Composer · investment strategy
by Composer Technologies · via Composer
Contrarian when markets are red‑hot (buys volatility), buys 3× bull on sharp selloffs, and otherwise switches among bullish, bearish, or safe ETFs using trend/strength checks. Uses leveraged/inverse funds and UVXY—expect large swings and fast moves.
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 2026-10-11
: 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%)
1 fund (SEC N-PORT, as of 2026-06-30)
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 ()
7 of 15 funds in its are : PSQ, QLD, SH, SPXL, SQQQ, 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.
Every day it reads a “heat gauge” (RSI, 0–100) on big stock funds: SPY=S&P 500, IOO=global mega‑caps, TQQQ=3× Nasdaq. If any look too hot (RSI ≳80), it bets on a pullback by buying UVXY (volatility) plus some BIL (T‑bills) and BTAL (defensive). If not hot: if things look washed‑out (RSI ≲30), it buys TQQQ or SPXL (3× bull) for a rebound. Otherwise it uses trend tests (20–200‑day averages) and bond‑vs‑stock strength to pick shorts (PSQ/SQQQ), longs (TQQQ/QLD), or safety (BIL/BTAL/AGG/IEF). Rebalances daily.
Contrarian when markets are red‑hot (buys volatility), buys 3× bull on sharp selloffs, and otherwise switches among bullish, bearish, or safe ETFs using trend/strength checks. Uses leveraged/inverse funds and UVXY—expect large swings and fast moves.
Out-of-sample annualized return ~33% vs SPY ~18%; Calmar ~1.45 signals strong risk-adjusted performance. Dynamic hedging and trend shifts aim for bigger upside than the S&P while controlling drawdowns—though swings may be larger.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $666.2M | 2026-10-11 | |
| Backtest regulatory fees | $974k | 2026-10-11 | |
| Backtest slippage cost | $9.4M | 2026-10-11 |
| AI categories (Composer) | contrarian volatility hedge, leveraged & inverse etfs, risk-managed, tactical allocation, trend/momentum | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 201 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BND", "BTAL", "IEF", "IOO", "PSQ", "QLD", "QQQ", "SH", "SPXL", "SPY", "SQQQ", "TQQQ", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.33 | 2026-10-11 |
| Remixes (copies) | 31 | 2026-10-11 | |
| Watchers | 13 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 531 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 109.85% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 6662k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.93% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 82.38% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 23.71% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 23.70% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.59% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 3.42 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -32.11% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -22.66% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.04 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.96 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.91 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.87 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 39.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 36.14% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 32.43 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 24.97 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.37% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 73.07% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
