Composer · investment strategy
by Composer Technologies · via Composer
Controls ~40% of the portfolio. Daily “buy the dip or hedge”: a 0–100 heat meter from 3× ETFs flags extremes—overheated → UVXY (volatility hedge), oversold → 2× S&P/Nasdaq/semis (SSO/QLD/USD), else T-bills (BIL). Active even during 10‑day >6% S&P drops.
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 2026-06-30)
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 ()
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 ()
7 of 9 funds in its are : QLD, SOXL, SPXL, SSO, TQQQ, 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 Capital preservation 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.
Checks daily if the S&P 500 fell >6% in 10 days (a panic flag). Then runs 3 mini-bots on the S&P 500, Nasdaq-100, and semiconductors. Each uses a 0–100 “heat meter” (RSI) on a fast 3× ETF (SPXL, TQQQ, SOXL): >80 = too hot → buy UVXY (volatility hedge); <30 = too cold → buy a 2× fund (SSO, QLD, USD); otherwise sit in BIL (T-bills).
Controls ~40% of the portfolio. Daily “buy the dip or hedge”: a 0–100 heat meter from 3× ETFs flags extremes—overheated → UVXY (volatility hedge), oversold → 2× S&P/Nasdaq/semis (SSO/QLD/USD), else T-bills (BIL). Active even during 10‑day >6% S&P drops.
Out-of-sample edge: 20.91% annualized return with 13.94% max drawdown vs SPY 18.76%, Calmar 1.50, beta ~0.53. Higher risk-adjusted upside and stronger downside protection than the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $387k | 2026-10-11 | |
| Backtest regulatory fees | $598 | 2026-10-11 | |
| Backtest slippage cost | $3,859 | 2026-10-11 |
| AI categories (Composer) | daily rebalancing, equities, leveraged etfs, market timing, mean reversion, nasdaq-100, s&p 500, semiconductors, tactical allocation, tail risk, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 65 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.96 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "QLD", "SOXL", "SPXL", "SPY", "SSO", "TQQQ", "USD", "UVXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.10 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.53 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 68 | 2026-10-11 | |
| Watchers | 21 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,775 | 2026-10-11 | |
| Out-of-sample length | 972 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 27.63% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3769% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 20.91% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 108.16% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.04% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 0.34% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.09% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 21.27% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 21.27% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 0.17% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 7.42% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.79% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.88 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.50 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -14.68% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -13.94% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.47 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.12 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 3.69 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.48 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 17.63% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 18.33% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 12.86 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 11.06 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 48.11% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 78.91% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
