE", "GLD", "IEF", "IOO", "KMLM", "LABD", "LABU", "PDBC", "PSQ", "QAI", "QLD", "QQQ", "QQQE", "RETL", "ROM", "SCO", "SGOV", "SH", "SHV", "SLV", "SOXL", "SPUU", "SPXL", "SPXS", "SPY", "SQQQ", "SSO", "SVXY", "TBF", "TECL", "TECS", "TLT", "TMF", "TMV", "TQQQ", "TYO", "UDN", "UGL", "UPRO", "USDU", "UST", "UVIX", "UVXY", "VIXM", "VIXY", "VOOG", "VOOV", "VOX", "VTV", "VXX", "XLE", "XLF", "XLK", "XLP", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.29 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 2.19 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 |
| Remixes (copies) | 22 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 409 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 225.29% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 20k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 69.28% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 135.47% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.45% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 6.57% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.53% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 49.59% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 49.58% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.97% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.03% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.85 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.93 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -46.47% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -35.90% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.80 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 52.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 63.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 71.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 72.42 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 56.25% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.52% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
