Composer · investment strategy
by Composer Technologies · via Composer
A daily tactical strategy that fades overheated markets with volatility hedges, buys tech dips, trend-trades long/short Treasuries, and rotates among SVXY/VTI, shorts, or cash-like ETFs based on a simple “heat” score and trend filters.
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.
1 positions as of 2026-10-19
: 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 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
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% · 2026-10-19 ()
9 of 34 funds in its are : PSQ, SH, SQQQ, SVXY, TECL, TMF, TMV, 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 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’s a daily, rule-based trader that uses a simple “heat meter” (RSI: 0–100; >80 = very hot, <30 = very cold). When stocks (QQQ/SPY or key sectors) look very hot, it buys “fear” ETFs (UVXY/VIXY) to hedge a pullback. When tech looks very cold, it buys aggressive tech (TQQQ/TECL) for a rebound. It trend-trades 20+yr Treasuries (TMF/TMV). In calm uptrends it holds SVXY or VTI; in weak regimes it may short (PSQ/SH) or sit in BIL/SHV, BSV, or BTAL. Multiple trend/volatility guardrails limit risk.
A daily tactical strategy that fades overheated markets with volatility hedges, buys tech dips, trend-trades long/short Treasuries, and rotates among SVXY/VTI, shorts, or cash-like ETFs based on a simple “heat” score and trend filters.
Out-of-sample, this strategy nearly matches the S&P's 19.5% return (19.42%) with a lower beta (~0.62), delivering diversification and positive risk-adjusted results. Strong upside, but expect larger drawdowns in crises.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $620.6M | 2026-10-19 | |
| Backtest regulatory fees | $2.3M | 2026-10-19 | |
| Backtest slippage cost | $21.8M | 2026-10-19 |
| AI categories (Composer) | hedged, leveraged etfs, market timing, mean reversion, momentum, multi-asset, tactical allocation, volatility trading | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 436 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.93 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BND", "BSV", "BTAL", "IEF", "IOO", "MGC", "PSQ", "QQQ", "QQQE", "SCHX", "SH", "SHV", "SOXX", "SPY", "SQQQ", "SVXY", "TECL", "TLT", "TMF", "TMV", "TQQQ", "UVXY", "VIXM", "VIXY", "VOOV", "VOX", "VTI", "VTV", "XLE", "XLF", "XLK", "XLP", "XLV" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.28 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.59 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.20 | 2026-10-19 |
| Remixes (copies) | 16 | 2026-10-19 | |
| Watchers | 6 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 3,655 | 2026-10-19 | |
| Out-of-sample length | 414 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 113.97% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 6206k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 19.42% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 33.39% | ||
| Return, trailing 1 day (out-of-sample) | 12.37% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.43% | ||
| Return, trailing 1 week (out-of-sample) | 16.37% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 20.21% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 3.41% | ||
| Return, trailing 2 weeks (out-of-sample) | 17.57% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 19.68% | ||
| SPY annualized return over the backtest window (backtest) | 14.40% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.71 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.46 | ||
| Maximum drawdown, backtest period (backtest) | -42.01% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -42.02% | ||
| Sharpe ratio, backtest period (backtest) | 1.63 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.59 | ||
| Sortino ratio, backtest period (backtest) | 3.58 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.36 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 55.26% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 49.21% |
| Annualized turnover, backtest period (backtest) | 74.47 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 74.68 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 46.59% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 59.66% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
