Composer · investment strategy
by Composer Technologies · via Composer
Daily, rules-based switching: in fearful markets, tactically ride or sidestep 3x Nasdaq (TQQQ); in calmer markets, swing-trade emerging markets (EDC/EDZ). Uses simple gauges—trend, “heat” (RSI), recent drops, and the fear index (VIX)—with cash/hedge fallbacks.
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 2026-07-31)
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 0% · 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 ()
4 of 16 funds in its are : EDC, EDZ, TMF, TQQQ
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 Macro signals 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.
Each day it checks market fear (VIX). If fear is high, it trades 3x Nasdaq (TQQQ): buys after sharp dips or when the 25‑day trend is up, but hides in T‑Bills (BIL) or hedges (VIXY, BTAL) if things look overheated (RSI too high) or shaky (big drops). If fear is calmer, it trades emerging markets with 3x bull (EDC) or 3x bear (EDZ) for ~15 days, using two gauges: long‑term trend (200‑day average) and a “heat” meter (RSI) comparing bonds vs stocks.
Daily, rules-based switching: in fearful markets, tactically ride or sidestep 3x Nasdaq (TQQQ); in calmer markets, swing-trade emerging markets (EDC/EDZ). Uses simple gauges—trend, “heat” (RSI), recent drops, and the fear index (VIX)—with cash/hedge fallbacks.
Out-of-sample edge: Sharpe 1.38 vs 1.19; Calmar 1.74; beta ≈0.58. Annualized return ≈101% vs S&P ≈20%. A rules-based, regime-switching approach seeks higher upside with hedges/cash to dampen risk and lower correlation.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $364.6M | 2026-10-11 | |
| Backtest regulatory fees | $563k | 2026-10-11 | |
| Backtest slippage cost | $5.4M | 2026-10-11 |
| AI categories (Composer) | emerging markets, leveraged etfs, nasdaq focus, regime switching, risk hedging, tactical allocation, trend + mean reversion | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 88 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1.00 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BTAL", "EDC", "EDZ", "EEM", "IEF", "IEI", "IWM", "QQQ", "SPY", "TLT", "TMF", "TQQQ", "VIXM", "VIXY" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.80 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.58 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.14 | 2026-10-11 |
| Remixes (copies) | 48 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,790 | 2026-10-11 | |
| Out-of-sample length | 590 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 101.02% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 3646k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 100.80% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 412.94% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 3.08% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 8.52% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -1.76% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 75.24% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 75.19% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | 7.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 56.89% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.41% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.74 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.74 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -57.99% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -57.99% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.45 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.27 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.23 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 60.59% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 65.76% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 43.51 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 47.41 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.80% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.39% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
