Composer · investment strategy
by Composer Technologies · via Composer
A daily, K‑1‑free, tech‑tilted strategy that mostly holds JEPQ for income, but switches fast to inverse ETFs, cash-like T‑bills, or volatility hedges when signals say the Nasdaq is too hot, too weak, or fear is spiking. Bond and volatility cues guide offense vs defense.
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.
2 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.
0.0% of weight in (IVV: 3.0%)
1 fund (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. : 100% · 2026-10-11 ()
100.0% 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 ()
12 of 28 funds in its are : PSQ, QID, QLD, SOXL, SPXL, SPXU, SQQQ, TMF, TQQQ, UPRO, USD, 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 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.
Every day it reads a few “health gauges”: trend (price vs its 200‑day average), momentum heat (RSI, a 0–100 hot/cold score), bond trend, and volatility (VIX funds). If tech looks healthy, it holds JEPQ (Nasdaq + options income) or sometimes TQQQ (3x). If overheated/weak, it flips to PSQ/SQQQ (inverse), parks in T‑bills (SGOV), and can add VXX/UVXY in panics.
A daily, K‑1‑free, tech‑tilted strategy that mostly holds JEPQ for income, but switches fast to inverse ETFs, cash-like T‑bills, or volatility hedges when signals say the Nasdaq is too hot, too weak, or fear is spiking. Bond and volatility cues guide offense vs defense.
Similar or better annual return with lower market beta and solid risk-adjusted gains: out-of-sample return ~22.53% vs S&P ~22.24%, Sharpe ~0.77, Calmar ~0.68, beta ~0.55. Nasdaq-income core with hedges keeps upside intact and risk managed, all K‑1 free.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $83k | 2026-10-11 | |
| Backtest regulatory fees | $372 | 2026-10-11 | |
| Backtest slippage cost | $2,918 | 2026-10-11 |
| AI categories (Composer) | bond signals, covered-call income, k-1 free, mean reversion, nasdaq/tech, tactical allocation, trend following, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 496 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.98 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "DBC", "IEF", "JEPI", "JEPQ", "PSQ", "QID", "QLD", "QQQ", "SGOV", "SHV", "SMH", "SOXL", "SPHB", "SPXL", "SPXU", "SPY", "SQQQ", "TLT", "TMF", "TQQQ", "UPRO", "USD", "UUP", "UVXY", "VXX" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.54 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.25 | 2026-10-11 |
| Remixes (copies) | 1 | 2026-10-11 | |
| Watchers | 3 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,085 | 2026-10-11 | |
| Out-of-sample length | 714 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 63.61% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 734.57% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 22.53% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 78.00% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.24% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -3.69% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.06% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | -8.27% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | -8.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.66% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 11.64% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 20.14% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.92 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.68 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -33.15% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -33.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.65 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.77 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.72 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.17 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 33.28% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 33.68% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 63.41 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 58.94 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 60.09% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 60.22% | 2026-10-11 |
Collective2
Composer Technologies · Composer
