Composer · investment strategy
by Composer Technologies · via Composer
A tech-tilted, dip-buying playbook with crash defenses. It buys leveraged tech/S&P/Dow after selloffs, parks in SCHD or T-Bills when signals are weak, and uses inverse/VIX funds when fear spikes. High risk, very active.
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.
7.5% of weight in (IVV: 3.0%)
2 funds (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
48.8% 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 ()
8 of 19 funds in its are : SPXL, SPXU, TECL, TECS, TMF, TQQQ, UDOW, UVIX
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 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.
4 missing
The text the rules are quoted from, with where it came from.
It watches fear, trend, and short-term swings. RSI is a 0-100 speedometer: high = overheated, low = washed out. If fear (VIXM) spikes, it either hedges with TECS/UVIX or waits in T-Bills (BIL). If tech (XLK, QQQ/TQQQ) is leading and a dip shows up, it buys 3x bull funds (TECL, SPXL, UDOW) to catch rebounds. If bonds look stronger or drops deepen, it falls back to SCHD.
A tech-tilted, dip-buying playbook with crash defenses. It buys leveraged tech/S&P/Dow after selloffs, parks in SCHD or T-Bills when signals are weak, and uses inverse/VIX funds when fear spikes. High risk, very active.
Out-of-sample: ~68.9% annualized return vs ~21.2% (S&P); Sharpe 1.56 vs 1.37; Calmar 2.28; max drawdown 30.1% vs 18.8%. Tech tilt + leverage + hedges deliver higher upside, with more risk than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $108k | 2026-10-11 | |
| Backtest regulatory fees | $149 | 2026-10-11 | |
| Backtest slippage cost | $1,136 | 2026-10-11 |
| AI categories (Composer) | dividend core (schd), leveraged etfs, momentum + mean reversion, tactical multi-asset, tech timing, volatility hedging | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 328 | 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) | 0.78 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "IEF", "QQQ", "SCHD", "SPXL", "SPXU", "SPY", "TECL", "TECS", "TLT", "TMF", "TQQQ", "UDOW", "UVIX", "VIXM", "XLK", "XLP", "XLU" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.21 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.86 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.73 | 2026-10-11 |
| Remixes (copies) | 37 | 2026-10-11 | |
| Watchers | 30 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 1,136 | 2026-10-11 | |
| Out-of-sample length | 937 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 69.45% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 980.05% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 68.87% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 603.01% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | -0.34% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | 3.84% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.97% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 131.97% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 131.97% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -0.52% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | 26.75% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 13.95% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 2.30 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 2.28 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -30.15% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -30.15% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.60 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.56 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 2.93 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.82 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 37.15% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 37.92% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 36.14 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 37.81 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 53.87% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 53.90% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
