Composer · investment strategy
by Composer Technologies · via Composer
Daily: if any major index/sector looks overheated, go all‑in on a volatility fund (VIXM). Otherwise, hold GE and LLY mainly, with a small NVDA stake and a tech hedge (QID), sized by recent volatility.
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.
4 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 2026-05-31)
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 ()
19.3% 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 ()
1 of 11 funds in its are : QID
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 Tactical allocation label, from other sources first, strongest risk-adjusted return first.
Collective2
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 a 10‑day “heat” score (RSI: 0–100) on big market funds: SPY (S&P 500), QQQ (Nasdaq‑100), XLK (Tech), IYY (total US), VTV (Value), VOX (Communications). If any score is very high (~79–80), it moves 100% into VIXM, a fund that jumps when market fear/volatility spikes. If none are red‑hot, it holds GE and LLY at about 40% each; the small remainder is split between NVDA and QID (goes up when QQQ falls), sized so calmer names get more weight. Rebalanced daily.
Daily: if any major index/sector looks overheated, go all‑in on a volatility fund (VIXM). Otherwise, hold GE and LLY mainly, with a small NVDA stake and a tech hedge (QID), sized by recent volatility.
Out-of-sample, this strategy beats the S&P: higher return (22.2% vs 20.3%), lower drawdown (11.5% vs 18.8%), stronger Calmar/Sharpe (1.93/1.36). Low beta (~0.32) with built-in volatility hedges.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $370k | 2026-10-19 | |
| Backtest regulatory fees | $847 | 2026-10-19 | |
| Backtest slippage cost | $5,145 | 2026-10-19 |
| AI categories (Composer) | daily-rebalance, inverse-etf, market-timing, momentum-contrarian, single-stocks, volatility-hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 30 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.33 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GE", "IYY", "LLY", "NVDA", "QID", "QQQ", "SPY", "VIXM", "VOX", "VTV", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.16 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.31 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-19 |
| Remixes (copies) | 30 | 2026-10-19 | |
| Watchers | 13 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,970 | 2026-10-19 | |
| Out-of-sample length | 620 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 25.74% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 3596% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.22% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 63.19% | ||
| Return, trailing 1 day (out-of-sample) | 0.89% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -1.51% | ||
| Return, trailing 1 week (out-of-sample) | 2.07% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 13.25% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 10.10% | ||
| Return, trailing 2 weeks (out-of-sample) | 2.64% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -3.25% | ||
| SPY annualized return over the backtest window (backtest) | 14.06% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 1.26 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.93 | ||
| Maximum drawdown, backtest period (backtest) | -20.43% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.54% | ||
| Sharpe ratio, backtest period (backtest) | 1.58 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.36 | ||
| Sortino ratio, backtest period (backtest) | 2.65 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.20 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 15.23% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 15.65% |
| Annualized turnover, backtest period (backtest) | 18.02 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 18.98 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 53.22% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.23% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
