Composer · investment strategy
by Composer Technologies · via Composer
Monthly, it reads a simple market heat gauge (RSI on the S&P 500) to switch between: a volatility hedge (VIXM) when too hot, small high‑octane bets when too cold, or a concentrated basket of strong big‑name stocks in normal times, with some 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.
No rules extracted from this strategy’s text yet.
4 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%)
No funds
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 ()
3 of 25 funds in its are : SPXL, TECL, TNA
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 Technology label, from other sources first, strongest risk-adjusted return first.
Collective2
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 month it checks a “heat gauge” (RSI) on SPY, an S&P 500 fund. RSI runs 0–100: above ~77 = very hot; below ~30 = very cold.<br>- Very hot: move 100% into VIXM, a fund that can jump when market volatility spikes.<br>- Very cold: put ~10% into the two strongest 3x bull funds (TECL tech, TNA small caps, SPXL S&P 500); keep the rest in cash.<br>- Otherwise: put ~90% in 3 large U.S. stocks with the strongest recent momentum (from a preset list); keep ~10% cash. Rebalance monthly.
Monthly, it reads a simple market heat gauge (RSI on the S&P 500) to switch between: a volatility hedge (VIXM) when too hot, small high‑octane bets when too cold, or a concentrated basket of strong big‑name stocks in normal times, with some cash.
Out-of-sample: ~42.8% annualized return vs SPY ~20.6%, Calmar ~1.67. Drawdowns are larger (~25.6% vs ~18.8%), but a volatility hedge and regime bets target superior long-run growth vs the S&P 500.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $3.6M | 2026-10-11 | |
| Backtest regulatory fees | $1,390 | 2026-10-11 | |
| Backtest slippage cost | $12k | 2026-10-11 |
| AI categories (Composer) | concentrated large-cap stocks, leveraged etfs, momentum, monthly rebalance, risk-on/risk-off, tactical allocation, u.s. equities, volatility hedge | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 38 | 2026-10-11 | |
| Rebalance frequency | monthly | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.34 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "AAPL", "AMD", "AMGN", "AMZN", "AVGO", "CSCO", "GD", "GOOGL", "INTC", "META", "MSFT", "MSTR", "NFLX", "NOC", "NVDA", "PEP", "RTX", "SBUX", "SPXL", "SPY", "TECL", "TMUS", "TNA", "TSLA", "VIXM" ] | 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) | 0.96 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.44 | 2026-10-11 |
| Remixes (copies) | 12 | 2026-10-11 | |
| Watchers | 9 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 3,572 | 2026-10-11 | |
| Out-of-sample length | 833 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 51.50% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 36k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 42.84% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 225.42% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 5.10% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | -0.68% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 43.78% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 43.78% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.20% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -14.49% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.19% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 1.35 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 1.67 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.23% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.65% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.56 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.25 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.39 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.94 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 29.49% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 32.86% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 7.46 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 7.50 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.18% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 52.34% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
