Composer · investment strategy
by Composer Technologies · via Composer
A daily rules-based plan that front-runs extremes: hedge with VIX/bonds when markets run hot, buy washed-out tech after hard drops, and otherwise follow the 200‑day trend—rotating among leveraged stocks, inverse funds, bonds, or cash.
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 ()
9 of 24 funds in its are : PSQ, SH, SOXL, SPXU, SQQQ, SVXY, 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.
Daily, it checks if markets are too hot or too cold using RSI (a short‑term “heat” gauge: high=overbought, low=oversold) and a 200‑day trend line.<br>If overheated, it shifts into fear hedges: VIX funds (VIXY/UVXY), long bonds (TMF/EDV), and BTAL.<br>After sharp drops, it either hedges or buys the dip with leveraged tech (TQQQ/SOXL).<br>Otherwise it follows the 200‑day trend or parks in cash (BIL).
A daily rules-based plan that front-runs extremes: hedge with VIX/bonds when markets run hot, buy washed-out tech after hard drops, and otherwise follow the 200‑day trend—rotating among leveraged stocks, inverse funds, bonds, or cash.
Very strong upside: outsized out-of-sample annualized return of 41.38% vs 18.24% for SPY, with Calmar ~1.49 and proactive volatility hedges. Strong growth potential with risk controls—though drawdowns can exceed the S&P in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $58.8M | 2026-10-11 | |
| Backtest regulatory fees | $128k | 2026-10-11 | |
| Backtest slippage cost | $1.2M | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged/inverse etfs, mean reversion, regime switching, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 126 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.95 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGG", "BIL", "BTAL", "EDV", "GLD", "IEF", "PSQ", "QQQ", "SH", "SOXL", "SOXX", "SPXU", "SPY", "SQQQ", "SVXY", "TMF", "TQQQ", "UVXY", "VIXM", "VIXY", "VOX", "VTV", "XLF", "XLP" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.19 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.38 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.47 | 2026-10-11 |
| Remixes (copies) | 42 | 2026-10-11 | |
| Watchers | 10 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,773 | 2026-10-11 | |
| Out-of-sample length | 575 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 78.52% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 588k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 41.38% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 120.67% | 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) | 29.95% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 27.99% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.52% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.83 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.49 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -27.70% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.70% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.95 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.93 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.41 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 32.18% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 47.77% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 40.70 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 41.24 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 46.83% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 72.00% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
