Composer · investment strategy
by Composer Technologies · via Composer
A fast, daily‑rebalanced, risk‑on/risk‑off strategy with a tech tilt. It uses an RSI heat gauge, a fear‑spike circuit breaker, and regime tests to swing between leveraged growth, diversifiers (managed futures, long Treasuries), and hedges or cash.
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.
“Core 70% (“Four Corners”)”
“A circuit breaker moves to T‑bills (BIL) if fear (VIXY) jumps.”
“Too hot → a short defensive mix (EDV, VIXY, BTAL).”
“Too cold → buy the dip with leveraged U.S. stocks (TQQQ/SPXL).”
“Rebalanced daily.”
“using simple growth‑vs‑utilities and credit‑vs‑cash checks”
“tech tilt (TECL) when tech beats KMLM”
“(>80 too hot, <30 too cold)”
11 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.
0.5% of weight in (IVV: 3.0%)
6 funds (SEC N-PORT, as of 2026-05-31)
No stated fossil-fuel rule; the exposure is shown for reference. : 71% · 2026-10-11 ()
52.1% of weight in (SPY: 0%)
Its stated rules make a claim, and its holdings back it up. : 100% · 2026-10-11 ()
11 of 39 funds in its are : EDC, EDZ, PSQ, QID, SH, SPXL, TBF, TBT, TECL, TQQQ, UPRO
Its stated rules make a claim, and its holdings back it up. : 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.
2 missing
The text the rules are quoted from, with where it came from.
Rebalanced daily. A circuit breaker moves to T‑bills (BIL) if fear (VIXY) jumps. It uses RSI, a 0–100 heat gauge (>80 too hot, <30 too cold). Too hot → a short defensive mix (EDV, VIXY, BTAL). Too cold → buy the dip with leveraged U.S. stocks (TQQQ/SPXL). Core 70% (“Four Corners”) switches between aggressive (UPRO/TQQQ/KMLM/EDV) and hedges (VT, BTAL/GLD, EDV/PSQ) using simple growth‑vs‑utilities and credit‑vs‑cash checks. Extra sleeves: tech tilt (TECL) when tech beats KMLM; EM long/short (EDC/EDZ) by trend/inflation (RINF); small stock picker (LLY, NVO, COST, PGR/GE).
A fast, daily‑rebalanced, risk‑on/risk‑off strategy with a tech tilt. It uses an RSI heat gauge, a fear‑spike circuit breaker, and regime tests to swing between leveraged growth, diversifiers (managed futures, long Treasuries), and hedges or cash.
Out-of-sample performance: ~35.4% annual return vs ~18.2% for the S&P, Sharpe 1.52 vs 1.11, Calmar 1.79, beta ~0.57. With disciplined risk controls and a daily risk-on/risk-off framework using diversifiers, it aims for higher, steadier growth than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $483k | 2026-10-11 | |
| Backtest regulatory fees | $1,260 | 2026-10-11 | |
| Backtest slippage cost | $9,741 | 2026-10-11 |
| AI categories (Composer) | emerging markets, leveraged etfs, managed futures, momentum/rsi, risk-on/risk-off, tactical allocation, tech tilt, trend following, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 209 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.19 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "CORP", "COST", "DBMF", "EDC", "EDV", "EDZ", "EEM", "GE", "GLD", "IEF", "IEI", "IOO", "IWM", "KMLM", "LBAY", "LLY", "NVO", "PGR", "PSQ", "QID", "QQQ", "RINF", "SH", "SMH", "SPXL", "SPY", "TBF", "TBT", "TECL", "TQQQ", "UPRO", "VIXY", "VPU", "VT", "VWO", "XLK" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.22 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.57 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.43 | 2026-10-11 |
| Remixes (copies) | 69 | 2026-10-11 | |
| Watchers | 16 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,450 | 2026-10-11 | |
| Out-of-sample length | 537 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 96.12% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 4734% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 35.43% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 91.07% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.89% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.11% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.75% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 29.84% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 29.84% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 3.81% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 16.55% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.21% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 4.86 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.79 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -19.77% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -19.77% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 3.21 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.52 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 5.57 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.24 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 21.72% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 21.56% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 47.68 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 48.59 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 58.00% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 55.68% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
