Composer · investment strategy
by Composer Technologies · via Composer
A one‑position, daily strategy: buy 3x equity ETFs after sharp dips, switch to VXX when markets look overheated, otherwise hold global stocks in uptrends or rotate into staples/bonds in downtrends.
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.
2 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%)
No funds
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 ()
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% · 2026-10-19 ()
5 of 18 funds in its are : FAS, SOXL, TECL, TQQQ, UPRO
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 a “hot/cold” meter (RSI, 0–100) on key markets:<br>- If semiconductors (SMH), Nasdaq-100 (QQQ), or S&P 500 (SPY) are very cold, it buys 3x bull ETFs (SOXL/TQQQ/UPRO) for a rebound.<br>- If many areas look too hot, it buys VXX (volatility) as a pullback hedge.<br>- Else: hold VT (global stocks) when SPY is in a long uptrend; if not, rotate defensively between staples (XLP) or a bond fund (VBF).
A one‑position, daily strategy: buy 3x equity ETFs after sharp dips, switch to VXX when markets look overheated, otherwise hold global stocks in uptrends or rotate into staples/bonds in downtrends.
Outperforms the S&P: ~32% annualized vs ~20%, with Calmar ~2.78. A disciplined, single-position dip-buy/volatility-hedge approach aiming for stronger upside, though drawdowns can rise in stressed markets.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $5.0M | 2026-10-19 | |
| Backtest regulatory fees | $7,404 | 2026-10-19 | |
| Backtest slippage cost | $62k | 2026-10-19 |
| AI categories (Composer) | daily rebalance, equities, leveraged etfs, mean reversion, tactical allocation, trend filter, volatility hedge | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 65 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "FAS", "QQQ", "QQQE", "SMH", "SOXL", "SPY", "TECL", "TQQQ", "UPRO", "VBF", "VOOG", "VOOV", "VOX", "VT", "VTV", "VXX", "XLP", "XLY" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.32 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.17 | 2026-10-19 |
| Remixes (copies) | 4 | 2026-10-19 | |
| Watchers | 3 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 2,199 | 2026-10-19 | |
| Out-of-sample length | 304 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 103.78% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 50k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 32.01% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 39.03% | ||
| Return, trailing 1 day (out-of-sample) | 7.59% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.22% | ||
| Return, trailing 1 week (out-of-sample) | 10.54% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 47.80% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 34.66% | ||
| Return, trailing 2 weeks (out-of-sample) | 10.12% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 9.50% | ||
| SPY annualized return over the backtest window (backtest) | 13.99% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 4.21 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.78 | ||
| Maximum drawdown, backtest period (backtest) | -24.64% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -11.52% | ||
| Sharpe ratio, backtest period (backtest) | 2.08 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.15 | ||
| Sortino ratio, backtest period (backtest) | 5.19 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.49 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 37.37% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 27.40% |
| Annualized turnover, backtest period (backtest) | 43.20 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 29.84 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.53% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.96% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
