Composer · investment strategy
by Composer Technologies · via Composer
Income-first, tech‑tactical plan. Default to JEPI for steady payouts, buy TECL after tech selloffs, and hedge with UVIX+TECS or park in BIL when markets look overheated or fear spikes. Uses RSI, a simple 0–100 momentum “speedometer,” to switch.
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.
1 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.
2.3% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 89% · 2026-10-11 ()
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% · 2026-10-11 ()
6 of 16 funds in its are : SOXL, SPXL, TECL, TECS, TQQQ, UVIX
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 Income / dividends label, from other sources first, strongest risk-adjusted return first.
Interactive Advisors
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: steady income with smart offense/defense. It uses RSI as a 0–100 “speedometer” of recent moves: high = overheated, low = washed out. When fear (VIXM) is high, it hedges with UVIX (volatility) and TECS (3x short tech). Otherwise it watches QQQ/TQQQ: low readings buy TECL (3x tech up), high readings hedge or sit in BIL (T‑Bills). Bond signals (IEF/TLT, BND vs SPY) help choose income (JEPI) vs growth (TECL).
Income-first, tech‑tactical plan. Default to JEPI for steady payouts, buy TECL after tech selloffs, and hedge with UVIX+TECS or park in BIL when markets look overheated or fear spikes. Uses RSI, a simple 0–100 momentum “speedometer,” to switch.
Out-of-sample edge: ~45% annualized return vs SPY's ~22%, with Calmar ~1.88 and Sharpe ~1.42. Accepts higher drawdowns (~24% vs ~19%) for bigger upside; blends JEPI income with tech rebound plays and hedges for risk control.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $60k | 2026-10-11 | |
| Backtest regulatory fees | $62 | 2026-10-11 | |
| Backtest slippage cost | $480 | 2026-10-11 |
| AI categories (Composer) | income, leveraged etfs, momentum, risk management, tactical allocation, tech sector, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 491 | 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) | 0.89 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "JEPI", "QQQ", "SHY", "SOXL", "SPHB", "SPXL", "SPY", "TECL", "TECS", "TLT", "TQQQ", "UVIX", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.13 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.33 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.69 | 2026-10-11 |
| Remixes (copies) | 61 | 2026-10-11 | |
| Watchers | 43 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 949 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 48.62% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 497.51% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 45.14% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 307.28% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.18% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 1.02% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 1.19% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 49.93% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 49.93% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 14.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.03 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.88 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -23.96% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -23.96% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.50 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.42 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.22 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 3.11 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 28.92% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.90% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 20.26 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 19.29 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.19% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.43% | 2026-10-11 |
Collective2
Composer Technologies · Composer
