Composer · investment strategy
by Composer Technologies · via Composer
Aims for monthly income in calm markets and cuts risk in panics. Uses a simple hot/cold meter (RSI) to flip between cash, 3x stock ETFs for oversold bounces, a volatility hedge on overbought spikes, and two monthly dividend funds.
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.
43.4% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-07-31) · not identified: CII 50%
Fewer than 70% of the holdings could be identified, so there’s no verdict. : 43% · 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 ()
4 of 8 funds in its are : SOXL, SPXL, TQQQ, 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.
First, it checks a “fear gauge” (a volatility fund). If fear is spiking (RSI > 70), it keeps most money in cash/T‑Bills and lets a small slice trade quick swings. If fear is normal, it puts more money to work, parking idle cash in two monthly dividend funds. Short‑term buys/sells use a 10‑day RSI: <30 buys 3x index ETFs for bounces; >80 briefly buys a volatility hedge (UVXY).
Aims for monthly income in calm markets and cuts risk in panics. Uses a simple hot/cold meter (RSI) to flip between cash, 3x stock ETFs for oversold bounces, a volatility hedge on overbought spikes, and two monthly dividend funds.
Out-of-sample edge: ~44.9% annual return vs ~20.8% for SPY, Sharpe ~1.38, Calmar ~1.56, and ~28.7% max drawdown vs ~18.8%. Superior risk-adjusted growth with income and dynamic risk control.
BrianE
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $2.1M | 2026-10-11 | |
| Backtest regulatory fees | $2,295 | 2026-10-11 | |
| Backtest slippage cost | $16k | 2026-10-11 |
| AI categories (Composer) | income, leveraged etfs, monthly dividends, risk management, tactical allocation, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 73 | 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) | 0.49 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AMZA", "BIL", "CII", "SOXL", "SPXL", "TQQQ", "UVXY", "VIXM" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.15 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.30 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.66 | 2026-10-11 |
| Remixes (copies) | 68 | 2026-10-11 | |
| Watchers | 46 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,022 | 2026-10-11 | |
| Out-of-sample length | 973 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 56.00% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 21k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 44.86% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 318.90% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.33% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -2.07% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.63% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 56.68% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 56.68% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.22% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 10.87% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 14.14% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.22 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -45.82% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -28.71% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.57 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.38 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.87 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.71 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 31.40% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 29.80% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 19.59 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 15.92 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.10% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 56.83% | 2026-10-11 |
Collective2
Composer Technologies · Composer
