Composer · investment strategy
by Composer Technologies · via Composer
Rules‑based strategy that flips between crash defense (cash, Treasuries, USD, hedges), a low‑vol/income mix (incl. JEPI), and high‑octane growth (QQQ/TQQQ/semis), using simple trend/overbought‑oversold signals to defend big drops and ride uptrends.
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.
15 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.
0.8% of weight in (IVV: 3.0%)
14 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. : 76% · 2026-10-11 ()
22.2% 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 ()
20 of 62 funds in its are : ERX, FAS, FAZ, HDGE, PSQ, QID, QLD, SH, SJB, SOXL, SOXS, SPXL, SQQQ, TBF, TBT, TMF, TQQQ, TYD, TYO, 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 Macro signals 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.
Starts by reading market fear (VIXM). If fear is high, it shifts to crash‑defense: short‑term Treasuries (SHY), market‑neutral/short funds (BTAL, HDGE), commodities (PDBC), strong USD (USDU), cash/hedges, and quick semis trades (SOXL/SOXS).<br>If fear is not high, it mixes two sleeves: a low‑vol/income basket (incl. JEPI) for choppy markets, and a trend sleeve that rides tech/Nasdaq (QQQ/TQQQ/QLD) in uptrends or parks in cash/shorts in downtrends.<br>Signals: moving averages = trend; RSI (0–100) = hot/cold; drawdowns/vol = stress.
Rules‑based strategy that flips between crash defense (cash, Treasuries, USD, hedges), a low‑vol/income mix (incl. JEPI), and high‑octane growth (QQQ/TQQQ/semis), using simple trend/overbought‑oversold signals to defend big drops and ride uptrends.
Near-SPY upside with lower risk: OOS return 18.3% vs SPY 20.3%, max drawdown 14.7% vs 18.8%, beta 0.60, Calmar 1.24, Sharpe 1.29. A crash-defense + trend framework that protects capital while pursuing growth.
Then one day a porcupine came along and gave the cactus the hug it always wanted.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $41k | 2026-10-11 | |
| Backtest regulatory fees | $152 | 2026-10-11 | |
| Backtest slippage cost | $1,062 | 2026-10-11 |
| AI categories (Composer) | crash protection, income sleeve, k-1 free, leveraged/inverse etfs, regime switching, tactical rotation, volatility timing | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 296 | 2026-10-11 | |
| Rebalance corridor width | 4.00% | 2026-10-11 | |
| Rebalance frequency | none | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.16 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "ANGL", "AOK", "BIL", "BND", "BTAL", "COMT", "CWB", "EEMV", "ERX", "EWJ", "FAS", "FAZ", "FLOT", "FXR", "FXY", "GLD", "GVI", "HDGE", "HEFA", "HEZU", "IEF", "IGF", "IHDG", "IXN", "JEPI", "PDBC", "PSQ", "QID", "QLD", "QQQ", "QUAL", "QYLD", "SH", "SHY", "SJB", "SOXL", "SOXS", "SPIB", "SPIP", "SPTL", "SPXL", "SPY", "SQQQ", "TBF", "TBT", "TDIV", "TLT", "TMF", "TQQQ", "TYD", "TYO", "UPRO", "USDU", "UUP", "VIXM", "VMBS", "VRP", "VUG", "VWO", "XLP", "XLU", "XLY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.60 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 9 | 2026-10-11 | |
| Watchers | 4 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,455 | 2026-10-11 | |
| Out-of-sample length | 797 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 27.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 309.16% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 18.30% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 70.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -0.17% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.40% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 5.79% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 5.80% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.25% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 0.22% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.24 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -14.73% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -14.73% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.96 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.29 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.01 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.85 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 12.91% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 13.75% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 35.70 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 35.76 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.67% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.46% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
