Composer · investment strategy
by Composer Technologies · via Composer
A defensive-first, rules-based strategy that rides stock uptrends but quickly shifts to Treasuries, cash, or volatility hedges when markets look overheated or fragile. It blends momentum, mean-reversion, and bond/volatility sleeves to limit drawdowns.
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 2026-10-19
: 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.
0.6% of weight in (IVV: 3.0%)
8 funds (SEC N-PORT, as of 2026-05-31) · : SPY via IVV
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 88% · 2026-10-19 ()
49.8% 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 ()
13 of 35 funds in its are : PSQ, QLD, SH, SPXL, SQQQ, SSO, SVXY, TECL, TMF, TMV, TQQQ, 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.
It checks three things: trend, heat, and fear.<br>- Trend: If the S&P 500 (SPY) sits above its 200‑day average, it usually owns broad stocks (SPY/QQQ) or a small sleeve of faster tech funds (TQQQ/TECL). Below it, it shifts defensive (bonds/cash) or uses inverse funds.<br>- Heat (RSI): If stocks look “too hot” short‑term, it temporarily buys fear (VIX funds) or parks in bonds/cash. If they look “washed‑out,” it may buy a dip with tight trend checks.<br>- Fear (VIX): If fear jumps fast, most money moves to a bond‑momentum block that picks long Treasuries, short Treasuries, or cash.<br>It also runs a small, trend‑gated short‑vol sleeve (SVXY) only when calm persists, and uses a market‑neutral fund (BTAL) as ballast.
A defensive-first, rules-based strategy that rides stock uptrends but quickly shifts to Treasuries, cash, or volatility hedges when markets look overheated or fragile. It blends momentum, mean-reversion, and bond/volatility sleeves to limit drawdowns.
Out-of-sample edge: ~25.6% annualized return vs SPY ~18.1%, with Calmar ~1.02 (risk-adjusted edge). Drawdowns are larger (~25% vs ~19%), but disciplined hedges aim to protect capital and capture upside in evolving trends.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $28.2M | 2026-10-19 | |
| Backtest regulatory fees | $77k | 2026-10-19 | |
| Backtest slippage cost | $698k | 2026-10-19 |
| AI categories (Composer) | bond momentum, leveraged etfs, mean reversion, risk-managed momentum, tactical allocation, volatility hedging | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 1,065 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.21 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "DBC", "GLD", "IOO", "PSQ", "QLD", "QQQ", "SH", "SHV", "SHY", "SLV", "SPXL", "SPY", "SQQQ", "SSO", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UPRO", "UVXY", "VIXM", "VIXY", "VOX", "VTI", "VTV", "XLF", "XLK", "XLP", "XME" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.04 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.20 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-19 |
| Remixes (copies) | 17 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,721 | 2026-10-19 | |
| Out-of-sample length | 541 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 71.26% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 282k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 25.65% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 62.51% | ||
| Return, trailing 1 day (out-of-sample) | -1.48% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 3.33% | ||
| Return, trailing 1 week (out-of-sample) | -6.43% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 15.06% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 23.73% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.23% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 8.93% | ||
| SPY annualized return over the backtest window (backtest) | 14.96% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.84 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.02 | ||
| Maximum drawdown, backtest period (backtest) | -25.13% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.13% | ||
| Sharpe ratio, backtest period (backtest) | 2.34 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.85 | ||
| Sortino ratio, backtest period (backtest) | 5.27 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.45 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 24.23% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.39% |
| Annualized turnover, backtest period (backtest) | 40.16 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 43.72 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 59.02% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.19% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
