Composer · investment strategy
by Composer Technologies · via Composer
A high-risk, volatility-aware mix: short-volatility and semiconductor bets balanced by a dynamic hedge using inverse S&P, gold, rates, and volatility funds. It tilts toward what’s been calmer recently. Uses 3× and VIX products—expect big swings.
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.
6 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%)
2 funds (SEC N-PORT, as of 2026-07-31)
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 ()
45.7% 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 7 funds in its are : SOXL, SPXS, SVIX, SVXY, TMV
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 splits money into three parts and gives more to the parts that have been calmer over ~10 days. A: SVIX (benefits when market fear falls). B: SOXL (3× semiconductors). C: a hedge that balances SPXS (3× inverse S&P) with the two calmest of GLD (gold), TMV (3× short Treasuries), VIXM (long volatility), SVXY (short volatility). It reweights as things change.
A high-risk, volatility-aware mix: short-volatility and semiconductor bets balanced by a dynamic hedge using inverse S&P, gold, rates, and volatility funds. It tilts toward what’s been calmer recently. Uses 3× and VIX products—expect big swings.
Diversified, volatility-aware strategy with lower beta than the S&P. Out-of-sample, it targets steadier risk-adjusted returns via dynamic hedges and regime rotation (short-vol, semis, defensive sleeves), offering diversification rather than guaranteed upside.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $27k | 2026-10-19 | |
| Backtest regulatory fees | $71 | 2026-10-19 | |
| Backtest slippage cost | $398 | 2026-10-19 |
| AI categories (Composer) | hedged, leveraged etfs, multi-asset, risk-managed sizing, rotation, tactical allocation, volatility-based | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 16 | 2026-10-19 | |
| Rebalance corridor width | 1.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.23 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "GLD", "SOXL", "SPXS", "SVIX", "SVXY", "TMV", "VIXM" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.01 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-19 |
| Remixes (copies) | 9 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 589 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 24.82% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 170.91% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 15.96% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 40.94% | ||
| Return, trailing 1 day (out-of-sample) | -3.00% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.61% | ||
| Return, trailing 1 week (out-of-sample) | -4.83% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 29.48% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 37.88% | ||
| Return, trailing 2 weeks (out-of-sample) | -6.41% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 6.37% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 0.77 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.49 | ||
| Maximum drawdown, backtest period (backtest) | -32.34% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -32.32% | ||
| Sharpe ratio, backtest period (backtest) | 1.42 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.92 | ||
| Sortino ratio, backtest period (backtest) | 1.98 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.06 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 16.56% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 17.82% |
| Annualized turnover, backtest period (backtest) | 24.82 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 26.93 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.54% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.35% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
