Composer · investment strategy
by Composer Technologies · via Composer
A rules‑based, high‑octane strategy. In uptrends it rides tech/S&P with 3x ETFs; when markets get ‘too hot’ or volatility spikes, it hedges with VIX funds and Treasuries; in downtrends it shifts to bonds, cash‑like T‑bills, or 3x inverse funds. Expect frequent trades.
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.
9 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.
0.6% of weight in (IVV: 3.0%)
6 funds (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 ()
57.5% 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 ()
15 of 35 funds in its are : AGQ, PSQ, SH, SPXL, SPXU, SQQQ, SVIX, SVXY, TECL, TMF, TMV, TQQQ, UGL, UPRO, 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.
Goal: ride uptrends, hedge when markets look too hot, defend in downtrends.<br>- If SPY is above its 200‑day average: own 3x stock funds (SPXL/TQQQ/UPRO).<br>- If short‑term ‘heat’ is extreme (RSI>~80): shift to VIX funds (VIXY/UVXY) plus Treasuries (TLT/TMF) or BTAL.<br>- If trend breaks or vol jumps: move to Treasuries, cash‑like T‑bills (SHV/BIL), or 3x shorts (SQQQ/SPXU).<br>RSI=0‑100 heat gauge; MA=trend line.
A rules‑based, high‑octane strategy. In uptrends it rides tech/S&P with 3x ETFs; when markets get ‘too hot’ or volatility spikes, it hedges with VIX funds and Treasuries; in downtrends it shifts to bonds, cash‑like T‑bills, or 3x inverse funds. Expect frequent trades.
Out-of-sample edge: ~31.37% annualized return vs ~18.13% for the S&P. Adaptive hedging with VIX/Treasuries navigates heat and downturns. Calmar ~1.10 signals solid risk-adjusted performance, despite higher drawdowns.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $143k | 2026-10-11 | |
| Backtest regulatory fees | $361 | 2026-10-11 | |
| Backtest slippage cost | $2,745 | 2026-10-11 |
| AI categories (Composer) | leveraged etfs, mean-reversion, tactical allocation, trend-following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 1,065 | 2026-10-11 | |
| Rebalance corridor width | 10.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AGQ", "BIL", "BND", "BSV", "BTAL", "DBC", "IOO", "PSQ", "QQQ", "SH", "SHV", "SHY", "SPXL", "SPXU", "SPY", "SQQQ", "SVIX", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UGL", "UPRO", "UVXY", "VIXM", "VIXY", "VOX", "VTI", "VTV", "XLF", "XLK", "XLP", "XME" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.08 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.35 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.65 | 2026-10-11 |
| Remixes (copies) | 15 | 2026-10-11 | |
| Watchers | 7 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,116 | 2026-10-11 | |
| Out-of-sample length | 535 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 82.31% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 1332% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 31.37% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.66% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.54% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.89% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.06% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.62% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.62% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.61% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 9.45% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 16.03% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.89 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.10 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -28.44% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.44% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 2.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.97 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 4.20 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.84 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.99% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 45.85 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 42.82 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.33% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.70% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
