Composer · investment strategy
by Composer Technologies · via Composer
A volatility-based, contrarian rotation that toggles between leveraged tech funds and US Treasuries. In calm/medium markets it buys the most recently beaten‑down option among TECL/TQQQ/IEF; as volatility rises, it shifts toward SHY and IEF.
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 2026-05-31)
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 ()
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 ()
2 of 5 funds in its are : TECL, TQQQ
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.
The strategy first checks how calm or choppy the S&P 500 has been over about a month. Then: - Calm: put 100% into whichever of TECL, TQQQ, or IEF has fallen the most recently (seeking a bounce). - Somewhat choppy: 50% SHY + 50% that same pick. - Very choppy: 50% SHY + 50% IEF. Trades only if weights drift >5%.
A volatility-based, contrarian rotation that toggles between leveraged tech funds and US Treasuries. In calm/medium markets it buys the most recently beaten‑down option among TECL/TQQQ/IEF; as volatility rises, it shifts toward SHY and IEF.
Out-of-sample edge: ~43% annualized return vs ~21% for the S&P, from a volatility-driven rotation between leveraged tech and Treasuries. Aggressive upside in calm markets with risk-managed shifts to bonds in turbulence.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $4,434 | 2026-10-11 | |
| Backtest slippage cost | $34k | 2026-10-11 |
| AI categories (Composer) | contrarian rotation, leveraged tech, rsi-based selection, tactical asset allocation, us treasuries, volatility regime | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 20 | 2026-10-11 | |
| Rebalance corridor width | 5.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.92 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "IEF", "SHY", "SPY", "TECL", "TQQQ" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.64 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.62 | 2026-10-11 |
| Remixes (copies) | 67 | 2026-10-11 | |
| Watchers | 40 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,169 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 36.05% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 43.38% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 253.96% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.06% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.38% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.39% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 33.29% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 33.29% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.32% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.76% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.24% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -42.14% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.14% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.13 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.13 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.68 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.68 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.88% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 38.74% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 29.75 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 34.71 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 54.07% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.59% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
